Fuji Media (Germany) Market Value
| FTN Stock | EUR 14.50 0.10 0.68% |
| Symbol | Fuji |
Fuji Media '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 Fuji Media'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 Fuji Media.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Fuji Media on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Fuji Media Holdings or generate 0.0% return on investment in Fuji Media over 90 days. Fuji Media is related to or competes with ZURICH INSURANCE, Direct Line, Commercial Vehicle, UNIQA INSURANCE, QBE Insurance, CarsalesCom, and Ping An. Fuji Media Holdings, Inc., through its subsidiaries, engages in the broadcasting activities in Japan More
Fuji Media 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 Fuji Media'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 Fuji Media Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.48 | |||
| Information Ratio | 0.1701 | |||
| Maximum Drawdown | 25.53 | |||
| Value At Risk | (5.41) | |||
| Potential Upside | 6.6 |
Fuji Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fuji Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fuji Media's standard deviation. In reality, there are many statistical measures that can use Fuji Media historical prices to predict the future Fuji Media's volatility.| Risk Adjusted Performance | 0.1355 | |||
| Jensen Alpha | 0.6803 | |||
| Total Risk Alpha | 1.13 | |||
| Sortino Ratio | 0.2049 | |||
| Treynor Ratio | 0.8769 |
Fuji Media Holdings Backtested Returns
Fuji Media appears to be somewhat reliable, given 3 months investment horizon. Fuji Media Holdings secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of risk over the last 3 months. By reviewing Fuji Media's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please utilize Fuji Media's Coefficient Of Variation of 682.43, downside deviation of 3.48, and Mean Deviation of 3.05 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fuji Media holds a performance score of 11. 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, Fuji Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fuji Media is expected to be smaller as well. Please check Fuji Media's treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to make a quick decision on whether Fuji Media's price patterns will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
Fuji Media Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between Fuji Media 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 Fuji Media Holdings price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Fuji Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 1.24 |
Fuji Media Holdings lagged returns against current returns
Autocorrelation, which is Fuji Media 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 Fuji Media's stock expected returns. We can calculate the autocorrelation of Fuji Media returns to help us make a trade decision. For example, suppose you find that Fuji Media 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 |
Fuji Media 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 Fuji Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fuji Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fuji Media stock over time.
Current vs Lagged Prices |
| Timeline |
Fuji Media Lagged Returns
When evaluating Fuji Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fuji Media stock have on its future price. Fuji Media 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, Fuji Media autocorrelation shows the relationship between Fuji Media stock current value and its past values and can show if there is a momentum factor associated with investing in Fuji Media Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Fuji Stock
Fuji Media financial ratios help investors to determine whether Fuji 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 Fuji with respect to the benefits of owning Fuji Media security.