Fresenius (Germany) Market Value
| FRE Stock | 38.94 0.50 1.27% |
| Symbol | Fresenius |
Fresenius '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' 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.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Fresenius on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Fresenius SE Co or generate 0.0% return on investment in Fresenius over 90 days. Fresenius is related to or competes with JSC Halyk, Direct Line, AviChina Industry, Erste Group, Easy Software, and Cognizant Technology. More
Fresenius 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' 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 SE Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.2426 | |||
| Maximum Drawdown | 9.05 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.48 |
Fresenius Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fresenius' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fresenius' standard deviation. In reality, there are many statistical measures that can use Fresenius historical prices to predict the future Fresenius' volatility.| Risk Adjusted Performance | 0.1392 | |||
| Jensen Alpha | 0.252 | |||
| Total Risk Alpha | 0.4465 | |||
| Sortino Ratio | 0.2575 | |||
| Treynor Ratio | 1.07 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fresenius' 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.
Fresenius SE Backtested Returns
Fresenius appears to be very steady, given 3 months investment horizon. Fresenius SE secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fresenius SE Co, which you can use to evaluate the volatility of the firm. Please utilize Fresenius' Downside Deviation of 1.37, coefficient of variation of 616.54, and Mean Deviation of 0.9708 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fresenius holds a performance score of 10. The firm shows a Beta (market volatility) of 0.21, which means not very significant fluctuations relative to the market. As returns on the market increase, Fresenius' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fresenius is expected to be smaller as well. Please check Fresenius' information ratio, downside variance, day median price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Fresenius' price patterns will revert.
Auto-correlation | 0.43 |
Average predictability
Fresenius SE Co has average predictability. Overlapping area represents the amount of predictability between Fresenius 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 Fresenius SE price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Fresenius price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
Fresenius SE lagged returns against current returns
Autocorrelation, which is Fresenius 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' stock expected returns. We can calculate the autocorrelation of Fresenius returns to help us make a trade decision. For example, suppose you find that Fresenius 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 |
Fresenius 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fresenius stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fresenius stock over time.
Current vs Lagged Prices |
| Timeline |
Fresenius Lagged Returns
When evaluating Fresenius' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fresenius stock have on its future price. Fresenius 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 autocorrelation shows the relationship between Fresenius stock current value and its past values and can show if there is a momentum factor associated with investing in Fresenius SE Co.
Regressed Prices |
| Timeline |
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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.Additional Tools for Fresenius Stock Analysis
When running Fresenius' price analysis, check to measure Fresenius' 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 is operating at the current time. Most of Fresenius' value examination focuses on studying past and present price action to predict the probability of Fresenius' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fresenius' price. Additionally, you may evaluate how the addition of Fresenius to your portfolios can decrease your overall portfolio volatility.