Fidelity National (Brazil) Market Value
| F1NI34 Stock | BRL 30.49 0.00 0.00% |
| Symbol | Fidelity |
Fidelity National '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 Fidelity National'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 Fidelity National.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Fidelity National on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Fidelity National Information or generate 0.0% return on investment in Fidelity National over 720 days. Fidelity National is related to or competes with Accenture Plc, Infosys, Cognizant Technology. Fidelity National Information Services, Inc More
Fidelity National 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 Fidelity National'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 Fidelity National Information upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | (0.0006) | |||
| Maximum Drawdown | 7.35 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 2.22 |
Fidelity National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity National's standard deviation. In reality, there are many statistical measures that can use Fidelity National historical prices to predict the future Fidelity National's volatility.| Risk Adjusted Performance | 0.0927 | |||
| Jensen Alpha | 0.1695 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.0005) | |||
| Treynor Ratio | (0.38) |
Fidelity National Backtested Returns
At this point, Fidelity National is very steady. Fidelity National secures Sharpe Ratio (or Efficiency) of 0.0765, which denotes the company had a 0.0765% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Fidelity National Information, which you can use to evaluate the volatility of the firm. Please confirm Fidelity National's Mean Deviation of 0.7318, downside deviation of 1.35, and Coefficient Of Variation of 856.68 to check if the risk estimate we provide is consistent with the expected return of 0.0889%. Fidelity National has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fidelity National are expected to decrease at a much lower rate. During the bear market, Fidelity National is likely to outperform the market. Fidelity National right now shows a risk of 1.16%. Please confirm Fidelity National downside deviation, information ratio, and the relationship between the semi deviation and variance , to decide if Fidelity National will be following its price patterns.
Auto-correlation | -0.7 |
Very good reverse predictability
Fidelity National Information has very good reverse predictability. Overlapping area represents the amount of predictability between Fidelity National time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Fidelity National price movement. The serial correlation of -0.7 indicates that around 70.0% of current Fidelity National price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 19.13 |
Fidelity National lagged returns against current returns
Autocorrelation, which is Fidelity National 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 Fidelity National's stock expected returns. We can calculate the autocorrelation of Fidelity National returns to help us make a trade decision. For example, suppose you find that Fidelity National 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 |
Fidelity National 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 Fidelity National stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelity National stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelity National stock over time.
Current vs Lagged Prices |
| Timeline |
Fidelity National Lagged Returns
When evaluating Fidelity National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelity National stock have on its future price. Fidelity National 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, Fidelity National autocorrelation shows the relationship between Fidelity National stock current value and its past values and can show if there is a momentum factor associated with investing in Fidelity National Information.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Fidelity Stock
When determining whether Fidelity National is a strong investment it is important to analyze Fidelity National's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Fidelity National's future performance. For an informed investment choice regarding Fidelity Stock, refer to the following important reports:Check out Fidelity National Correlation, Fidelity National Volatility and Fidelity National Alpha and Beta module to complement your research on Fidelity National. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Fidelity National 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.