FAST RETAILCOSPHDR (Germany) Market Value

FR7H Stock  EUR 2.74  0.02  0.74%   
FAST RETAILCOSPHDR's market value is the price at which a share of FAST RETAILCOSPHDR trades on a public exchange. It measures the collective expectations of FAST RETAILCOSPHDR 1 investors about its performance. FAST RETAILCOSPHDR is trading at 2.74 as of the 17th of March 2025. This is a 0.74% up since the beginning of the trading day. The stock's lowest day price was 2.74.
With this module, you can estimate the performance of a buy and hold strategy of FAST RETAILCOSPHDR 1 and determine expected loss or profit from investing in FAST RETAILCOSPHDR over a given investment horizon. Check out FAST RETAILCOSPHDR Correlation, FAST RETAILCOSPHDR Volatility and FAST RETAILCOSPHDR Alpha and Beta module to complement your research on FAST RETAILCOSPHDR.
Symbol

Please note, there is a significant difference between FAST RETAILCOSPHDR's value and its price as these two are different measures arrived at by different means. Investors typically determine if FAST RETAILCOSPHDR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FAST RETAILCOSPHDR'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.

FAST RETAILCOSPHDR '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 FAST RETAILCOSPHDR'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 FAST RETAILCOSPHDR.
0.00
12/17/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/17/2025
0.00
If you would invest  0.00  in FAST RETAILCOSPHDR on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding FAST RETAILCOSPHDR 1 or generate 0.0% return on investment in FAST RETAILCOSPHDR over 90 days. FAST RETAILCOSPHDR is related to or competes with Check Point, LG Display, Computershare, UNIVERSAL DISPLAY, X-FAB Silicon, Vishay Intertechnology, and Computer. Fast Retailing Co., Ltd., through its subsidiaries, operates as an apparel designer and retailer in Japan and internatio... More

FAST RETAILCOSPHDR 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 FAST RETAILCOSPHDR'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 FAST RETAILCOSPHDR 1 upside and downside potential and time the market with a certain degree of confidence.

FAST RETAILCOSPHDR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for FAST RETAILCOSPHDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FAST RETAILCOSPHDR's standard deviation. In reality, there are many statistical measures that can use FAST RETAILCOSPHDR historical prices to predict the future FAST RETAILCOSPHDR's volatility.
Hype
Prediction
LowEstimatedHigh
0.142.746.26
Details
Intrinsic
Valuation
LowRealHigh
0.122.395.91
Details
Naive
Forecast
LowNextHigh
0.062.836.35
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
2.672.762.86
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as FAST RETAILCOSPHDR. Your research has to be compared to or analyzed against FAST RETAILCOSPHDR's peers to derive any actionable benefits. When done correctly, FAST RETAILCOSPHDR's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in FAST RETAILCOSPHDR.

FAST RETAILCOSPHDR Backtested Returns

FAST RETAILCOSPHDR secures Sharpe Ratio (or Efficiency) of -0.0304, which denotes the company had a -0.0304 % return per unit of volatility over the last 3 months. FAST RETAILCOSPHDR 1 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FAST RETAILCOSPHDR's Market Risk Adjusted Performance of (2.56), standard deviation of 3.6, and Mean Deviation of 2.57 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.063, which means not very significant fluctuations relative to the market. As returns on the market increase, FAST RETAILCOSPHDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding FAST RETAILCOSPHDR is expected to be smaller as well. At this point, FAST RETAILCOSPHDR has a negative expected return of -0.1%. Please make sure to confirm FAST RETAILCOSPHDR's potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if FAST RETAILCOSPHDR performance from the past will be repeated in the future.

Auto-correlation

    
  0.20  

Weak predictability

FAST RETAILCOSPHDR 1 has weak predictability. Overlapping area represents the amount of predictability between FAST RETAILCOSPHDR time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 FAST RETAILCOSPHDR price movement. The serial correlation of 0.2 indicates that over 20.0% of current FAST RETAILCOSPHDR price fluctuation can be explain by its past prices.
Correlation Coefficient0.2
Spearman Rank Test0.19
Residual Average0.0
Price Variance0.01

FAST RETAILCOSPHDR lagged returns against current returns

Autocorrelation, which is FAST RETAILCOSPHDR 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 FAST RETAILCOSPHDR's stock expected returns. We can calculate the autocorrelation of FAST RETAILCOSPHDR returns to help us make a trade decision. For example, suppose you find that FAST RETAILCOSPHDR 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  

FAST RETAILCOSPHDR 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 FAST RETAILCOSPHDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FAST RETAILCOSPHDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FAST RETAILCOSPHDR stock over time.
   Current vs Lagged Prices   
       Timeline  

FAST RETAILCOSPHDR Lagged Returns

When evaluating FAST RETAILCOSPHDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FAST RETAILCOSPHDR stock have on its future price. FAST RETAILCOSPHDR 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, FAST RETAILCOSPHDR autocorrelation shows the relationship between FAST RETAILCOSPHDR stock current value and its past values and can show if there is a momentum factor associated with investing in FAST RETAILCOSPHDR 1.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in FAST Stock

FAST RETAILCOSPHDR financial ratios help investors to determine whether FAST 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 FAST with respect to the benefits of owning FAST RETAILCOSPHDR security.