Marubeni (Germany) Market Value
| MARA Stock | EUR 14.27 0.06 0.42% |
| Symbol | Marubeni |
Marubeni '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 Marubeni'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 Marubeni.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Marubeni on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Marubeni or generate 0.0% return on investment in Marubeni over 30 days. Marubeni is related to or competes with ITOCHU, Sumitomo, Superior Plus, SIVERS SEMICONDUCTORS, NorAm Drilling, and Norsk Hydro. Marubeni Corporation engages in various business activities worldwide More
Marubeni 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 Marubeni'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 Marubeni upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.19 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 3.32 |
Marubeni Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marubeni's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marubeni's standard deviation. In reality, there are many statistical measures that can use Marubeni historical prices to predict the future Marubeni's volatility.| Risk Adjusted Performance | 0.0098 | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.0007) |
Marubeni Backtested Returns
Marubeni has Sharpe Ratio of -0.0024, which conveys that the firm had a -0.0024% return per unit of risk over the last 3 months. Marubeni exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marubeni's Mean Deviation of 1.48, risk adjusted performance of 0.0098, and Downside Deviation of 1.96 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.85, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Marubeni's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marubeni is expected to be smaller as well. At this point, Marubeni has a negative expected return of -0.0044%. Please make sure to verify Marubeni's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Marubeni performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Marubeni has very weak reverse predictability. Overlapping area represents the amount of predictability between Marubeni time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Marubeni price movement. The serial correlation of -0.02 indicates that only 2.0% of current Marubeni price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Marubeni lagged returns against current returns
Autocorrelation, which is Marubeni 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 Marubeni's stock expected returns. We can calculate the autocorrelation of Marubeni returns to help us make a trade decision. For example, suppose you find that Marubeni 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 |
Marubeni 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 Marubeni stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marubeni stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marubeni stock over time.
Current vs Lagged Prices |
| Timeline |
Marubeni Lagged Returns
When evaluating Marubeni's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marubeni stock have on its future price. Marubeni 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, Marubeni autocorrelation shows the relationship between Marubeni stock current value and its past values and can show if there is a momentum factor associated with investing in Marubeni.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Marubeni Stock
Marubeni financial ratios help investors to determine whether Marubeni 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 Marubeni with respect to the benefits of owning Marubeni security.