Fair Value (Germany) Market Value
| FVI Stock | EUR 3.76 0.02 0.53% |
| Symbol | Fair |
Fair Value '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 Fair Value'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 Fair Value.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Fair Value on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Fair Value Reit or generate 0.0% return on investment in Fair Value over 90 days. Fair Value is related to or competes with Moneysupermarket, PACIFIC ONLINE, Fevertree Drinks, Gruppo Mutuionline, and MONEYSUPERMARKET. Fair Value REIT-AG, with its registered offices in Graefelfing in the Munich district, concentrates its activities on ac... More
Fair Value 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 Fair Value'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 Fair Value Reit upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0493 | |||
| Maximum Drawdown | 13.18 | |||
| Value At Risk | (4.12) | |||
| Potential Upside | 2.16 |
Fair Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fair Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fair Value's standard deviation. In reality, there are many statistical measures that can use Fair Value historical prices to predict the future Fair Value's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.2787 | |||
| Treynor Ratio | 0.3988 |
Fair Value Reit Backtested Returns
Fair Value Reit secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Fair Value Reit exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fair Value's Mean Deviation of 1.02, standard deviation of 1.93, and Variance of 3.74 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fair Value are expected to decrease at a much lower rate. During the bear market, Fair Value is likely to outperform the market. At this point, Fair Value Reit has a negative expected return of -0.0065%. Please make sure to confirm Fair Value's variance, treynor ratio, daily balance of power, as well as the relationship between the jensen alpha and skewness , to decide if Fair Value Reit performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
Fair Value Reit has weak predictability. Overlapping area represents the amount of predictability between Fair Value time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Fair Value Reit price movement. The serial correlation of 0.24 indicates that over 24.0% of current Fair Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fair Value Reit lagged returns against current returns
Autocorrelation, which is Fair Value 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 Fair Value's stock expected returns. We can calculate the autocorrelation of Fair Value returns to help us make a trade decision. For example, suppose you find that Fair Value 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 |
Fair Value 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 Fair Value stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fair Value stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fair Value stock over time.
Current vs Lagged Prices |
| Timeline |
Fair Value Lagged Returns
When evaluating Fair Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fair Value stock have on its future price. Fair Value 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, Fair Value autocorrelation shows the relationship between Fair Value stock current value and its past values and can show if there is a momentum factor associated with investing in Fair Value Reit.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Fair Stock
Fair Value financial ratios help investors to determine whether Fair 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 Fair with respect to the benefits of owning Fair Value security.