FARADAY PER (Germany) Market Value
| 9CM0 Stock | 0.75 0.05 6.25% |
| Symbol | FARADAY |
FARADAY PER '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 FARADAY PER'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 FARADAY PER.
| 06/22/2025 |
| 07/22/2025 |
If you would invest 0.00 in FARADAY PER on June 22, 2025 and sell it all today you would earn a total of 0.00 from holding FARADAY PER CORP or generate 0.0% return on investment in FARADAY PER over 30 days. FARADAY PER is related to or competes with Haier Smart, Pets At, Liberty Broadband, KAUFMAN ET, NAKED WINES, Corporate Office, and Addus HomeCare. More
FARADAY PER 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 FARADAY PER'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 FARADAY PER CORP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.76 | |||
| Information Ratio | 0.1696 | |||
| Maximum Drawdown | 17.16 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 7.84 |
FARADAY PER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FARADAY PER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FARADAY PER's standard deviation. In reality, there are many statistical measures that can use FARADAY PER historical prices to predict the future FARADAY PER's volatility.| Risk Adjusted Performance | 0.2044 | |||
| Jensen Alpha | 0.8328 | |||
| Total Risk Alpha | 0.2186 | |||
| Sortino Ratio | 0.1571 | |||
| Treynor Ratio | (0.94) |
FARADAY PER P Backtested Returns
FARADAY PER appears to be extremely dangerous, given 3 months investment horizon. FARADAY PER P secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the company had a 0.2 % return per unit of volatility over the last 3 months. By examining FARADAY PER's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please utilize FARADAY PER's Downside Deviation of 3.76, mean deviation of 2.56, and Market Risk Adjusted Performance of (0.93) to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FARADAY PER holds a performance score of 15. The firm shows a Beta (market volatility) of -0.78, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning FARADAY PER are expected to decrease at a much lower rate. During the bear market, FARADAY PER is likely to outperform the market. Please check FARADAY PER's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether FARADAY PER's price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
FARADAY PER CORP has good predictability. Overlapping area represents the amount of predictability between FARADAY PER time series from 22nd of June 2025 to 7th of July 2025 and 7th of July 2025 to 22nd of July 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 FARADAY PER P price movement. The serial correlation of 0.79 indicates that around 79.0% of current FARADAY PER price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FARADAY PER P lagged returns against current returns
Autocorrelation, which is FARADAY PER 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 FARADAY PER's stock expected returns. We can calculate the autocorrelation of FARADAY PER returns to help us make a trade decision. For example, suppose you find that FARADAY PER 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 |
FARADAY PER 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 FARADAY PER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FARADAY PER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FARADAY PER stock over time.
Current vs Lagged Prices |
| Timeline |
FARADAY PER Lagged Returns
When evaluating FARADAY PER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FARADAY PER stock have on its future price. FARADAY PER 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, FARADAY PER autocorrelation shows the relationship between FARADAY PER stock current value and its past values and can show if there is a momentum factor associated with investing in FARADAY PER CORP.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FARADAY Stock
FARADAY PER financial ratios help investors to determine whether FARADAY 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 FARADAY with respect to the benefits of owning FARADAY PER security.