Fact Ii Acquisition Stock Market Value
| FACT Stock | USD 9.58 2.16 18.40% |
| Symbol | FACT |
FACT II Acquisition Price To Book Ratio
Is Asset Management & Custody Banks space 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 FACT II. If investors know FACT 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 FACT II listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of FACT II Acquisition is measured differently than its book value, which is the value of FACT that is recorded on the company's balance sheet. Investors also form their own opinion of FACT II's value that differs from its market value or its book value, called intrinsic value, which is FACT II'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 FACT II's market value can be influenced by many factors that don't directly affect FACT II'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 FACT II's value and its price as these two are different measures arrived at by different means. Investors typically determine if FACT II is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FACT II'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.
FACT II '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 FACT II'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 FACT II.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in FACT II on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding FACT II Acquisition or generate 0.0% return on investment in FACT II over 30 days. FACT II is related to or competes with Valuence Merger, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, 70082LAB3, and Sitka Gold. Freedom Acquisition I Corp. does not have significant operations More
FACT II 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 FACT II'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 FACT II Acquisition upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.49 | |||
| Information Ratio | 0.0454 | |||
| Maximum Drawdown | 104.73 | |||
| Value At Risk | (7.52) | |||
| Potential Upside | 2.04 |
FACT II Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FACT II's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FACT II's standard deviation. In reality, there are many statistical measures that can use FACT II historical prices to predict the future FACT II's volatility.| Risk Adjusted Performance | 0.0475 | |||
| Jensen Alpha | 0.6386 | |||
| Total Risk Alpha | 0.4484 | |||
| Sortino Ratio | 0.0625 | |||
| Treynor Ratio | 0.2794 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FACT II'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.
FACT II Acquisition Backtested Returns
Currently, FACT II Acquisition is unstable. FACT II Acquisition retains Efficiency (Sharpe Ratio) of 0.0144, which denotes the company had a 0.0144% return per unit of risk over the last 3 months. We have found thirty technical indicators for FACT II, which you can use to evaluate the volatility of the entity. Please confirm FACT II's Coefficient Of Variation of 2130.72, market risk adjusted performance of 0.2894, and Downside Deviation of 10.49 to check if the risk estimate we provide is consistent with the expected return of 0.16%. FACT II has a performance score of 1 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 2.39, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, FACT II will likely underperform. FACT II Acquisition at this moment owns a risk of 11.2%. Please confirm FACT II Acquisition standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if FACT II Acquisition will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
FACT II Acquisition has no correlation between past and present. Overlapping area represents the amount of predictability between FACT II time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th of January 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 FACT II Acquisition price movement. The serial correlation of 0.0 indicates that just 0.0% of current FACT II price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FACT II Acquisition lagged returns against current returns
Autocorrelation, which is FACT II 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 FACT II's stock expected returns. We can calculate the autocorrelation of FACT II returns to help us make a trade decision. For example, suppose you find that FACT II 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 |
FACT II 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 FACT II stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FACT II stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FACT II stock over time.
Current vs Lagged Prices |
| Timeline |
FACT II Lagged Returns
When evaluating FACT II's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FACT II stock have on its future price. FACT II 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, FACT II autocorrelation shows the relationship between FACT II stock current value and its past values and can show if there is a momentum factor associated with investing in FACT II Acquisition.
Regressed Prices |
| Timeline |
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Additional Tools for FACT Stock Analysis
When running FACT II's price analysis, check to measure FACT II'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 FACT II is operating at the current time. Most of FACT II's value examination focuses on studying past and present price action to predict the probability of FACT II's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FACT II's price. Additionally, you may evaluate how the addition of FACT II to your portfolios can decrease your overall portfolio volatility.