Flowtech Fluidpower (UK) Market Value
| FLO Stock | 60.00 2.60 4.15% |
| Symbol | Flowtech |
Flowtech Fluidpower '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 Flowtech Fluidpower'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 Flowtech Fluidpower.
| 12/29/2024 |
| 02/27/2025 |
If you would invest 0.00 in Flowtech Fluidpower on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Flowtech Fluidpower plc or generate 0.0% return on investment in Flowtech Fluidpower over 60 days. Flowtech Fluidpower is related to or competes with Nationwide Building, F5 Networks, Range Resources, News Corp, Under Armour, and Aramark. Flowtech Fluidpower is entity of United Kingdom More
Flowtech Fluidpower 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 Flowtech Fluidpower'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 Flowtech Fluidpower plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 12.01 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 2.16 |
Flowtech Fluidpower Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flowtech Fluidpower's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flowtech Fluidpower's standard deviation. In reality, there are many statistical measures that can use Flowtech Fluidpower historical prices to predict the future Flowtech Fluidpower's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | (1.21) |
Flowtech Fluidpower plc Backtested Returns
Flowtech Fluidpower plc secures Sharpe Ratio (or Efficiency) of -0.28, which denotes the company had a -0.28 % return per unit of risk over the last 3 months. Flowtech Fluidpower plc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Flowtech Fluidpower's Mean Deviation of 1.32, standard deviation of 1.94, and Variance of 3.75 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, Flowtech Fluidpower's returns are expected to increase less than the market. However, during the bear market, the loss of holding Flowtech Fluidpower is expected to be smaller as well. At this point, Flowtech Fluidpower plc has a negative expected return of -0.56%. Please make sure to confirm Flowtech Fluidpower's treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if Flowtech Fluidpower plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.58 |
Modest predictability
Flowtech Fluidpower plc has modest predictability. Overlapping area represents the amount of predictability between Flowtech Fluidpower time series from 29th of December 2024 to 28th of January 2025 and 28th of January 2025 to 27th of February 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 Flowtech Fluidpower plc price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Flowtech Fluidpower price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 4.96 |
Flowtech Fluidpower plc lagged returns against current returns
Autocorrelation, which is Flowtech Fluidpower 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 Flowtech Fluidpower's stock expected returns. We can calculate the autocorrelation of Flowtech Fluidpower returns to help us make a trade decision. For example, suppose you find that Flowtech Fluidpower 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 |
Flowtech Fluidpower 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 Flowtech Fluidpower stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flowtech Fluidpower stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flowtech Fluidpower stock over time.
Current vs Lagged Prices |
| Timeline |
Flowtech Fluidpower Lagged Returns
When evaluating Flowtech Fluidpower's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flowtech Fluidpower stock have on its future price. Flowtech Fluidpower 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, Flowtech Fluidpower autocorrelation shows the relationship between Flowtech Fluidpower stock current value and its past values and can show if there is a momentum factor associated with investing in Flowtech Fluidpower 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.Other Information on Investing in Flowtech Stock
Flowtech Fluidpower financial ratios help investors to determine whether Flowtech 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 Flowtech with respect to the benefits of owning Flowtech Fluidpower security.