Faction Investment Group Stock Market Value
| FINV-P Stock | 0.05 0.00 0.00% |
| Symbol | Faction |
Faction 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 Faction 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 Faction Investment.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Faction Investment on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Faction Investment Group or generate 0.0% return on investment in Faction Investment over 90 days. Faction Investment is related to or competes with Reliq Health, Data Communications, Applied Materials,, and Neo Battery. Faction Investment is entity of Canada. It is traded as Stock on V exchange. More
Faction 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 Faction 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 Faction Investment Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1259 | |||
| Maximum Drawdown | 233.33 |
Faction Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Faction Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Faction Investment's standard deviation. In reality, there are many statistical measures that can use Faction Investment historical prices to predict the future Faction Investment's volatility.| Risk Adjusted Performance | 0.1178 | |||
| Jensen Alpha | 3.9 | |||
| Total Risk Alpha | 6.5 | |||
| Treynor Ratio | 0.8575 |
Faction Investment Backtested Returns
Faction Investment is out of control given 3 months investment horizon. Faction Investment secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of standard deviation over the last 3 months. We were able to interpolate sixteen different technical indicators, which can help you to evaluate if expected returns of 3.89% are justified by taking the suggested risk. Use Faction Investment Mean Deviation of 6.96, standard deviation of 28.72, and Coefficient Of Variation of 812.4 to evaluate company specific risk that cannot be diversified away. Faction Investment holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 4.11, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Faction Investment will likely underperform. Use Faction Investment standard deviation, information ratio, and the relationship between the coefficient of variation and variance , to analyze future returns on Faction Investment.
Auto-correlation | 0.00 |
No correlation between past and present
Faction Investment Group has no correlation between past and present. Overlapping area represents the amount of predictability between Faction Investment time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Faction Investment price movement. The serial correlation of 0.0 indicates that just 0.0% of current Faction Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Faction Investment lagged returns against current returns
Autocorrelation, which is Faction 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 Faction Investment's stock expected returns. We can calculate the autocorrelation of Faction Investment returns to help us make a trade decision. For example, suppose you find that Faction 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 |
Faction 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 Faction Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Faction Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Faction Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Faction Investment Lagged Returns
When evaluating Faction Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Faction Investment stock have on its future price. Faction 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, Faction Investment autocorrelation shows the relationship between Faction Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Faction Investment Group.
Regressed Prices |
| Timeline |
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Other Information on Investing in Faction Stock
Faction Investment financial ratios help investors to determine whether Faction Stock 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 Faction with respect to the benefits of owning Faction Investment security.