FibroGen (Mexico) Market Value
| FGEN Stock | MXN 8.98 0.72 8.72% |
| Symbol | FibroGen |
FibroGen '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 FibroGen'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 FibroGen.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in FibroGen on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding FibroGen or generate 0.0% return on investment in FibroGen over 90 days. FibroGen is related to or competes with CVS Health, McEwen Mining, Southern Copper, Monster Beverage, Southwest Airlines, and Hoteles City. FibroGen, Inc., a biopharmaceutical company, discovers, develops, and commercializes therapeutics to treat serious unmet... More
FibroGen 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 FibroGen'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 FibroGen upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.58 | |||
| Information Ratio | 0.0724 | |||
| Maximum Drawdown | 66.35 | |||
| Value At Risk | (10.45) | |||
| Potential Upside | 13.89 |
FibroGen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FibroGen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FibroGen's standard deviation. In reality, there are many statistical measures that can use FibroGen historical prices to predict the future FibroGen's volatility.| Risk Adjusted Performance | 0.0622 | |||
| Jensen Alpha | 0.6262 | |||
| Total Risk Alpha | 1.62 | |||
| Sortino Ratio | 0.06 | |||
| Treynor Ratio | 0.5737 |
FibroGen Backtested Returns
FibroGen appears to be unstable, given 3 months investment horizon. FibroGen secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of standard deviation over the last 3 months. By reviewing FibroGen's technical indicators, you can evaluate if the expected return of 0.94% is justified by implied risk. Please utilize FibroGen's Semi Deviation of 6.87, downside deviation of 10.58, and Mean Deviation of 5.0 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FibroGen holds a performance score of 8. The firm shows a Beta (market volatility) of 0.92, which means possible diversification benefits within a given portfolio. FibroGen returns are very sensitive to returns on the market. As the market goes up or down, FibroGen is expected to follow. Please check FibroGen's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether FibroGen's price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
FibroGen has below average predictability. Overlapping area represents the amount of predictability between FibroGen time series from 18th of December 2024 to 1st of February 2025 and 1st of February 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 FibroGen price movement. The serial correlation of 0.36 indicates that just about 36.0% of current FibroGen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 5.52 |
FibroGen lagged returns against current returns
Autocorrelation, which is FibroGen 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 FibroGen's stock expected returns. We can calculate the autocorrelation of FibroGen returns to help us make a trade decision. For example, suppose you find that FibroGen 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 |
FibroGen 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 FibroGen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FibroGen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FibroGen stock over time.
Current vs Lagged Prices |
| Timeline |
FibroGen Lagged Returns
When evaluating FibroGen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FibroGen stock have on its future price. FibroGen 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, FibroGen autocorrelation shows the relationship between FibroGen stock current value and its past values and can show if there is a momentum factor associated with investing in FibroGen.
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 FibroGen Stock Analysis
When running FibroGen's price analysis, check to measure FibroGen'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 FibroGen is operating at the current time. Most of FibroGen's value examination focuses on studying past and present price action to predict the probability of FibroGen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FibroGen's price. Additionally, you may evaluate how the addition of FibroGen to your portfolios can decrease your overall portfolio volatility.