Marubeni Stock Technical Analysis
| MARUF Stock | USD 34.20 1.63 5.00% |
As of the 4th of February, Marubeni secures the Downside Deviation of 3.32, mean deviation of 2.39, and Risk Adjusted Performance of 0.1065. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Marubeni, as well as the relationship between them. Please verify Marubeni variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if Marubeni is priced some-what accurately, providing market reflects its recent price of 34.2 per share. Given that Marubeni has jensen alpha of 0.4484, we recommend you to check Marubeni's last-minute market performance to make sure the company can sustain itself at a future point.
Marubeni Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Marubeni, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MarubeniMarubeni |
Marubeni 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Marubeni's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Marubeni.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Marubeni on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Marubeni or generate 0.0% return on investment in Marubeni over 90 days. Marubeni is related to or competes with Sumitomo, Sumitomo Corp, Citic, Aena SME, CITIC, Schindler Holding, and Sandvik AB. Marubeni Corporation engages in various business activities worldwide More
Marubeni Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Marubeni's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Marubeni upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.32 | |||
| Information Ratio | 0.1186 | |||
| Maximum Drawdown | 17.93 | |||
| Value At Risk | (5.93) | |||
| Potential Upside | 5.39 |
Marubeni Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marubeni's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marubeni's standard deviation. In reality, there are many statistical measures that can use Marubeni historical prices to predict the future Marubeni's volatility.| Risk Adjusted Performance | 0.1065 | |||
| Jensen Alpha | 0.4484 | |||
| Total Risk Alpha | 0.2423 | |||
| Sortino Ratio | 0.1186 | |||
| Treynor Ratio | (1.64) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marubeni's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Marubeni February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1065 | |||
| Market Risk Adjusted Performance | (1.63) | |||
| Mean Deviation | 2.39 | |||
| Semi Deviation | 2.71 | |||
| Downside Deviation | 3.32 | |||
| Coefficient Of Variation | 743.43 | |||
| Standard Deviation | 3.32 | |||
| Variance | 11.04 | |||
| Information Ratio | 0.1186 | |||
| Jensen Alpha | 0.4484 | |||
| Total Risk Alpha | 0.2423 | |||
| Sortino Ratio | 0.1186 | |||
| Treynor Ratio | (1.64) | |||
| Maximum Drawdown | 17.93 | |||
| Value At Risk | (5.93) | |||
| Potential Upside | 5.39 | |||
| Downside Variance | 11.03 | |||
| Semi Variance | 7.34 | |||
| Expected Short fall | (2.48) | |||
| Skewness | 0.3575 | |||
| Kurtosis | 1.47 |
Marubeni Backtested Returns
Marubeni appears to be not too volatile, given 3 months investment horizon. Marubeni has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of risk over the last 3 months. By analyzing Marubeni's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please exercise Marubeni's Downside Deviation of 3.32, risk adjusted performance of 0.1065, and Mean Deviation of 2.39 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marubeni holds a performance score of 12. The company secures a Beta (Market Risk) of -0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marubeni are expected to decrease at a much lower rate. During the bear market, Marubeni is likely to outperform the market. Please check Marubeni's value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Marubeni's current price movements will revert.
Auto-correlation | 0.75 |
Good predictability
Marubeni has good predictability. Overlapping area represents the amount of predictability between Marubeni time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Marubeni price movement. The serial correlation of 0.75 indicates that around 75.0% of current Marubeni price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 5.36 |
Marubeni technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.
Marubeni Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Marubeni volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Marubeni Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Marubeni on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Marubeni based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Marubeni price pattern first instead of the macroeconomic environment surrounding Marubeni. By analyzing Marubeni's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Marubeni's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Marubeni specific price patterns or momentum indicators. Please read more on our technical analysis page.
Marubeni February 4, 2026 Technical Indicators
Most technical analysis of Marubeni help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Marubeni from various momentum indicators to cycle indicators. When you analyze Marubeni charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1065 | |||
| Market Risk Adjusted Performance | (1.63) | |||
| Mean Deviation | 2.39 | |||
| Semi Deviation | 2.71 | |||
| Downside Deviation | 3.32 | |||
| Coefficient Of Variation | 743.43 | |||
| Standard Deviation | 3.32 | |||
| Variance | 11.04 | |||
| Information Ratio | 0.1186 | |||
| Jensen Alpha | 0.4484 | |||
| Total Risk Alpha | 0.2423 | |||
| Sortino Ratio | 0.1186 | |||
| Treynor Ratio | (1.64) | |||
| Maximum Drawdown | 17.93 | |||
| Value At Risk | (5.93) | |||
| Potential Upside | 5.39 | |||
| Downside Variance | 11.03 | |||
| Semi Variance | 7.34 | |||
| Expected Short fall | (2.48) | |||
| Skewness | 0.3575 | |||
| Kurtosis | 1.47 |
Marubeni February 4, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Marubeni stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.05 | ||
| Day Median Price | 34.20 | ||
| Day Typical Price | 34.20 | ||
| Price Action Indicator | 0.82 |
Complementary Tools for Marubeni Pink Sheet analysis
When running Marubeni's price analysis, check to measure Marubeni's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Marubeni is operating at the current time. Most of Marubeni's value examination focuses on studying past and present price action to predict the probability of Marubeni's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marubeni's price. Additionally, you may evaluate how the addition of Marubeni to your portfolios can decrease your overall portfolio volatility.
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