Mitsubishi Heavy Related Correlations
MHVYF Stock | USD 8.81 0.32 3.50% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Mitsubishi Pink Sheet performing well and Mitsubishi Heavy Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Mitsubishi Heavy's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
KWHIY | 2.25 | 0.52 | 0.19 | 0.56 | 2.32 | 5.11 | 12.81 | |||
MIELY | 1.31 | 0.10 | 0.03 | 0.36 | 1.56 | 2.54 | 7.52 | |||
MSBHF | 1.47 | 0.42 | 0.19 | (0.65) | 1.25 | 3.61 | 12.18 | |||
MARUY | 1.34 | (0.06) | 0.00 | (0.06) | 0.00 | 2.34 | 6.82 | |||
SSUMY | 1.03 | 0.05 | 0.02 | 0.13 | 1.19 | 2.13 | 6.13 |