Mizuho Financial Group Stock Market Value
| MZHOF Stock | USD 19.56 0.00 0.00% |
| Symbol | Mizuho |
Mizuho Financial '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 Mizuho Financial'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 Mizuho Financial.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Mizuho Financial on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Mizuho Financial Group or generate 0.0% return on investment in Mizuho Financial over 30 days. Mizuho Financial is related to or competes with Banco De, Banco Santander, CrossFirst Bankshares, Banco Bradesco, CF Bankshares, Brookline Bancorp, and Heritage Commerce. Mizuho Financial Group, Inc., together with its subsidiaries, engages in banking, trust, securities, and other businesse... More
Mizuho Financial 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 Mizuho Financial'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 Mizuho Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0648 | |||
| Maximum Drawdown | 18.64 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 2.24 |
Mizuho Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mizuho Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mizuho Financial's standard deviation. In reality, there are many statistical measures that can use Mizuho Financial historical prices to predict the future Mizuho Financial's volatility.| Risk Adjusted Performance | 0.065 | |||
| Jensen Alpha | 0.1759 | |||
| Total Risk Alpha | 0.0306 | |||
| Treynor Ratio | 13.27 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mizuho Financial'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.
Mizuho Financial Backtested Returns
Mizuho Financial appears to be very steady, given 3 months investment horizon. Mizuho Financial 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. We have found nineteen technical indicators for Mizuho Financial, which you can use to evaluate the volatility of the firm. Please exercise Mizuho Financial's Mean Deviation of 0.7578, risk adjusted performance of 0.065, and Standard Deviation of 2.02 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mizuho Financial holds a performance score of 11. The company secures a Beta (Market Risk) of 0.0133, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mizuho Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mizuho Financial is expected to be smaller as well. Please check Mizuho Financial's total risk alpha, and the relationship between the standard deviation and kurtosis , to make a quick decision on whether Mizuho Financial's current price movements will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Mizuho Financial Group has weak reverse predictability. Overlapping area represents the amount of predictability between Mizuho Financial time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mizuho Financial price movement. The serial correlation of -0.24 indicates that over 24.0% of current Mizuho Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mizuho Financial lagged returns against current returns
Autocorrelation, which is Mizuho Financial pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Mizuho Financial's pink sheet expected returns. We can calculate the autocorrelation of Mizuho Financial returns to help us make a trade decision. For example, suppose you find that Mizuho Financial has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Mizuho Financial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Mizuho Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mizuho Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mizuho Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mizuho Financial Lagged Returns
When evaluating Mizuho Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mizuho Financial pink sheet have on its future price. Mizuho Financial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Mizuho Financial autocorrelation shows the relationship between Mizuho Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mizuho Financial Group.
Regressed Prices |
| Timeline |
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Complementary Tools for Mizuho Pink Sheet analysis
When running Mizuho Financial's price analysis, check to measure Mizuho Financial'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 Mizuho Financial is operating at the current time. Most of Mizuho Financial's value examination focuses on studying past and present price action to predict the probability of Mizuho Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mizuho Financial's price. Additionally, you may evaluate how the addition of Mizuho Financial to your portfolios can decrease your overall portfolio volatility.
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Mizuho Financial 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.