Fugro NV (Netherlands) Market Value
| FUR Stock | EUR 16.87 0.19 1.11% |
| Symbol | Fugro |
Fugro NV '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 Fugro NV'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 Fugro NV.
| 01/21/2023 |
| 01/10/2025 |
If you would invest 0.00 in Fugro NV on January 21, 2023 and sell it all today you would earn a total of 0.00 from holding Fugro NV or generate 0.0% return on investment in Fugro NV over 720 days. Fugro NV is related to or competes with SBM Offshore, Koninklijke BAM, PostNL NV, Aegon NV, and Koninklijke Vopak. Fugro N.V. provides site characterization and asset integrity solutions for the oil and gas, power, building and infrast... More
Fugro NV 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 Fugro NV'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 Fugro NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 18.58 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 2.75 |
Fugro NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fugro NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fugro NV's standard deviation. In reality, there are many statistical measures that can use Fugro NV historical prices to predict the future Fugro NV's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 7.29 |
Fugro NV Backtested Returns
Fugro NV 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. Fugro NV exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fugro NV's Mean Deviation of 1.64, standard deviation of 2.78, and Variance of 7.7 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0513, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fugro NV are expected to decrease at a much lower rate. During the bear market, Fugro NV is likely to outperform the market. At this point, Fugro NV has a negative expected return of -0.36%. Please make sure to confirm Fugro NV's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Fugro NV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Fugro NV has insignificant reverse predictability. Overlapping area represents the amount of predictability between Fugro NV time series from 21st of January 2023 to 16th of January 2024 and 16th of January 2024 to 10th 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 Fugro NV price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Fugro NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 7.63 |
Fugro NV lagged returns against current returns
Autocorrelation, which is Fugro NV 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 Fugro NV's stock expected returns. We can calculate the autocorrelation of Fugro NV returns to help us make a trade decision. For example, suppose you find that Fugro NV 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 |
Fugro NV 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 Fugro NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fugro NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fugro NV stock over time.
Current vs Lagged Prices |
| Timeline |
Fugro NV Lagged Returns
When evaluating Fugro NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fugro NV stock have on its future price. Fugro NV 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, Fugro NV autocorrelation shows the relationship between Fugro NV stock current value and its past values and can show if there is a momentum factor associated with investing in Fugro NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Fugro Stock Analysis
When running Fugro NV's price analysis, check to measure Fugro NV's 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 Fugro NV is operating at the current time. Most of Fugro NV's value examination focuses on studying past and present price action to predict the probability of Fugro NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fugro NV's price. Additionally, you may evaluate how the addition of Fugro NV to your portfolios can decrease your overall portfolio volatility.