FDH BANK (Malawi) Market Value
| FDHB Stock | 315.19 0.01 0% |
| Symbol | FDH |
FDH BANK '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 FDH BANK'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 FDH BANK.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in FDH BANK on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding FDH BANK PLC or generate 0.0% return on investment in FDH BANK over 90 days.
FDH BANK 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 FDH BANK'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 FDH BANK PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0215 | |||
| Information Ratio | 0.3594 | |||
| Maximum Drawdown | 15.01 | |||
| Value At Risk | (0.03) | |||
| Potential Upside | 11.82 |
FDH BANK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FDH BANK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FDH BANK's standard deviation. In reality, there are many statistical measures that can use FDH BANK historical prices to predict the future FDH BANK's volatility.| Risk Adjusted Performance | 0.2968 | |||
| Jensen Alpha | 1.27 | |||
| Total Risk Alpha | 1.65 | |||
| Sortino Ratio | 60.77 | |||
| Treynor Ratio | 1.84 |
FDH BANK PLC Backtested Returns
FDH BANK is very steady given 3 months investment horizon. FDH BANK PLC secures Sharpe Ratio (or Efficiency) of 0.35, which denotes the company had a 0.35 % return per unit of return volatility over the last 3 months. We are able to interpolate and collect twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.33% are justified by taking the suggested risk. Use FDH BANK coefficient of variation of 301.08, and Mean Deviation of 2.11 to evaluate company specific risk that cannot be diversified away. FDH BANK holds a performance score of 27 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.65, which means possible diversification benefits within a given portfolio. As returns on the market increase, FDH BANK's returns are expected to increase less than the market. However, during the bear market, the loss of holding FDH BANK is expected to be smaller as well. Use FDH BANK coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to analyze future returns on FDH BANK.
Auto-correlation | 0.15 |
Insignificant predictability
FDH BANK PLC has insignificant predictability. Overlapping area represents the amount of predictability between FDH BANK time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 FDH BANK PLC price movement. The serial correlation of 0.15 indicates that less than 15.0% of current FDH BANK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 410.45 |
FDH BANK PLC lagged returns against current returns
Autocorrelation, which is FDH BANK 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 FDH BANK's stock expected returns. We can calculate the autocorrelation of FDH BANK returns to help us make a trade decision. For example, suppose you find that FDH BANK 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 |
FDH BANK 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 FDH BANK stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FDH BANK stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FDH BANK stock over time.
Current vs Lagged Prices |
| Timeline |
FDH BANK Lagged Returns
When evaluating FDH BANK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FDH BANK stock have on its future price. FDH BANK 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, FDH BANK autocorrelation shows the relationship between FDH BANK stock current value and its past values and can show if there is a momentum factor associated with investing in FDH BANK PLC.
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.Additional Tools for FDH Stock Analysis
When running FDH BANK's price analysis, check to measure FDH BANK'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 FDH BANK is operating at the current time. Most of FDH BANK's value examination focuses on studying past and present price action to predict the probability of FDH BANK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FDH BANK's price. Additionally, you may evaluate how the addition of FDH BANK to your portfolios can decrease your overall portfolio volatility.