Mitsui OSK (Germany) Market Value
| MILA Stock | EUR 27.02 0.02 0.07% |
| Symbol | Mitsui |
Mitsui OSK '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 OSK'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 Mitsui OSK.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Mitsui OSK on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Mitsui OSK Lines or generate 0.0% return on investment in Mitsui OSK over 90 days. Mitsui OSK is related to or competes with COSCO SHIPPING, Nippon Yusen, Hapag Lloyd, Orient Overseas, COSCO SHIPPING, and Kawasaki Kisen. Lines, Ltd. provides ocean shipping services in Japan, North America, Europe, Asia, and internationally More
Mitsui OSK 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 OSK'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 Mitsui OSK Lines upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.86 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 3.86 |
Mitsui OSK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsui OSK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mitsui OSK's standard deviation. In reality, there are many statistical measures that can use Mitsui OSK historical prices to predict the future Mitsui OSK's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (0.58) |
Mitsui OSK Lines Backtested Returns
Mitsui OSK Lines has Sharpe Ratio of -0.057, which conveys that the firm had a -0.057 % return per unit of risk over the last 3 months. Mitsui OSK exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mitsui OSK's Standard Deviation of 2.38, mean deviation of 1.63, and Risk Adjusted Performance of (0.05) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mitsui OSK's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsui OSK is expected to be smaller as well. At this point, Mitsui OSK Lines has a negative expected return of -0.13%. Please make sure to verify Mitsui OSK's skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if Mitsui OSK Lines performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.06 |
Virtually no predictability
Mitsui OSK Lines has virtually no predictability. Overlapping area represents the amount of predictability between Mitsui OSK time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 OSK Lines price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Mitsui OSK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Mitsui OSK Lines lagged returns against current returns
Autocorrelation, which is Mitsui OSK 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 Mitsui OSK's stock expected returns. We can calculate the autocorrelation of Mitsui OSK returns to help us make a trade decision. For example, suppose you find that Mitsui OSK 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 |
Mitsui OSK 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 OSK stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mitsui OSK stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mitsui OSK stock over time.
Current vs Lagged Prices |
| Timeline |
Mitsui OSK Lagged Returns
When evaluating Mitsui OSK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mitsui OSK stock have on its future price. Mitsui OSK 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 OSK autocorrelation shows the relationship between Mitsui OSK stock current value and its past values and can show if there is a momentum factor associated with investing in Mitsui OSK Lines.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Mitsui Stock
Mitsui OSK financial ratios help investors to determine whether Mitsui Stock 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 OSK security.