Fiducial Office (France) Market Value
| SACI Stock | EUR 28.00 0.20 0.71% |
| Symbol | Fiducial |
Fiducial Office '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 Fiducial Office'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 Fiducial Office.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Fiducial Office on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Fiducial Office Solutions or generate 0.0% return on investment in Fiducial Office over 30 days. Fiducial Office is related to or competes with Media 6, Orapi SA, and Burelle SA. Fiducial Office Solutions distributes office supplies and furniture products in France, Belgium, Spain, and China More
Fiducial Office 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 Fiducial Office'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 Fiducial Office Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.49) | |||
| Maximum Drawdown | 1.43 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.7143 |
Fiducial Office Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fiducial Office's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fiducial Office's standard deviation. In reality, there are many statistical measures that can use Fiducial Office historical prices to predict the future Fiducial Office's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.1838 |
Fiducial Office Solutions Backtested Returns
At this point, Fiducial Office is very steady. Fiducial Office Solutions secures Sharpe Ratio (or Efficiency) of 0.0425, which denotes the company had a 0.0425% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Fiducial Office Solutions, which you can use to evaluate the volatility of the firm. Please confirm Fiducial Office's Standard Deviation of 0.2804, mean deviation of 0.1086, and Variance of 0.0786 to check if the risk estimate we provide is consistent with the expected return of 0.0114%. Fiducial Office has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0523, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fiducial Office are expected to decrease at a much lower rate. During the bear market, Fiducial Office is likely to outperform the market. Fiducial Office Solutions right now shows a risk of 0.27%. Please confirm Fiducial Office Solutions jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Fiducial Office Solutions will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Fiducial Office Solutions has no correlation between past and present. Overlapping area represents the amount of predictability between Fiducial Office time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fiducial Office Solutions price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fiducial Office price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Fiducial Office Solutions lagged returns against current returns
Autocorrelation, which is Fiducial Office 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 Fiducial Office's stock expected returns. We can calculate the autocorrelation of Fiducial Office returns to help us make a trade decision. For example, suppose you find that Fiducial Office 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 |
Fiducial Office 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 Fiducial Office stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fiducial Office stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fiducial Office stock over time.
Current vs Lagged Prices |
| Timeline |
Fiducial Office Lagged Returns
When evaluating Fiducial Office's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fiducial Office stock have on its future price. Fiducial Office 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, Fiducial Office autocorrelation shows the relationship between Fiducial Office stock current value and its past values and can show if there is a momentum factor associated with investing in Fiducial Office Solutions.
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 Fiducial Stock
Fiducial Office financial ratios help investors to determine whether Fiducial 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 Fiducial with respect to the benefits of owning Fiducial Office security.