Fanuc Stock Market Value
| FANUY Stock | USD 12.96 0.06 0.46% |
| Symbol | Fanuc |
Fanuc '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 Fanuc's pink sheet 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 Fanuc.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Fanuc on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Fanuc or generate 0.0% return on investment in Fanuc over 720 days. Fanuc is related to or competes with GE Aerospace, Eaton PLC, Parker Hannifin, Illinois Tool, and Emerson Electric. Fanuc Corporation provides factory automation products in Japan, the Americas, Europe, China, the rest of Asia, and inte... More
Fanuc 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 Fanuc's pink sheet 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 Fanuc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 8.65 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 2.89 |
Fanuc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fanuc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fanuc's standard deviation. In reality, there are many statistical measures that can use Fanuc historical prices to predict the future Fanuc's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fanuc'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.
Fanuc Backtested Returns
Fanuc secures Sharpe Ratio (or Efficiency) of -0.0682, which denotes the company had a -0.0682% return per unit of risk over the last 3 months. Fanuc exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fanuc's Variance of 3.34, mean deviation of 1.4, and Standard Deviation of 1.83 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.18, 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, Fanuc will likely underperform. At this point, Fanuc has a negative expected return of -0.12%. Please make sure to confirm Fanuc's information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if Fanuc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Fanuc has average predictability. Overlapping area represents the amount of predictability between Fanuc time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 Fanuc price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Fanuc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Fanuc lagged returns against current returns
Autocorrelation, which is Fanuc pink sheet'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 Fanuc's pink sheet expected returns. We can calculate the autocorrelation of Fanuc returns to help us make a trade decision. For example, suppose you find that Fanuc has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Fanuc 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 Fanuc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fanuc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fanuc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fanuc Lagged Returns
When evaluating Fanuc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fanuc pink sheet have on its future price. Fanuc 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, Fanuc autocorrelation shows the relationship between Fanuc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fanuc.
Regressed Prices |
| Timeline |
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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 Tools for Fanuc Pink Sheet Analysis
When running Fanuc's price analysis, check to measure Fanuc'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 Fanuc is operating at the current time. Most of Fanuc's value examination focuses on studying past and present price action to predict the probability of Fanuc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fanuc's price. Additionally, you may evaluate how the addition of Fanuc to your portfolios can decrease your overall portfolio volatility.