FF Germany (Germany) Market Value
| FJ2L Fund | EUR 73.55 0.52 0.71% |
| Symbol | FJ2L |
Please note, there is a significant difference between FF Germany's value and its price as these two are different measures arrived at by different means. Investors typically determine if FF Germany is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FF Germany's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
FF Germany '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 FF Germany's fund 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 FF Germany.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in FF Germany on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding FF Germany or generate 0.0% return on investment in FF Germany over 30 days. FF Germany is related to or competes with R Co, IE00B0H4TS55, Impact ISR, and Amundi Label. More
FF Germany 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 FF Germany's fund 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 FF Germany upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6844 | |||
| Information Ratio | 0.1201 | |||
| Maximum Drawdown | 3.05 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.16 |
FF Germany Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FF Germany's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FF Germany's standard deviation. In reality, there are many statistical measures that can use FF Germany historical prices to predict the future FF Germany's volatility.| Risk Adjusted Performance | 0.1061 | |||
| Jensen Alpha | 0.087 | |||
| Total Risk Alpha | 0.0876 | |||
| Sortino Ratio | 0.128 | |||
| Treynor Ratio | (1.09) |
FF Germany Backtested Returns
At this point, FF Germany is very steady. FF Germany retains Efficiency (Sharpe Ratio) of 0.14, which denotes the fund had a 0.14% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for FF Germany, which you can use to evaluate the volatility of the entity. Please confirm FF Germany's Standard Deviation of 0.7293, market risk adjusted performance of (1.08), and Downside Deviation of 0.6844 to check if the risk estimate we provide is consistent with the expected return of 0.0969%. The fund owns a Beta (Systematic Risk) of -0.0798, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FF Germany are expected to decrease at a much lower rate. During the bear market, FF Germany is likely to outperform the market.
Auto-correlation | 0.02 |
Virtually no predictability
FF Germany has virtually no predictability. Overlapping area represents the amount of predictability between FF Germany time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 FF Germany price movement. The serial correlation of 0.02 indicates that only 2.0% of current FF Germany price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
FF Germany lagged returns against current returns
Autocorrelation, which is FF Germany fund'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 FF Germany's fund expected returns. We can calculate the autocorrelation of FF Germany returns to help us make a trade decision. For example, suppose you find that FF Germany has exhibited high autocorrelation historically, and you observe that the fund 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 |
FF Germany 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 FF Germany fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FF Germany fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FF Germany fund over time.
Current vs Lagged Prices |
| Timeline |
FF Germany Lagged Returns
When evaluating FF Germany's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FF Germany fund have on its future price. FF Germany 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, FF Germany autocorrelation shows the relationship between FF Germany fund current value and its past values and can show if there is a momentum factor associated with investing in FF Germany.
Regressed Prices |
| Timeline |
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Other Information on Investing in FJ2L Fund
FF Germany financial ratios help investors to determine whether FJ2L Fund 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 FJ2L with respect to the benefits of owning FF Germany security.
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