FUYO GENERAL (Germany) Market Value
| FXL Stock | 70.50 0.50 0.70% |
| Symbol | FUYO |
FUYO GENERAL '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 FUYO GENERAL'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 FUYO GENERAL.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in FUYO GENERAL on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding FUYO GENERAL LEASE or generate 0.0% return on investment in FUYO GENERAL over 90 days. FUYO GENERAL is related to or competes with COPLAND ROAD, Air Transport, CompuGroup Medical, Apollo Medical, Japan Medical, Kaufman Broad, and Genertec Universal. More
FUYO GENERAL 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 FUYO GENERAL'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 FUYO GENERAL LEASE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.1102 | |||
| Maximum Drawdown | 6.37 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.16 |
FUYO GENERAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FUYO GENERAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FUYO GENERAL's standard deviation. In reality, there are many statistical measures that can use FUYO GENERAL historical prices to predict the future FUYO GENERAL's volatility.| Risk Adjusted Performance | 0.031 | |||
| Jensen Alpha | 0.0161 | |||
| Total Risk Alpha | 0.1889 | |||
| Sortino Ratio | 0.1012 | |||
| Treynor Ratio | (0.23) |
FUYO GENERAL LEASE Backtested Returns
At this point, FUYO GENERAL is very steady. FUYO GENERAL LEASE secures Sharpe Ratio (or Efficiency) of 0.0421, which denotes the company had a 0.0421 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for FUYO GENERAL LEASE, which you can use to evaluate the volatility of the firm. Please confirm FUYO GENERAL's Downside Deviation of 1.38, mean deviation of 0.9274, and Market Risk Adjusted Performance of (0.22) to check if the risk estimate we provide is consistent with the expected return of 0.0553%. FUYO GENERAL has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FUYO GENERAL are expected to decrease at a much lower rate. During the bear market, FUYO GENERAL is likely to outperform the market. FUYO GENERAL LEASE presently shows a risk of 1.31%. Please confirm FUYO GENERAL LEASE maximum drawdown, semi variance, daily balance of power, as well as the relationship between the potential upside and skewness , to decide if FUYO GENERAL LEASE will be following its price patterns.
Auto-correlation | -0.39 |
Poor reverse predictability
FUYO GENERAL LEASE has poor reverse predictability. Overlapping area represents the amount of predictability between FUYO GENERAL 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 FUYO GENERAL LEASE price movement. The serial correlation of -0.39 indicates that just about 39.0% of current FUYO GENERAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 1.58 |
FUYO GENERAL LEASE lagged returns against current returns
Autocorrelation, which is FUYO GENERAL 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 FUYO GENERAL's stock expected returns. We can calculate the autocorrelation of FUYO GENERAL returns to help us make a trade decision. For example, suppose you find that FUYO GENERAL 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 |
FUYO GENERAL 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 FUYO GENERAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FUYO GENERAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FUYO GENERAL stock over time.
Current vs Lagged Prices |
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FUYO GENERAL Lagged Returns
When evaluating FUYO GENERAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FUYO GENERAL stock have on its future price. FUYO GENERAL 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, FUYO GENERAL autocorrelation shows the relationship between FUYO GENERAL stock current value and its past values and can show if there is a momentum factor associated with investing in FUYO GENERAL LEASE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FUYO Stock
FUYO GENERAL financial ratios help investors to determine whether FUYO 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 FUYO with respect to the benefits of owning FUYO GENERAL security.