Mitsubishi Materials (Germany) Performance
| MUJ Stock | EUR 15.00 0.10 0.67% |
The company secures a Beta (Market Risk) of 0.6, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mitsubishi Materials' returns are expected to increase less than the market. However, during the bear market, the loss of holding Mitsubishi Materials is expected to be smaller as well. At this point, Mitsubishi Materials has a negative expected return of -0.0816%. Please make sure to verify Mitsubishi Materials' maximum drawdown, skewness, daily balance of power, as well as the relationship between the potential upside and kurtosis , to decide if Mitsubishi Materials performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Mitsubishi Materials has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound forward-looking indicators, Mitsubishi Materials is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 147.5 B | |
| Free Cash Flow | -71.3 B |
Mitsubishi |
Mitsubishi Materials Relative Risk vs. Return Landscape
If you would invest 1,590 in Mitsubishi Materials on August 31, 2024 and sell it today you would lose (90.00) from holding Mitsubishi Materials or give up 5.66% of portfolio value over 90 days. Mitsubishi Materials is producing return of less than zero assuming 1.3795% volatility of returns over the 90 days investment horizon. Simply put, 12% of all stocks have less volatile historical return distribution than Mitsubishi Materials, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Mitsubishi Materials Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mitsubishi Materials' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mitsubishi Materials, and traders can use it to determine the average amount a Mitsubishi Materials' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0592
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| Negative Returns | MUJ |
Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Mitsubishi Materials is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Mitsubishi Materials by adding Mitsubishi Materials to a well-diversified portfolio.
Mitsubishi Materials Fundamentals Growth
Mitsubishi Stock prices reflect investors' perceptions of the future prospects and financial health of Mitsubishi Materials, and Mitsubishi Materials fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Mitsubishi Stock performance.
| Current Valuation | 5.03 B | |||
| Price To Book | 0.47 X | |||
| Price To Sales | 0.16 X | |||
| Revenue | 1.81 T | |||
| EBITDA | 150.2 B | |||
| Total Debt | 397.4 B | |||
| Cash Flow From Operations | 6.89 B | |||
| Total Asset | 2.13 T | |||
About Mitsubishi Materials Performance
By analyzing Mitsubishi Materials' fundamental ratios, stakeholders can gain valuable insights into Mitsubishi Materials' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Mitsubishi Materials has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Mitsubishi Materials has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Mitsubishi Materials performance evaluation
Checking the ongoing alerts about Mitsubishi Materials for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mitsubishi Materials help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Mitsubishi Materials generated a negative expected return over the last 90 days |
- Analyzing Mitsubishi Materials' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Mitsubishi Materials' stock is overvalued or undervalued compared to its peers.
- Examining Mitsubishi Materials' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Mitsubishi Materials' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mitsubishi Materials' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Mitsubishi Materials' stock. These opinions can provide insight into Mitsubishi Materials' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Mitsubishi Stock analysis
When running Mitsubishi Materials' price analysis, check to measure Mitsubishi Materials' 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 Mitsubishi Materials is operating at the current time. Most of Mitsubishi Materials' value examination focuses on studying past and present price action to predict the probability of Mitsubishi Materials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mitsubishi Materials' price. Additionally, you may evaluate how the addition of Mitsubishi Materials to your portfolios can decrease your overall portfolio volatility.
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