Futebol Clube (Portugal) Market Value
| FCP Stock | EUR 1.11 0.02 1.77% |
| Symbol | Futebol |
Futebol Clube '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 Futebol Clube'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 Futebol Clube.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Futebol Clube on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Futebol Clube do or generate 0.0% return on investment in Futebol Clube over 30 days. Futebol Clube is related to or competes with Benfica, Sporting Clube, AFC Ajax, CTT Correios, and Sporting Clube. More
Futebol Clube 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 Futebol Clube'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 Futebol Clube do upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 13.57 | |||
| Value At Risk | (4.96) | |||
| Potential Upside | 3.57 |
Futebol Clube Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Futebol Clube's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Futebol Clube's standard deviation. In reality, there are many statistical measures that can use Futebol Clube historical prices to predict the future Futebol Clube's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 1.2 |
Futebol Clube do Backtested Returns
Futebol Clube do secures Sharpe Ratio (or Efficiency) of -0.0368, which denotes the company had a -0.0368% return per unit of risk over the last 3 months. Futebol Clube do exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Futebol Clube's Standard Deviation of 2.42, variance of 5.87, and Mean Deviation of 1.39 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0824, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Futebol Clube are expected to decrease at a much lower rate. During the bear market, Futebol Clube is likely to outperform the market. At this point, Futebol Clube do has a negative expected return of -0.0891%. Please make sure to confirm Futebol Clube's daily balance of power, price action indicator, and the relationship between the skewness and day median price , to decide if Futebol Clube do performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Futebol Clube do has very weak reverse predictability. Overlapping area represents the amount of predictability between Futebol Clube time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Futebol Clube do price movement. The serial correlation of -0.03 indicates that only 3.0% of current Futebol Clube price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Futebol Clube do lagged returns against current returns
Autocorrelation, which is Futebol Clube 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 Futebol Clube's stock expected returns. We can calculate the autocorrelation of Futebol Clube returns to help us make a trade decision. For example, suppose you find that Futebol Clube 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 |
Futebol Clube 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 Futebol Clube stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Futebol Clube stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Futebol Clube stock over time.
Current vs Lagged Prices |
| Timeline |
Futebol Clube Lagged Returns
When evaluating Futebol Clube's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Futebol Clube stock have on its future price. Futebol Clube 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, Futebol Clube autocorrelation shows the relationship between Futebol Clube stock current value and its past values and can show if there is a momentum factor associated with investing in Futebol Clube do.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Futebol Stock Analysis
When running Futebol Clube's price analysis, check to measure Futebol Clube'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 Futebol Clube is operating at the current time. Most of Futebol Clube's value examination focuses on studying past and present price action to predict the probability of Futebol Clube's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Futebol Clube's price. Additionally, you may evaluate how the addition of Futebol Clube to your portfolios can decrease your overall portfolio volatility.