Mitsui Fudosan Co Stock Technical Analysis
| MTSFF Stock | USD 12.24 0.09 0.74% |
As of the 16th of February 2026, Mitsui Fudosan secures the Downside Deviation of 7.36, risk adjusted performance of 0.0752, and Mean Deviation of 1.28. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mitsui Fudosan, as well as the relationship between them. Please verify Mitsui Fudosan information ratio, value at risk, as well as the relationship between the Value At Risk and expected short fall to decide if Mitsui Fudosan Co is priced some-what accurately, providing market reflects its recent price of 12.24 per share. Given that Mitsui Fudosan has jensen alpha of 0.2322, we recommend you to check Mitsui Fudosan's last-minute market performance to make sure the company can sustain itself at a future point.
Mitsui Fudosan Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Mitsui, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MitsuiMitsui |
Mitsui Fudosan '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 Mitsui Fudosan'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 Mitsui Fudosan.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Mitsui Fudosan on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Mitsui Fudosan Co or generate 0.0% return on investment in Mitsui Fudosan over 90 days. Mitsui Fudosan is related to or competes with Mitsubishi Estate, Mitsubishi Estate, China Resources, Sumitomo Realty, Sumitomo Realty, Sun Hung, and Henderson Land. Mitsui Fudosan Co., Ltd. operates as a real estate company in Japan More
Mitsui Fudosan 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 Mitsui Fudosan'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 Mitsui Fudosan Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.36 | |||
| Information Ratio | 0.0604 | |||
| Maximum Drawdown | 24.0 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 5.45 |
Mitsui Fudosan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui Fudosan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui Fudosan's standard deviation. In reality, there are many statistical measures that can use Mitsui Fudosan historical prices to predict the future Mitsui Fudosan's volatility.| Risk Adjusted Performance | 0.0752 | |||
| Jensen Alpha | 0.2322 | |||
| Total Risk Alpha | 0.0192 | |||
| Sortino Ratio | 0.0241 | |||
| Treynor Ratio | 2.8 |
Mitsui Fudosan February 16, 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 | 0.0752 | |||
| Market Risk Adjusted Performance | 2.81 | |||
| Mean Deviation | 1.28 | |||
| Semi Deviation | 2.2 | |||
| Downside Deviation | 7.36 | |||
| Coefficient Of Variation | 1187.13 | |||
| Standard Deviation | 2.94 | |||
| Variance | 8.62 | |||
| Information Ratio | 0.0604 | |||
| Jensen Alpha | 0.2322 | |||
| Total Risk Alpha | 0.0192 | |||
| Sortino Ratio | 0.0241 | |||
| Treynor Ratio | 2.8 | |||
| Maximum Drawdown | 24.0 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 5.45 | |||
| Downside Variance | 54.16 | |||
| Semi Variance | 4.86 | |||
| Expected Short fall | (3.77) | |||
| Skewness | (0.95) | |||
| Kurtosis | 11.98 |
Mitsui Fudosan Backtested Returns
At this point, Mitsui Fudosan is not too volatile. Mitsui Fudosan has Sharpe Ratio of 0.0401, which conveys that the firm had a 0.0401 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mitsui Fudosan, which you can use to evaluate the volatility of the firm. Please verify Mitsui Fudosan's Mean Deviation of 1.28, risk adjusted performance of 0.0752, and Downside Deviation of 7.36 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Mitsui Fudosan has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0847, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mitsui Fudosan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsui Fudosan is expected to be smaller as well. Mitsui Fudosan right now secures a risk of 2.81%. Please verify Mitsui Fudosan Co expected short fall, and the relationship between the value at risk and rate of daily change , to decide if Mitsui Fudosan Co will be following its current price movements.
Auto-correlation | -0.01 |
Very weak reverse predictability
Mitsui Fudosan Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Mitsui Fudosan time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Mitsui Fudosan price movement. The serial correlation of -0.01 indicates that just 1.0% of current Mitsui Fudosan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Mitsui Fudosan 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.
Mitsui Fudosan Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 Mitsui Fudosan volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Mitsui Fudosan 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 Mitsui Fudosan Co 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 Mitsui Fudosan Co based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Mitsui Fudosan price pattern first instead of the macroeconomic environment surrounding Mitsui Fudosan. By analyzing Mitsui Fudosan'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 Mitsui Fudosan'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 Mitsui Fudosan specific price patterns or momentum indicators. Please read more on our technical analysis page.
Mitsui Fudosan February 16, 2026 Technical Indicators
Most technical analysis of Mitsui 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 Mitsui from various momentum indicators to cycle indicators. When you analyze Mitsui 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 | 0.0752 | |||
| Market Risk Adjusted Performance | 2.81 | |||
| Mean Deviation | 1.28 | |||
| Semi Deviation | 2.2 | |||
| Downside Deviation | 7.36 | |||
| Coefficient Of Variation | 1187.13 | |||
| Standard Deviation | 2.94 | |||
| Variance | 8.62 | |||
| Information Ratio | 0.0604 | |||
| Jensen Alpha | 0.2322 | |||
| Total Risk Alpha | 0.0192 | |||
| Sortino Ratio | 0.0241 | |||
| Treynor Ratio | 2.8 | |||
| Maximum Drawdown | 24.0 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 5.45 | |||
| Downside Variance | 54.16 | |||
| Semi Variance | 4.86 | |||
| Expected Short fall | (3.77) | |||
| Skewness | (0.95) | |||
| Kurtosis | 11.98 |
Mitsui Fudosan February 16, 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 Mitsui 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 | 1.01 | ||
| Day Median Price | 12.24 | ||
| Day Typical Price | 12.24 | ||
| Price Action Indicator | 0.04 |
Complementary Tools for Mitsui Pink Sheet analysis
When running Mitsui Fudosan's price analysis, check to measure Mitsui Fudosan'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 Mitsui Fudosan is operating at the current time. Most of Mitsui Fudosan's value examination focuses on studying past and present price action to predict the probability of Mitsui Fudosan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitsui Fudosan's price. Additionally, you may evaluate how the addition of Mitsui Fudosan to your portfolios can decrease your overall portfolio volatility.
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