Mitsui Fudosan's market value is the price at which a share of Mitsui Fudosan trades on a public exchange. It measures the collective expectations of Mitsui Fudosan Co investors about its performance. Mitsui Fudosan is trading at 32.30 as of the 19th of August 2025; that is 0.25% increase since the beginning of the trading day. The stock's open price was 32.22. With this module, you can estimate the performance of a buy and hold strategy of Mitsui Fudosan Co and determine expected loss or profit from investing in Mitsui Fudosan over a given investment horizon. Check out Mitsui Fudosan Correlation, Mitsui Fudosan Volatility and Mitsui Fudosan Alpha and Beta module to complement your research on Mitsui Fudosan.
Please note, there is a significant difference between Mitsui Fudosan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mitsui Fudosan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mitsui Fudosan'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.
Mitsui Fudosan '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 Fudosan'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 Fudosan.
0.00
05/21/2025
No Change 0.00
0.0
In 2 months and 31 days
08/19/2025
0.00
If you would invest 0.00 in Mitsui Fudosan on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding Mitsui Fudosan Co or generate 0.0% return on investment in Mitsui Fudosan over 90 days. Mitsui Fudosan is related to or competes with St Joe, Stratus Properties, Henderson Land, and New World. Mitsui Fudosan Co., Ltd. operates as a real estate company in Japan More
Mitsui Fudosan 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 Fudosan'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 Fudosan Co upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui Fudosan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui Fudosan's standard deviation. In reality, there are many statistical measures that can use Mitsui Fudosan historical prices to predict the future Mitsui Fudosan's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mitsui Fudosan. Your research has to be compared to or analyzed against Mitsui Fudosan's peers to derive any actionable benefits. When done correctly, Mitsui Fudosan'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 Mitsui Fudosan.
Mitsui Fudosan Backtested Returns
Mitsui Fudosan appears to be very steady, given 3 months investment horizon. Mitsui Fudosan 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 Mitsui Fudosan, which you can use to evaluate the volatility of the firm. Please exercise Mitsui Fudosan's Risk Adjusted Performance of 0.1042, downside deviation of 1.31, and Mean Deviation of 1.12 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mitsui Fudosan holds a performance score of 11. The company secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mitsui Fudosan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsui Fudosan is expected to be smaller as well. Please check Mitsui Fudosan's downside variance, as well as the relationship between the daily balance of power and relative strength index , to make a quick decision on whether Mitsui Fudosan's current price movements will revert.
Auto-correlation
0.54
Modest predictability
Mitsui Fudosan Co has modest predictability. Overlapping area represents the amount of predictability between Mitsui Fudosan time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th 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 Fudosan price movement. The serial correlation of 0.54 indicates that about 54.0% of current Mitsui Fudosan price fluctuation can be explain by its past prices.
Correlation Coefficient
0.54
Spearman Rank Test
0.21
Residual Average
0.0
Price Variance
3.7
Mitsui Fudosan lagged returns against current returns
Autocorrelation, which is Mitsui Fudosan 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 Fudosan's pink sheet expected returns. We can calculate the autocorrelation of Mitsui Fudosan returns to help us make a trade decision. For example, suppose you find that Mitsui Fudosan 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 Fudosan 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 Fudosan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui Fudosan 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 Fudosan pink sheet over time.
Current vs Lagged Prices
Timeline
Mitsui Fudosan Lagged Returns
When evaluating Mitsui Fudosan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui Fudosan pink sheet have on its future price. Mitsui Fudosan 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 Fudosan autocorrelation shows the relationship between Mitsui Fudosan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mitsui Fudosan Co.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Mitsui Fudosan's price analysis, check to measure Mitsui Fudosan'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 Fudosan is operating at the current time. Most of Mitsui Fudosan's value examination focuses on studying past and present price action to predict the probability of Mitsui Fudosan'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 Fudosan's price. Additionally, you may evaluate how the addition of Mitsui Fudosan to your portfolios can decrease your overall portfolio volatility.