Fourlis Holdings (Greece) Market Value
| FOYRK Stock | EUR 4.01 0.03 0.75% |
| Symbol | Fourlis |
Fourlis Holdings '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 Fourlis Holdings' 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 Fourlis Holdings.
| 10/26/2024 |
| 01/24/2025 |
If you would invest 0.00 in Fourlis Holdings on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Fourlis Holdings SA or generate 0.0% return on investment in Fourlis Holdings over 90 days. Fourlis Holdings is related to or competes with Jumbo SA, Mytilineos, Greek Organization, Public Power, and Hellenic Telecommunicatio. Fourlis Holdings S.A., through its subsidiaries, engages in the retail trading activities in Greece, Romania, Cyprus, Bu... More
Fourlis Holdings 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 Fourlis Holdings' 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 Fourlis Holdings SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.0463 | |||
| Maximum Drawdown | 7.0 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 3.23 |
Fourlis Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fourlis Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fourlis Holdings' standard deviation. In reality, there are many statistical measures that can use Fourlis Holdings historical prices to predict the future Fourlis Holdings' volatility.| Risk Adjusted Performance | 0.0709 | |||
| Jensen Alpha | 0.108 | |||
| Total Risk Alpha | 0.0404 | |||
| Sortino Ratio | 0.042 | |||
| Treynor Ratio | (10.34) |
Fourlis Holdings Backtested Returns
At this point, Fourlis Holdings is slightly risky. Fourlis Holdings secures Sharpe Ratio (or Efficiency) of 0.0782, which denotes the company had a 0.0782 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fourlis Holdings SA, which you can use to evaluate the volatility of the firm. Please confirm Fourlis Holdings' Coefficient Of Variation of 1277.97, mean deviation of 1.09, and Downside Deviation of 1.66 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Fourlis Holdings has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0104, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fourlis Holdings are expected to decrease at a much lower rate. During the bear market, Fourlis Holdings is likely to outperform the market. Fourlis Holdings right now shows a risk of 1.5%. Please confirm Fourlis Holdings potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Fourlis Holdings will be following its price patterns.
Auto-correlation | -0.63 |
Very good reverse predictability
Fourlis Holdings SA has very good reverse predictability. Overlapping area represents the amount of predictability between Fourlis Holdings time series from 26th of October 2024 to 10th of December 2024 and 10th of December 2024 to 24th 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 Fourlis Holdings price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Fourlis Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Fourlis Holdings lagged returns against current returns
Autocorrelation, which is Fourlis Holdings 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 Fourlis Holdings' stock expected returns. We can calculate the autocorrelation of Fourlis Holdings returns to help us make a trade decision. For example, suppose you find that Fourlis Holdings 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 |
Fourlis Holdings 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 Fourlis Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fourlis Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fourlis Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Fourlis Holdings Lagged Returns
When evaluating Fourlis Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fourlis Holdings stock have on its future price. Fourlis Holdings 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, Fourlis Holdings autocorrelation shows the relationship between Fourlis Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Fourlis Holdings SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Fourlis Stock
Fourlis Holdings financial ratios help investors to determine whether Fourlis 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 Fourlis with respect to the benefits of owning Fourlis Holdings security.