Fd Technologies Plc Stock Market Value
| FDRVF Stock | USD 24.35 0.00 0.00% |
| Symbol | FDRVF |
FD Technologies '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 FD Technologies' 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 FD Technologies.
| 02/16/2025 |
| 03/18/2025 |
If you would invest 0.00 in FD Technologies on February 16, 2025 and sell it all today you would earn a total of 0.00 from holding FD Technologies Plc or generate 0.0% return on investment in FD Technologies over 30 days. FD Technologies Plc provides software and consulting services in the United Kingdom and internationally More
FD Technologies 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 FD Technologies' 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 FD Technologies Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 9.0E-4 | |||
| Maximum Drawdown | 7.38 |
FD Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FD Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FD Technologies' standard deviation. In reality, there are many statistical measures that can use FD Technologies historical prices to predict the future FD Technologies' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 0.0081 | |||
| Treynor Ratio | (0.90) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FD Technologies' 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.
FD Technologies Plc Backtested Returns
At this point, FD Technologies is very steady. FD Technologies Plc retains Efficiency (Sharpe Ratio) of 0.13, which denotes the company had a 0.13 % return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for FD Technologies, which you can use to evaluate the volatility of the firm. Please confirm FD Technologies' Standard Deviation of 0.948, market risk adjusted performance of (0.89), and Information Ratio of 9.0E-4 to check if the risk estimate we provide is consistent with the expected return of 0.0328%. FD Technologies has a performance score of 9 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.0995, which means not very significant fluctuations relative to the market. As returns on the market increase, FD Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding FD Technologies is expected to be smaller as well. FD Technologies Plc today owns a risk of 0.26%. Please confirm FD Technologies Plc risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if FD Technologies Plc will be following its current price history.
Auto-correlation | 1.00 |
Perfect predictability
FD Technologies Plc has perfect predictability. Overlapping area represents the amount of predictability between FD Technologies time series from 16th of February 2025 to 3rd of March 2025 and 3rd of March 2025 to 18th 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 FD Technologies Plc price movement. The serial correlation of 1.0 indicates that 100.0% of current FD Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FD Technologies Plc lagged returns against current returns
Autocorrelation, which is FD Technologies 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 FD Technologies' pink sheet expected returns. We can calculate the autocorrelation of FD Technologies returns to help us make a trade decision. For example, suppose you find that FD Technologies 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 |
FD Technologies 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 FD Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FD Technologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FD Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FD Technologies Lagged Returns
When evaluating FD Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FD Technologies pink sheet have on its future price. FD Technologies 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, FD Technologies autocorrelation shows the relationship between FD Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FD Technologies Plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FDRVF Pink Sheet
FD Technologies financial ratios help investors to determine whether FDRVF 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 FDRVF with respect to the benefits of owning FD Technologies security.