Facc AG (Austria) Market Value
| FACC Stock | EUR 7.35 0.26 3.67% |
| Symbol | Facc |
Facc AG '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 Facc AG'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 Facc AG.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Facc AG on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Facc AG or generate 0.0% return on investment in Facc AG over 90 days. Facc AG is related to or competes with Voestalpine, Lenzing Aktiengesellscha, AT S, OMV Aktiengesellscha, and Raiffeisen Bank. More
Facc AG 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 Facc AG'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 Facc AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.1609 | |||
| Maximum Drawdown | 9.02 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 3.83 |
Facc AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Facc AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Facc AG's standard deviation. In reality, there are many statistical measures that can use Facc AG historical prices to predict the future Facc AG's volatility.| Risk Adjusted Performance | 0.1052 | |||
| Jensen Alpha | 0.2452 | |||
| Total Risk Alpha | 0.4966 | |||
| Sortino Ratio | 0.1563 | |||
| Treynor Ratio | 1.84 |
Facc AG Backtested Returns
Facc AG appears to be not too volatile, given 3 months investment horizon. Facc AG secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Facc AG, which you can use to evaluate the volatility of the firm. Please utilize Facc AG's Mean Deviation of 1.66, semi deviation of 1.9, and Downside Deviation of 2.18 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Facc AG holds a performance score of 12. The firm shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, Facc AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Facc AG is expected to be smaller as well. Please check Facc AG's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Facc AG's price patterns will revert.
Auto-correlation | -0.08 |
Very weak reverse predictability
Facc AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Facc AG time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Facc AG price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Facc AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Facc AG lagged returns against current returns
Autocorrelation, which is Facc AG 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 Facc AG's stock expected returns. We can calculate the autocorrelation of Facc AG returns to help us make a trade decision. For example, suppose you find that Facc AG 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 |
Facc AG 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 Facc AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Facc AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Facc AG stock over time.
Current vs Lagged Prices |
| Timeline |
Facc AG Lagged Returns
When evaluating Facc AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Facc AG stock have on its future price. Facc AG 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, Facc AG autocorrelation shows the relationship between Facc AG stock current value and its past values and can show if there is a momentum factor associated with investing in Facc AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Facc Stock
Facc AG financial ratios help investors to determine whether Facc 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 Facc with respect to the benefits of owning Facc AG security.