FF South (Germany) Market Value
| IPGS Fund | EUR 33.19 0.33 1.00% |
| Symbol | IPGS |
Please note, there is a significant difference between FF South's value and its price as these two are different measures arrived at by different means. Investors typically determine if FF South is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FF South's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
FF South '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 FF South's fund 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 FF South.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in FF South on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding FF South or generate 0.0% return on investment in FF South over 90 days. FF South is related to or competes with Esfera Robotics, R Co, IE00B0H4TS55, and Echiquier Entrepreneurs. More
FF South 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 FF South's fund 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 FF South upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0829 | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 2.02 |
FF South Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FF South's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FF South's standard deviation. In reality, there are many statistical measures that can use FF South historical prices to predict the future FF South's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.1494 | |||
| Treynor Ratio | 0.2796 |
FF South Backtested Returns
FF South retains Efficiency (Sharpe Ratio) of -0.0202, which denotes the fund had a -0.0202 % return per unit of price deviation over the last 3 months. FF South exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FF South's Market Risk Adjusted Performance of 0.2896, information ratio of 0.0829, and Standard Deviation of 1.16 to check the risk estimate we provide. The fund owns a Beta (Systematic Risk) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FF South are expected to decrease at a much lower rate. During the bear market, FF South is likely to outperform the market.
Auto-correlation | -0.53 |
Good reverse predictability
FF South has good reverse predictability. Overlapping area represents the amount of predictability between FF South 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 FF South price movement. The serial correlation of -0.53 indicates that about 53.0% of current FF South price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
FF South lagged returns against current returns
Autocorrelation, which is FF South fund'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 FF South's fund expected returns. We can calculate the autocorrelation of FF South returns to help us make a trade decision. For example, suppose you find that FF South has exhibited high autocorrelation historically, and you observe that the fund 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 |
FF South 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 FF South fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FF South fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FF South fund over time.
Current vs Lagged Prices |
| Timeline |
FF South Lagged Returns
When evaluating FF South's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FF South fund have on its future price. FF South 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, FF South autocorrelation shows the relationship between FF South fund current value and its past values and can show if there is a momentum factor associated with investing in FF South.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in IPGS Fund
FF South financial ratios help investors to determine whether IPGS Fund 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 IPGS with respect to the benefits of owning FF South security.
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