Fresenius Medical Care Stock Market Value
| FMS Stock | USD 24.05 0.88 3.80% |
| Symbol | Fresenius |
Fresenius Medical Care Price To Book Ratio
Is Health Care Providers & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Fresenius Medical. If investors know Fresenius will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Fresenius Medical listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.66) | Dividend Share 1.44 | Earnings Share 1 | Revenue Per Share | Quarterly Revenue Growth 0.019 |
The market value of Fresenius Medical Care is measured differently than its book value, which is the value of Fresenius that is recorded on the company's balance sheet. Investors also form their own opinion of Fresenius Medical's value that differs from its market value or its book value, called intrinsic value, which is Fresenius Medical's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Fresenius Medical's market value can be influenced by many factors that don't directly affect Fresenius Medical's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Fresenius Medical's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fresenius Medical is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fresenius Medical'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.
Fresenius Medical '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 Fresenius Medical'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 Fresenius Medical.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Fresenius Medical on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Fresenius Medical Care or generate 0.0% return on investment in Fresenius Medical over 90 days. Fresenius Medical is related to or competes with Universal Health, Addus HomeCare, HCA Holdings, Tenet Healthcare, Select Medical, Encompass Health, and Pennant. KGaA provides dialysis care and related dialysis care services in Germany, North America, and internationally More
Fresenius Medical 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 Fresenius Medical'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 Fresenius Medical Care upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.07 | |||
| Maximum Drawdown | 8.79 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 2.53 |
Fresenius Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fresenius Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fresenius Medical's standard deviation. In reality, there are many statistical measures that can use Fresenius Medical historical prices to predict the future Fresenius Medical's volatility.| Risk Adjusted Performance | 0.0109 | |||
| Jensen Alpha | 0.0769 | |||
| Total Risk Alpha | 0.1999 | |||
| Sortino Ratio | 0.0669 | |||
| Treynor Ratio | 0.0025 |
Fresenius Medical Care Backtested Returns
Currently, Fresenius Medical Care is very steady. Fresenius Medical Care secures Sharpe Ratio (or Efficiency) of 0.0181, which denotes the company had a 0.0181 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fresenius Medical Care, which you can use to evaluate the volatility of the firm. Please confirm Fresenius Medical's Mean Deviation of 1.13, coefficient of variation of 13538.11, and Downside Deviation of 1.65 to check if the risk estimate we provide is consistent with the expected return of 0.0297%. Fresenius Medical has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.69, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fresenius Medical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fresenius Medical is expected to be smaller as well. Fresenius Medical Care right now shows a risk of 1.64%. Please confirm Fresenius Medical Care value at risk, and the relationship between the jensen alpha and skewness , to decide if Fresenius Medical Care will be following its price patterns.
Auto-correlation | 0.15 |
Insignificant predictability
Fresenius Medical Care has insignificant predictability. Overlapping area represents the amount of predictability between Fresenius Medical time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Fresenius Medical Care price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Fresenius Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Fresenius Medical Care lagged returns against current returns
Autocorrelation, which is Fresenius Medical 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 Fresenius Medical's stock expected returns. We can calculate the autocorrelation of Fresenius Medical returns to help us make a trade decision. For example, suppose you find that Fresenius Medical 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 |
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Fresenius Medical 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 Fresenius Medical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fresenius Medical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fresenius Medical stock over time.
Current vs Lagged Prices |
| Timeline |
Fresenius Medical Lagged Returns
When evaluating Fresenius Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fresenius Medical stock have on its future price. Fresenius Medical 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, Fresenius Medical autocorrelation shows the relationship between Fresenius Medical stock current value and its past values and can show if there is a momentum factor associated with investing in Fresenius Medical Care.
Regressed Prices |
| Timeline |
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Additional Tools for Fresenius Stock Analysis
When running Fresenius Medical's price analysis, check to measure Fresenius Medical'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 Fresenius Medical is operating at the current time. Most of Fresenius Medical's value examination focuses on studying past and present price action to predict the probability of Fresenius Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fresenius Medical's price. Additionally, you may evaluate how the addition of Fresenius Medical to your portfolios can decrease your overall portfolio volatility.