FOKUS MINING (Germany) Market Value
| F7E1 Stock | EUR 0.08 0.01 7.14% |
| Symbol | FOKUS |
FOKUS MINING '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 FOKUS MINING'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 FOKUS MINING.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in FOKUS MINING on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding FOKUS MINING P or generate 0.0% return on investment in FOKUS MINING over 90 days. FOKUS MINING is related to or competes with Australian Agricultural, Scottish Mortgage, Hanison Construction, ALLFUNDS GROUP, WIMFARM SA, Virtus Investment, and Sumitomo Mitsui. Fokus Mining Corporation, a mining exploration company, acquires, explores for, and develops mining properties in Canada More
FOKUS MINING 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 FOKUS MINING'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 FOKUS MINING P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.38 | |||
| Information Ratio | 0.0067 | |||
| Maximum Drawdown | 24.23 | |||
| Value At Risk | (7.23) | |||
| Potential Upside | 9.33 |
FOKUS MINING Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FOKUS MINING's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FOKUS MINING's standard deviation. In reality, there are many statistical measures that can use FOKUS MINING historical prices to predict the future FOKUS MINING's volatility.| Risk Adjusted Performance | 0.0405 | |||
| Jensen Alpha | 0.4373 | |||
| Total Risk Alpha | (0.54) | |||
| Sortino Ratio | 0.0062 | |||
| Treynor Ratio | (0.08) |
FOKUS MINING P Backtested Returns
At this point, FOKUS MINING is out of control. FOKUS MINING P secures Sharpe Ratio (or Efficiency) of 0.0161, which denotes the company had a 0.0161 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for FOKUS MINING P, which you can use to evaluate the volatility of the firm. Please confirm FOKUS MINING's Semi Deviation of 4.92, downside deviation of 5.38, and Mean Deviation of 3.93 to check if the risk estimate we provide is consistent with the expected return of 0.0785%. FOKUS MINING has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -2.09, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning FOKUS MINING are expected to decrease by larger amounts. On the other hand, during market turmoil, FOKUS MINING is expected to outperform it. FOKUS MINING P now shows a risk of 4.88%. Please confirm FOKUS MINING P coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if FOKUS MINING P will be following its price patterns.
Auto-correlation | -0.45 |
Modest reverse predictability
FOKUS MINING P has modest reverse predictability. Overlapping area represents the amount of predictability between FOKUS MINING time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 FOKUS MINING P price movement. The serial correlation of -0.45 indicates that just about 45.0% of current FOKUS MINING price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FOKUS MINING P lagged returns against current returns
Autocorrelation, which is FOKUS MINING 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 FOKUS MINING's stock expected returns. We can calculate the autocorrelation of FOKUS MINING returns to help us make a trade decision. For example, suppose you find that FOKUS MINING 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 |
FOKUS MINING 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 FOKUS MINING stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FOKUS MINING stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FOKUS MINING stock over time.
Current vs Lagged Prices |
| Timeline |
FOKUS MINING Lagged Returns
When evaluating FOKUS MINING's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FOKUS MINING stock have on its future price. FOKUS MINING 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, FOKUS MINING autocorrelation shows the relationship between FOKUS MINING stock current value and its past values and can show if there is a momentum factor associated with investing in FOKUS MINING P.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FOKUS Stock
FOKUS MINING financial ratios help investors to determine whether FOKUS 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 FOKUS with respect to the benefits of owning FOKUS MINING security.