Mitsui Co Stock Market Value
| MITSF Stock | USD 23.02 0.02 0.09% |
| Symbol | Mitsui |
Mitsui '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'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.
| 07/27/2025 |
| 08/26/2025 |
If you would invest 0.00 in Mitsui on July 27, 2025 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 over 30 days. Mitsui is related to or competes with ITOCHU, Sumitomo Corp, Marubeni Corp, Mitsubishi Corp, Itochu Corp, and Marubeni. Mitsui Co., Ltd. operates as a general trading company worldwide More
Mitsui 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'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 | 2.98 | |||
| Information Ratio | 0.0192 | |||
| Maximum Drawdown | 15.61 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 3.92 |
Mitsui Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui's standard deviation. In reality, there are many statistical measures that can use Mitsui historical prices to predict the future Mitsui's volatility.| Risk Adjusted Performance | 0.0574 | |||
| Jensen Alpha | 0.0304 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0149 | |||
| Treynor Ratio | 0.1386 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mitsui'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 Backtested Returns
At this point, Mitsui is not too volatile. Mitsui has Sharpe Ratio of 0.0786, which conveys that the firm had a 0.0786 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mitsui, which you can use to evaluate the volatility of the firm. Please verify Mitsui's Downside Deviation of 2.98, risk adjusted performance of 0.0574, and Mean Deviation of 1.52 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. Mitsui has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.12, which conveys a somewhat significant risk relative to the market. Mitsui returns are very sensitive to returns on the market. As the market goes up or down, Mitsui is expected to follow. Mitsui right now secures a risk of 2.34%. Please verify Mitsui Co potential upside, as well as the relationship between the kurtosis and price action indicator , to decide if Mitsui Co will be following its current price movements.
Auto-correlation | 0.91 |
Excellent predictability
Mitsui Co has excellent predictability. Overlapping area represents the amount of predictability between Mitsui time series from 27th of July 2025 to 11th of August 2025 and 11th of August 2025 to 26th of August 2025. 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 price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Mitsui price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Mitsui lagged returns against current returns
Autocorrelation, which is Mitsui 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's pink sheet expected returns. We can calculate the autocorrelation of Mitsui returns to help us make a trade decision. For example, suppose you find that Mitsui 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 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui 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 pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mitsui Lagged Returns
When evaluating Mitsui's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui pink sheet have on its future price. Mitsui 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 autocorrelation shows the relationship between Mitsui 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Mitsui Pink Sheet
Mitsui financial ratios help investors to determine whether Mitsui Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Mitsui with respect to the benefits of owning Mitsui security.