FC Investment (UK) Market Value
| FCIT Stock | 1,106 20.00 1.84% |
| Symbol | FCIT |
FC Investment '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 FC Investment'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 FC Investment.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in FC Investment on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding FC Investment Trust or generate 0.0% return on investment in FC Investment over 90 days. FC Investment is related to or competes with Aurora Investment, Aberdeen Diversified, Cembra Money, Lindsell Train, Caledonia Investments, Commerzbank, and Edinburgh Investment. FC Investment is entity of United Kingdom More
FC Investment 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 FC Investment'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 FC Investment Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0693 | |||
| Maximum Drawdown | 4.74 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 1.39 |
FC Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FC Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FC Investment's standard deviation. In reality, there are many statistical measures that can use FC Investment historical prices to predict the future FC Investment's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | 0.0028 | |||
| Total Risk Alpha | 0.0825 | |||
| Treynor Ratio | (0.10) |
FC Investment Trust Backtested Returns
FC Investment Trust retains Efficiency (Sharpe Ratio) of -0.0268, which denotes the company had a -0.0268 % return per unit of price deviation over the last 3 months. FC Investment exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FC Investment's Standard Deviation of 0.9845, information ratio of 0.0693, and Market Risk Adjusted Performance of (0.09) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.4, which means possible diversification benefits within a given portfolio. As returns on the market increase, FC Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding FC Investment is expected to be smaller as well. At this point, FC Investment Trust has a negative expected return of -0.0268%. Please make sure to confirm FC Investment's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if FC Investment Trust performance from the past will be repeated sooner or later.
Auto-correlation | -0.82 |
Excellent reverse predictability
FC Investment Trust has excellent reverse predictability. Overlapping area represents the amount of predictability between FC Investment time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 FC Investment Trust price movement. The serial correlation of -0.82 indicates that around 82.0% of current FC Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1122.83 |
FC Investment Trust lagged returns against current returns
Autocorrelation, which is FC Investment 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 FC Investment's stock expected returns. We can calculate the autocorrelation of FC Investment returns to help us make a trade decision. For example, suppose you find that FC Investment 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 |
FC Investment 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 FC Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FC Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FC Investment stock over time.
Current vs Lagged Prices |
| Timeline |
FC Investment Lagged Returns
When evaluating FC Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FC Investment stock have on its future price. FC Investment 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, FC Investment autocorrelation shows the relationship between FC Investment stock current value and its past values and can show if there is a momentum factor associated with investing in FC Investment Trust.
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 FCIT Stock Analysis
When running FC Investment's price analysis, check to measure FC Investment'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 FC Investment is operating at the current time. Most of FC Investment's value examination focuses on studying past and present price action to predict the probability of FC Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FC Investment's price. Additionally, you may evaluate how the addition of FC Investment to your portfolios can decrease your overall portfolio volatility.