Mitsui Co Stock Market Value
| MITSF Stock | USD 47.44 1.64 3.58% |
| Symbol | Mitsui |
Mitsui Co '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 Co'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 Co.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Mitsui Co on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding Mitsui Co or generate 0.0% return on investment in Mitsui Co over 720 days. Mitsui Co is related to or competes with CK Hutchison, Alpine 4, Windrock Land, and 3M. Mitsui Co., Ltd. operates as a general trading company worldwide More
Mitsui Co 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 Co'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 Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | 0.0807 | |||
| Maximum Drawdown | 10.99 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 3.97 |
Mitsui Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui Co's standard deviation. In reality, there are many statistical measures that can use Mitsui Co historical prices to predict the future Mitsui Co's volatility.| Risk Adjusted Performance | 0.0799 | |||
| Jensen Alpha | 0.2536 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0858 | |||
| Treynor Ratio | 1.05 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mitsui Co'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.
Mitsui Co Backtested Returns
Mitsui Co appears to be very steady, given 3 months investment horizon. Mitsui Co has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mitsui Co, which you can use to evaluate the volatility of the firm. Please exercise Mitsui Co's Mean Deviation of 1.87, downside deviation of 2.27, and Risk Adjusted Performance of 0.0799 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitsui Co holds a performance score of 10. The company secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mitsui Co's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsui Co is expected to be smaller as well. Please check Mitsui Co's potential upside, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether Mitsui Co's current price movements will revert.
Auto-correlation | 0.48 |
Average predictability
Mitsui Co has average predictability. Overlapping area represents the amount of predictability between Mitsui Co time series from 4th of May 2022 to 29th of April 2023 and 29th of April 2023 to 23rd 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 Mitsui Co price movement. The serial correlation of 0.48 indicates that about 48.0% of current Mitsui Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 5.48 |
Mitsui Co lagged returns against current returns
Autocorrelation, which is Mitsui Co 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 Mitsui Co's pink sheet expected returns. We can calculate the autocorrelation of Mitsui Co returns to help us make a trade decision. For example, suppose you find that Mitsui Co 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 |
Mitsui Co 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 Mitsui Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsui Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mitsui Co Lagged Returns
When evaluating Mitsui Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui Co pink sheet have on its future price. Mitsui Co 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, Mitsui Co autocorrelation shows the relationship between Mitsui Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mitsui Co.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Mitsui Co in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Mitsui Co's short interest history, or implied volatility extrapolated from Mitsui Co options trading.
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Complementary Tools for Mitsui Pink Sheet analysis
When running Mitsui Co's price analysis, check to measure Mitsui Co'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 Co is operating at the current time. Most of Mitsui Co's value examination focuses on studying past and present price action to predict the probability of Mitsui Co'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 Co's price. Additionally, you may evaluate how the addition of Mitsui Co to your portfolios can decrease your overall portfolio volatility.
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Mitsui Co 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.