Focus Home (Germany) Market Value
| 0HF Stock | EUR 17.88 0.12 0.67% |
| Symbol | Focus |
Focus Home '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 Focus Home'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 Focus Home.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Focus Home on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Focus Home Interactive or generate 0.0% return on investment in Focus Home over 60 days. Focus Home is related to or competes with Enter Air, RYANAIR HLDGS, AIR CHINA, Jacquet Metal, Zijin Mining, and ADRIATIC METALS. Focus Home Interactive Socit Anonyme publishes and distributes games worldwide More
Focus Home 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 Focus Home'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 Focus Home Interactive upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.99 | |||
| Value At Risk | (4.98) | |||
| Potential Upside | 5.74 |
Focus Home Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Focus Home's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Focus Home's standard deviation. In reality, there are many statistical measures that can use Focus Home historical prices to predict the future Focus Home's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.0031 | |||
| Treynor Ratio | (0.24) |
Focus Home Interactive Backtested Returns
Focus Home Interactive secures Sharpe Ratio (or Efficiency) of -0.0268, which denotes the company had a -0.0268 % return per unit of standard deviation over the last 3 months. Focus Home Interactive exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Focus Home's Standard Deviation of 2.99, coefficient of variation of (3,728), and Mean Deviation of 1.9 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, Focus Home's returns are expected to increase less than the market. However, during the bear market, the loss of holding Focus Home is expected to be smaller as well. At this point, Focus Home Interactive has a negative expected return of -0.0803%. Please make sure to confirm Focus Home's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Focus Home Interactive performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.44 |
Average predictability
Focus Home Interactive has average predictability. Overlapping area represents the amount of predictability between Focus Home time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd of March 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 Focus Home Interactive price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Focus Home price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Focus Home Interactive lagged returns against current returns
Autocorrelation, which is Focus Home 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 Focus Home's stock expected returns. We can calculate the autocorrelation of Focus Home returns to help us make a trade decision. For example, suppose you find that Focus Home 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 |
Focus Home 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 Focus Home stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Focus Home stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Focus Home stock over time.
Current vs Lagged Prices |
| Timeline |
Focus Home Lagged Returns
When evaluating Focus Home's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Focus Home stock have on its future price. Focus Home 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, Focus Home autocorrelation shows the relationship between Focus Home stock current value and its past values and can show if there is a momentum factor associated with investing in Focus Home Interactive.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Focus Stock
Focus Home financial ratios help investors to determine whether Focus 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 Focus with respect to the benefits of owning Focus Home security.