FANUC PUNSPADR (Germany) Market Value
| FUCA Stock | EUR 12.10 0.20 1.68% |
| Symbol | FANUC |
FANUC PUNSPADR '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 FANUC PUNSPADR'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 FANUC PUNSPADR.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in FANUC PUNSPADR on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding FANUC PUNSPADR 110 or generate 0.0% return on investment in FANUC PUNSPADR over 720 days. FANUC PUNSPADR is related to or competes with SIEMENS AG, Siemens Aktiengesellscha, Siemens Aktiengesellscha, Otis Worldwide, Vestas Wind, and Vestas Wind. Fanuc Corporation provides factory automation products in Japan, the United States, Europe, Asia, and internationally More
FANUC PUNSPADR 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 FANUC PUNSPADR'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 FANUC PUNSPADR 110 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 13.97 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 3.94 |
FANUC PUNSPADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FANUC PUNSPADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FANUC PUNSPADR's standard deviation. In reality, there are many statistical measures that can use FANUC PUNSPADR historical prices to predict the future FANUC PUNSPADR's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.18) |
FANUC PUNSPADR 110 Backtested Returns
At this point, FANUC PUNSPADR is not too volatile. FANUC PUNSPADR 110 secures Sharpe Ratio (or Efficiency) of 0.0116, which denotes the company had a 0.0116% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for FANUC PUNSPADR 110, which you can use to evaluate the volatility of the entity. Please confirm FANUC PUNSPADR's Mean Deviation of 1.72, standard deviation of 2.46, and Coefficient Of Variation of (2,634) to check if the risk estimate we provide is consistent with the expected return of 0.0281%. The firm shows a Beta (market volatility) of 0.57, which means possible diversification benefits within a given portfolio. As returns on the market increase, FANUC PUNSPADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding FANUC PUNSPADR is expected to be smaller as well. FANUC PUNSPADR 110 at this time shows a risk of 2.42%. Please confirm FANUC PUNSPADR 110 treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if FANUC PUNSPADR 110 will be following its price patterns.
Auto-correlation | 0.51 |
Modest predictability
FANUC PUNSPADR 110 has modest predictability. Overlapping area represents the amount of predictability between FANUC PUNSPADR time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FANUC PUNSPADR 110 price movement. The serial correlation of 0.51 indicates that about 51.0% of current FANUC PUNSPADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
FANUC PUNSPADR 110 lagged returns against current returns
Autocorrelation, which is FANUC PUNSPADR 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 FANUC PUNSPADR's stock expected returns. We can calculate the autocorrelation of FANUC PUNSPADR returns to help us make a trade decision. For example, suppose you find that FANUC PUNSPADR 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 |
FANUC PUNSPADR 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 FANUC PUNSPADR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FANUC PUNSPADR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FANUC PUNSPADR stock over time.
Current vs Lagged Prices |
| Timeline |
FANUC PUNSPADR Lagged Returns
When evaluating FANUC PUNSPADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FANUC PUNSPADR stock have on its future price. FANUC PUNSPADR 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, FANUC PUNSPADR autocorrelation shows the relationship between FANUC PUNSPADR stock current value and its past values and can show if there is a momentum factor associated with investing in FANUC PUNSPADR 110.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FANUC Stock
FANUC PUNSPADR financial ratios help investors to determine whether FANUC 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 FANUC with respect to the benefits of owning FANUC PUNSPADR security.