Fastned BV (Netherlands) Market Value
| FAST Stock | EUR 20.60 0.40 1.98% |
| Symbol | Fastned |
Fastned BV '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 Fastned BV'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 Fastned BV.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in Fastned BV on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Fastned BV or generate 0.0% return on investment in Fastned BV over 30 days. Fastned BV is related to or competes with Alfen Beheer, BE Semiconductor, Just Eat, PostNL NV, and ASM International. Fastned B.V. constructs and operates charging stations for electric vehicles in the Netherlands, Germany, and internatio... More
Fastned BV 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 Fastned BV'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 Fastned BV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 13.9 | |||
| Value At Risk | (3.74) | |||
| Potential Upside | 3.31 |
Fastned BV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fastned BV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fastned BV's standard deviation. In reality, there are many statistical measures that can use Fastned BV historical prices to predict the future Fastned BV's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (144.27) |
Fastned BV Backtested Returns
Fastned BV secures Sharpe Ratio (or Efficiency) of -0.0704, which denotes the company had a -0.0704 % return per unit of risk over the last 3 months. Fastned BV exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fastned BV's Mean Deviation of 1.97, variance of 6.05, and Standard Deviation of 2.46 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0012, which means not very significant fluctuations relative to the market. As returns on the market increase, Fastned BV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fastned BV is expected to be smaller as well. At this point, Fastned BV has a negative expected return of -0.17%. Please make sure to confirm Fastned BV's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Fastned BV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.49 |
Modest reverse predictability
Fastned BV has modest reverse predictability. Overlapping area represents the amount of predictability between Fastned BV time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th 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 Fastned BV price movement. The serial correlation of -0.49 indicates that about 49.0% of current Fastned BV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.22 |
Fastned BV lagged returns against current returns
Autocorrelation, which is Fastned BV 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 Fastned BV's stock expected returns. We can calculate the autocorrelation of Fastned BV returns to help us make a trade decision. For example, suppose you find that Fastned BV 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 |
Fastned BV 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 Fastned BV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fastned BV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fastned BV stock over time.
Current vs Lagged Prices |
| Timeline |
Fastned BV Lagged Returns
When evaluating Fastned BV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fastned BV stock have on its future price. Fastned BV 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, Fastned BV autocorrelation shows the relationship between Fastned BV stock current value and its past values and can show if there is a momentum factor associated with investing in Fastned BV.
Regressed Prices |
| Timeline |
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Additional Tools for Fastned Stock Analysis
When running Fastned BV's price analysis, check to measure Fastned BV'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 Fastned BV is operating at the current time. Most of Fastned BV's value examination focuses on studying past and present price action to predict the probability of Fastned BV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fastned BV's price. Additionally, you may evaluate how the addition of Fastned BV to your portfolios can decrease your overall portfolio volatility.