Mitsubishi Ufj Financial Stock Market Value
| MUFG Stock | USD 9.95 0.01 0.10% |
| Symbol | Mitsubishi |
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 1.11 | 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.
| 04/22/2023 |
| 04/16/2024 |
If you would invest 0.00 in Mitsubishi UFJ on April 22, 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 360 days. Mitsubishi UFJ is related to or competes with Sumitomo Mitsui, Mizuho Financial, Nomura Holdings, Natwest Group, and Banco Santander. 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.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0992 | |||
| Maximum Drawdown | 9.77 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.08 |
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.| Risk Adjusted Performance | 0.0949 | |||
| Jensen Alpha | 0.1794 | |||
| Total Risk Alpha | 0.0747 | |||
| Sortino Ratio | 0.0969 | |||
| Treynor Ratio | 0.5886 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that 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.
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 0.15, which conveys that the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mitsubishi UFJ, which you can use to evaluate the volatility of the firm. Please exercise Mitsubishi UFJ's Downside Deviation of 1.49, risk adjusted performance of 0.0949, and Mean Deviation of 1.09 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 11. The company secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mitsubishi UFJ's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsubishi UFJ is expected to be smaller as well. Please check Mitsubishi UFJ's 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's current price movements will revert.
Auto-correlation | 0.88 |
Very good predictability
Mitsubishi UFJ Financial has very good predictability. Overlapping area represents the amount of predictability between Mitsubishi UFJ time series from 22nd of April 2023 to 19th of October 2023 and 19th of October 2023 to 16th 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 Mitsubishi UFJ Financial price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Mitsubishi UFJ price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
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 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 price 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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Try AI Portfolio ArchitectCheck 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 Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
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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.