Flutter Entertainment (Germany) Market Value
| PPB Stock | 211.20 2.90 1.35% |
| Symbol | Flutter |
Flutter Entertainment '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 Flutter Entertainment'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 Flutter Entertainment.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Flutter Entertainment on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Flutter Entertainment PLC or generate 0.0% return on investment in Flutter Entertainment over 90 days. Flutter Entertainment is related to or competes with Check Point, Nucletron Electronic, PRECISION DRILLING, Ribbon Communications, LPKF Laser, BORR DRILLING, and Computer. More
Flutter Entertainment 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 Flutter Entertainment'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 Flutter Entertainment PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 10.21 | |||
| Value At Risk | (4.80) | |||
| Potential Upside | 3.3 |
Flutter Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flutter Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flutter Entertainment's standard deviation. In reality, there are many statistical measures that can use Flutter Entertainment historical prices to predict the future Flutter Entertainment's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 2.99 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Flutter Entertainment's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Flutter Entertainment PLC Backtested Returns
Flutter Entertainment PLC secures Sharpe Ratio (or Efficiency) of -0.15, which denotes the company had a -0.15 % return per unit of risk over the last 3 months. Flutter Entertainment PLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Flutter Entertainment's Variance of 5.04, standard deviation of 2.24, and Mean Deviation of 1.69 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Flutter Entertainment are expected to decrease at a much lower rate. During the bear market, Flutter Entertainment is likely to outperform the market. At this point, Flutter Entertainment PLC has a negative expected return of -0.34%. Please make sure to confirm Flutter Entertainment's kurtosis, as well as the relationship between the rate of daily change and market facilitation index , to decide if Flutter Entertainment PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.41 |
Modest reverse predictability
Flutter Entertainment PLC has modest reverse predictability. Overlapping area represents the amount of predictability between Flutter Entertainment 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 Flutter Entertainment PLC price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Flutter Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 261.83 |
Flutter Entertainment PLC lagged returns against current returns
Autocorrelation, which is Flutter Entertainment 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 Flutter Entertainment's stock expected returns. We can calculate the autocorrelation of Flutter Entertainment returns to help us make a trade decision. For example, suppose you find that Flutter Entertainment 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 |
Flutter Entertainment 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 Flutter Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flutter Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flutter Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
Flutter Entertainment Lagged Returns
When evaluating Flutter Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flutter Entertainment stock have on its future price. Flutter Entertainment 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, Flutter Entertainment autocorrelation shows the relationship between Flutter Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in Flutter Entertainment PLC.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Flutter Stock Analysis
When running Flutter Entertainment's price analysis, check to measure Flutter Entertainment'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 Flutter Entertainment is operating at the current time. Most of Flutter Entertainment's value examination focuses on studying past and present price action to predict the probability of Flutter Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flutter Entertainment's price. Additionally, you may evaluate how the addition of Flutter Entertainment to your portfolios can decrease your overall portfolio volatility.