FOUR CORNERS (Germany) Market Value
| 4Z1 Stock | EUR 25.40 0.20 0.79% |
| Symbol | FOUR |
FOUR CORNERS '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 FOUR CORNERS'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 FOUR CORNERS.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in FOUR CORNERS on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding FOUR NERS PROPERTY or generate 0.0% return on investment in FOUR CORNERS over 90 days. FOUR CORNERS is related to or competes with PennyMac Mortgage, New Residential, GRUPO CARSO-A1, GEELY AUTOMOBILE, DIVERSIFIED ROYALTY, Japan Asia, and Carsales. FCPT, headquartered in Mill Valley, CA, is a real estate investment trust primarily engaged in the acquisition and leasi... More
FOUR CORNERS 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 FOUR CORNERS'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 FOUR NERS PROPERTY upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0399 | |||
| Maximum Drawdown | 6.88 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 1.58 |
FOUR CORNERS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FOUR CORNERS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FOUR CORNERS's standard deviation. In reality, there are many statistical measures that can use FOUR CORNERS historical prices to predict the future FOUR CORNERS's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.1161 | |||
| Treynor Ratio | 0.5584 |
FOUR NERS PROPERTY Backtested Returns
FOUR NERS PROPERTY secures Sharpe Ratio (or Efficiency) of -0.0327, which denotes the company had a -0.0327 % return per unit of volatility over the last 3 months. FOUR NERS PROPERTY exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FOUR CORNERS's Market Risk Adjusted Performance of 0.5684, mean deviation of 1.07, and Standard Deviation of 1.36 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0978, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FOUR CORNERS are expected to decrease at a much lower rate. During the bear market, FOUR CORNERS is likely to outperform the market. At this point, FOUR NERS PROPERTY has a negative expected return of -0.0446%. Please make sure to confirm FOUR CORNERS's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if FOUR NERS PROPERTY performance from the past will be repeated at future time.
Auto-correlation | 0.42 |
Average predictability
FOUR NERS PROPERTY has average predictability. Overlapping area represents the amount of predictability between FOUR CORNERS time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 FOUR NERS PROPERTY price movement. The serial correlation of 0.42 indicates that just about 42.0% of current FOUR CORNERS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
FOUR NERS PROPERTY lagged returns against current returns
Autocorrelation, which is FOUR CORNERS 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 FOUR CORNERS's stock expected returns. We can calculate the autocorrelation of FOUR CORNERS returns to help us make a trade decision. For example, suppose you find that FOUR CORNERS 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 |
FOUR CORNERS 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 FOUR CORNERS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FOUR CORNERS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FOUR CORNERS stock over time.
Current vs Lagged Prices |
| Timeline |
FOUR CORNERS Lagged Returns
When evaluating FOUR CORNERS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FOUR CORNERS stock have on its future price. FOUR CORNERS 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, FOUR CORNERS autocorrelation shows the relationship between FOUR CORNERS stock current value and its past values and can show if there is a momentum factor associated with investing in FOUR NERS PROPERTY.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FOUR Stock
FOUR CORNERS financial ratios help investors to determine whether FOUR 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 FOUR with respect to the benefits of owning FOUR CORNERS security.