Mizuho Financial Group Stock Market Value
| MFG Stock | USD 3.85 0.04 1.03% |
| Symbol | Mizuho |
Mizuho Financial Price To Book Ratio
Is Mizuho Financial's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Mizuho Financial. If investors know Mizuho will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Mizuho Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.082 | Dividend Share 92.5 | Earnings Share 0.33 | Revenue Per Share 229.8778 | Quarterly Revenue Growth 0.036 |
The market value of Mizuho Financial is measured differently than its book value, which is the value of Mizuho that is recorded on the company's balance sheet. Investors also form their own opinion of Mizuho Financial's value that differs from its market value or its book value, called intrinsic value, which is Mizuho Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Mizuho Financial's market value can be influenced by many factors that don't directly affect Mizuho Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Mizuho Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mizuho Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mizuho Financial'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.
Mizuho Financial '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 Mizuho Financial'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 Mizuho Financial.
| 03/27/2024 |
| 04/26/2024 |
If you would invest 0.00 in Mizuho Financial on March 27, 2024 and sell it all today you would earn a total of 0.00 from holding Mizuho Financial Group or generate 0.0% return on investment in Mizuho Financial over 30 days. Mizuho Financial is related to or competes with Banco Santander, Itau Unibanco, Banco De, Banco Bradesco, KeyCorp, Finward Bancorp, and Community West. Mizuho Financial Group, Inc., together with its subsidiaries, engages in banking, trust, securities, and other businesse... More
Mizuho Financial 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 Mizuho Financial'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 Mizuho Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.78 | |||
| Information Ratio | 0.0482 | |||
| Maximum Drawdown | 9.55 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 2.59 |
Mizuho Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mizuho Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mizuho Financial's standard deviation. In reality, there are many statistical measures that can use Mizuho Financial historical prices to predict the future Mizuho Financial's volatility.| Risk Adjusted Performance | 0.0671 | |||
| Jensen Alpha | 0.1386 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0461 | |||
| Treynor Ratio | 0.6663 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mizuho Financial'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.
Mizuho Financial Backtested Returns
We consider Mizuho Financial somewhat reliable. Mizuho Financial has Sharpe Ratio of 0.0753, which conveys that the firm had a 0.0753% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mizuho Financial, which you can use to evaluate the volatility of the firm. Please verify Mizuho Financial's Risk Adjusted Performance of 0.0671, downside deviation of 1.78, and Mean Deviation of 1.28 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Mizuho Financial has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mizuho Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mizuho Financial is expected to be smaller as well. Mizuho Financial right now secures a risk of 1.63%. Please verify Mizuho Financial Group kurtosis, and the relationship between the downside variance and day median price , to decide if Mizuho Financial Group will be following its current price movements.
Auto-correlation | 0.29 |
Poor predictability
Mizuho Financial Group has poor predictability. Overlapping area represents the amount of predictability between Mizuho Financial time series from 27th of March 2024 to 11th of April 2024 and 11th of April 2024 to 26th of April 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 Mizuho Financial price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Mizuho Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mizuho Financial lagged returns against current returns
Autocorrelation, which is Mizuho Financial 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 Mizuho Financial's stock expected returns. We can calculate the autocorrelation of Mizuho Financial returns to help us make a trade decision. For example, suppose you find that Mizuho Financial 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 |
Mizuho Financial 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 Mizuho Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mizuho Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mizuho Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Mizuho Financial Lagged Returns
When evaluating Mizuho Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mizuho Financial stock have on its future price. Mizuho Financial 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, Mizuho Financial autocorrelation shows the relationship between Mizuho Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Mizuho Financial Group.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Mizuho Financial Correlation, Mizuho Financial Volatility and Mizuho Financial Alpha and Beta module to complement your research on Mizuho Financial. Note that the Mizuho Financial information on this page should be used as a complementary analysis to other Mizuho Financial's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Mizuho Stock analysis
When running Mizuho Financial's price analysis, check to measure Mizuho Financial'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 Mizuho Financial is operating at the current time. Most of Mizuho Financial's value examination focuses on studying past and present price action to predict the probability of Mizuho Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mizuho Financial's price. Additionally, you may evaluate how the addition of Mizuho Financial to your portfolios can decrease your overall portfolio volatility.
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Mizuho Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.