Mitsubishi Ufj Financial Stock Market Value

MUFG Stock  USD 10.32  0.16  1.57%   
Mitsubishi UFJ's market value is the price at which a share of Mitsubishi UFJ stock trades on a public exchange. It measures the collective expectations of Mitsubishi UFJ Financial investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Mitsubishi UFJ Financial and determine expected loss or profit from investing in Mitsubishi UFJ over a given investment horizon.
Check out Mitsubishi UFJ Correlation, Mitsubishi UFJ Volatility and Mitsubishi UFJ Alpha and Beta module to complement your research on Mitsubishi UFJ.
Symbol

Mitsubishi UFJ Financial Price To Book Ratio

Is Mitsubishi UFJ's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Mitsubishi UFJ. If investors know Mitsubishi will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Mitsubishi UFJ listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth
2.395
Dividend Share
36.5
Earnings Share
1.16
Revenue Per Share
339.048
Quarterly Revenue Growth
0.006
The market value of Mitsubishi UFJ Financial is measured differently than its book value, which is the value of Mitsubishi that is recorded on the company's balance sheet. Investors also form their own opinion of Mitsubishi UFJ's value that differs from its market value or its book value, called intrinsic value, which is Mitsubishi UFJ's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Mitsubishi UFJ's market value can be influenced by many factors that don't directly affect Mitsubishi UFJ's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Mitsubishi UFJ's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mitsubishi UFJ is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mitsubishi UFJ's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Mitsubishi UFJ '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 Mitsubishi UFJ's stock 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 Mitsubishi UFJ.
0.00
01/24/2023
No Change 0.00  0.0 
In 1 year 1 month and 24 days
03/19/2024
0.00
If you would invest  0.00  in Mitsubishi UFJ on January 24, 2023 and sell it all today you would earn a total of 0.00 from holding Mitsubishi UFJ Financial or generate 0.0% return on investment in Mitsubishi UFJ over 420 days. Mitsubishi UFJ is related to or competes with Progressive Corp, Comfort Systems, JPMorgan Chase, JPMorgan Chase, Bank Of America, and Tat Techno. Mitsubishi UFJ Financial Group, Inc. operates as the bank holding company for MUFG Bank, Ltd More

Mitsubishi UFJ 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 Mitsubishi UFJ's stock 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 Mitsubishi UFJ Financial upside and downside potential and time the market with a certain degree of confidence.

Mitsubishi UFJ Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsubishi UFJ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsubishi UFJ's standard deviation. In reality, there are many statistical measures that can use Mitsubishi UFJ historical prices to predict the future Mitsubishi UFJ's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Mitsubishi UFJ'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. Please use the tools below to analyze the current value of Mitsubishi UFJ in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
8.8010.3111.82
Details
Intrinsic
Valuation
LowRealHigh
8.079.5811.09
Details
Naive
Forecast
LowNextHigh
8.379.8811.39
Details
3 Analysts
Consensus
LowTargetHigh
8.379.2010.21
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mitsubishi UFJ. Your research has to be compared to or analyzed against Mitsubishi UFJ's peers to derive any actionable benefits. When done correctly, Mitsubishi UFJ's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Mitsubishi UFJ Financial.

Mitsubishi UFJ Financial Backtested Returns

Mitsubishi UFJ appears to be not too volatile, given 3 months investment horizon. Mitsubishi UFJ Financial has Sharpe Ratio of 0.26, which conveys that the firm had 0.26% return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-nine technical indicators for Mitsubishi UFJ, which you can use to evaluate the future volatility of the firm. Please exercise Mitsubishi UFJ's Downside Deviation of 1.67, mean deviation of 1.13, and Risk Adjusted Performance of 0.1151 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitsubishi UFJ holds a performance score of 20. The company secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mitsubishi UFJ returns are expected to increase less than the market. However, during the bear market, the loss on holding Mitsubishi UFJ will be expected to be smaller as well. Our main philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. Please exercises Mitsubishi UFJ Financial expected short fall, and the relationship between the value at risk and daily balance of power to make a quick decision on whether Mitsubishi UFJ Financial current price movements will revert.

Auto-correlation

    
  0.67  

Good predictability

Mitsubishi UFJ Financial has good predictability. Overlapping area represents the amount of predictability between Mitsubishi UFJ time series from 24th of January 2023 to 22nd of August 2023 and 22nd of August 2023 to 19th of March 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 Mitsubishi UFJ Financial price movement. The serial correlation of 0.67 indicates that around 67.0% of current Mitsubishi UFJ price fluctuation can be explain by its past prices.
Correlation Coefficient0.67
Spearman Rank Test0.47
Residual Average0.0
Price Variance0.56

Mitsubishi UFJ Financial lagged returns against current returns

Autocorrelation, which is Mitsubishi UFJ stock'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 Mitsubishi UFJ's stock expected returns. We can calculate the autocorrelation of Mitsubishi UFJ returns to help us make a trade decision. For example, suppose you find that Mitsubishi UFJ stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Mitsubishi UFJ 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 Mitsubishi UFJ stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsubishi UFJ stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsubishi UFJ stock over time.
   Current vs Lagged Prices   
       Timeline  

Mitsubishi UFJ Lagged Returns

When evaluating Mitsubishi UFJ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsubishi UFJ stock have on its future price. Mitsubishi UFJ 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, Mitsubishi UFJ autocorrelation shows the relationship between Mitsubishi UFJ stock current value and its past values and can show if there is a momentum factor associated with investing in Mitsubishi UFJ Financial.
   Regressed Prices   
       Timeline  

Mitsubishi UFJ Investors Sentiment

The influence of Mitsubishi UFJ's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Mitsubishi. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Mitsubishi UFJ's public news can be used to forecast risks associated with an investment in Mitsubishi. The trend in average sentiment can be used to explain how an investor holding Mitsubishi can time the market purely based on public headlines and social activities around Mitsubishi UFJ Financial. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Mitsubishi UFJ's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Mitsubishi UFJ's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Mitsubishi UFJ's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Mitsubishi UFJ.
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 Mitsubishi UFJ 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, Mitsubishi UFJ's short interest history, or implied volatility extrapolated from Mitsubishi UFJ options trading.

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When determining whether Mitsubishi UFJ Financial is a strong investment it is important to analyze Mitsubishi UFJ's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Mitsubishi UFJ's future performance. For an informed investment choice regarding Mitsubishi Stock, refer to the following important reports:
Check out Mitsubishi UFJ Correlation, Mitsubishi UFJ Volatility and Mitsubishi UFJ Alpha and Beta module to complement your research on Mitsubishi UFJ.
Note that the Mitsubishi UFJ Financial information on this page should be used as a complementary analysis to other Mitsubishi UFJ's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for Mitsubishi Stock analysis

When running Mitsubishi UFJ's price analysis, check to measure Mitsubishi UFJ'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 Mitsubishi UFJ is operating at the current time. Most of Mitsubishi UFJ's value examination focuses on studying past and present price action to predict the probability of Mitsubishi UFJ's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitsubishi UFJ's price. Additionally, you may evaluate how the addition of Mitsubishi UFJ to your portfolios can decrease your overall portfolio volatility.
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Mitsubishi UFJ technical stock 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, stock market cycles, or different charting patterns.
A focus of Mitsubishi UFJ technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Mitsubishi UFJ trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...