Forsee Power (France) Market Value
| FORSE Stock | 0.87 0.02 2.35% |
| Symbol | Forsee |
Forsee Power '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 Forsee Power'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 Forsee Power.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Forsee Power on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Forsee Power SAS or generate 0.0% return on investment in Forsee Power over 90 days.
Forsee Power 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 Forsee Power'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 Forsee Power SAS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.37 | |||
| Information Ratio | 0.1896 | |||
| Maximum Drawdown | 35.0 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 12.16 |
Forsee Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Forsee Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Forsee Power's standard deviation. In reality, there are many statistical measures that can use Forsee Power historical prices to predict the future Forsee Power's volatility.| Risk Adjusted Performance | 0.1524 | |||
| Jensen Alpha | 1.24 | |||
| Total Risk Alpha | 2.23 | |||
| Sortino Ratio | 0.2434 | |||
| Treynor Ratio | 2.44 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Forsee Power's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Forsee Power SAS Backtested Returns
Forsee Power is out of control given 3 months investment horizon. Forsee Power SAS secures Sharpe Ratio (or Efficiency) of 0.24, which denotes the company had a 0.24 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.63% are justified by taking the suggested risk. Use Forsee Power Downside Deviation of 5.37, coefficient of variation of 579.02, and Mean Deviation of 5.19 to evaluate company specific risk that cannot be diversified away. Forsee Power holds a performance score of 18 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.48, which means possible diversification benefits within a given portfolio. As returns on the market increase, Forsee Power's returns are expected to increase less than the market. However, during the bear market, the loss of holding Forsee Power is expected to be smaller as well. Use Forsee Power maximum drawdown and the relationship between the semi variance and day typical price , to analyze future returns on Forsee Power.
Auto-correlation | -0.07 |
Very weak reverse predictability
Forsee Power SAS has very weak reverse predictability. Overlapping area represents the amount of predictability between Forsee Power time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Forsee Power SAS price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Forsee Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Forsee Power SAS lagged returns against current returns
Autocorrelation, which is Forsee Power 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 Forsee Power's stock expected returns. We can calculate the autocorrelation of Forsee Power returns to help us make a trade decision. For example, suppose you find that Forsee Power 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 |
Forsee Power 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 Forsee Power stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Forsee Power stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Forsee Power stock over time.
Current vs Lagged Prices |
| Timeline |
Forsee Power Lagged Returns
When evaluating Forsee Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Forsee Power stock have on its future price. Forsee Power 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, Forsee Power autocorrelation shows the relationship between Forsee Power stock current value and its past values and can show if there is a momentum factor associated with investing in Forsee Power SAS.
Regressed Prices |
| Timeline |
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When running Forsee Power's price analysis, check to measure Forsee Power'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 Forsee Power is operating at the current time. Most of Forsee Power's value examination focuses on studying past and present price action to predict the probability of Forsee Power's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Forsee Power's price. Additionally, you may evaluate how the addition of Forsee Power to your portfolios can decrease your overall portfolio volatility.