Fbec Worldwide Stock Market Value
| FBEC Stock | USD 0.0004 0.0004 50.00% |
| Symbol | Fbec |
Fbec Worldwide '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 Fbec Worldwide'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 Fbec Worldwide.
| 09/11/2024 |
| 12/10/2024 |
If you would invest 0.00 in Fbec Worldwide on September 11, 2024 and sell it all today you would earn a total of 0.00 from holding Fbec Worldwide or generate 0.0% return on investment in Fbec Worldwide over 90 days. Fbec Worldwide is related to or competes with National Beverage, Celsius Holdings, Monster Beverage, Coca Cola, Keurig Dr, Vita Coco, and PepsiCo. FBEC Worldwide, Inc. engages in the development, distribution, marketing, and sale of hemp based energy drinks More
Fbec Worldwide 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 Fbec Worldwide'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 Fbec Worldwide upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 65.55 | |||
| Information Ratio | 0.2385 | |||
| Maximum Drawdown | 888.89 | |||
| Value At Risk | (75.00) | |||
| Potential Upside | 300.0 |
Fbec Worldwide Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fbec Worldwide's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fbec Worldwide's standard deviation. In reality, there are many statistical measures that can use Fbec Worldwide historical prices to predict the future Fbec Worldwide's volatility.| Risk Adjusted Performance | 0.1828 | |||
| Jensen Alpha | 35.81 | |||
| Total Risk Alpha | 11.72 | |||
| Sortino Ratio | 0.5275 | |||
| Treynor Ratio | (3.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fbec Worldwide'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.
Fbec Worldwide Backtested Returns
Fbec Worldwide is out of control given 3 months investment horizon. Fbec Worldwide secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the company had a 0.25% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 36.62% are justified by taking the suggested risk. Use Fbec Worldwide Mean Deviation of 78.88, coefficient of variation of 417.85, and Downside Deviation of 65.55 to evaluate company specific risk that cannot be diversified away. Fbec Worldwide holds a performance score of 19 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -9.77, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Fbec Worldwide are expected to decrease by larger amounts. On the other hand, during market turmoil, Fbec Worldwide is expected to outperform it. Use Fbec Worldwide downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to analyze future returns on Fbec Worldwide.
Auto-correlation | 0.10 |
Insignificant predictability
Fbec Worldwide has insignificant predictability. Overlapping area represents the amount of predictability between Fbec Worldwide time series from 11th of September 2024 to 26th of October 2024 and 26th of October 2024 to 10th 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 Fbec Worldwide price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Fbec Worldwide price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fbec Worldwide lagged returns against current returns
Autocorrelation, which is Fbec Worldwide 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 Fbec Worldwide's pink sheet expected returns. We can calculate the autocorrelation of Fbec Worldwide returns to help us make a trade decision. For example, suppose you find that Fbec Worldwide 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 |
Fbec Worldwide 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 Fbec Worldwide pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fbec Worldwide pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fbec Worldwide pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fbec Worldwide Lagged Returns
When evaluating Fbec Worldwide's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fbec Worldwide pink sheet have on its future price. Fbec Worldwide 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, Fbec Worldwide autocorrelation shows the relationship between Fbec Worldwide pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fbec Worldwide.
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.Other Information on Investing in Fbec Pink Sheet
Fbec Worldwide financial ratios help investors to determine whether Fbec Pink Sheet 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 Fbec with respect to the benefits of owning Fbec Worldwide security.