FDC (India) Market Value
| FDC Stock | 489.50 8.65 1.74% |
| Symbol | FDC |
FDC '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 FDC'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 FDC.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in FDC on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding FDC Limited or generate 0.0% return on investment in FDC over 90 days. FDC is related to or competes with Sarveshwar Foods, Radiant Cash, Dhampur Bio, Vinati Organics, Som Distilleries, UTI Asset, and Univa Foods. FDC is entity of India. It is traded as Stock on NSE exchange. More
FDC 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 FDC'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 FDC Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | 0.043 | |||
| Maximum Drawdown | 5.66 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 2.85 |
FDC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FDC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FDC's standard deviation. In reality, there are many statistical measures that can use FDC historical prices to predict the future FDC's volatility.| Risk Adjusted Performance | 0.1325 | |||
| Jensen Alpha | 0.2025 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0479 | |||
| Treynor Ratio | (3.20) |
FDC Limited Backtested Returns
FDC appears to be very steady, given 3 months investment horizon. FDC Limited retains Efficiency (Sharpe Ratio) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for FDC, which you can use to evaluate the volatility of the firm. Please utilize FDC's Coefficient Of Variation of 725.17, downside deviation of 1.33, and Market Risk Adjusted Performance of (3.19) to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FDC holds a performance score of 10. The firm owns a Beta (Systematic Risk) of -0.0608, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FDC are expected to decrease at a much lower rate. During the bear market, FDC is likely to outperform the market. Please check FDC's semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether FDC's current price history will revert.
Auto-correlation | 0.67 |
Good predictability
FDC Limited has good predictability. Overlapping area represents the amount of predictability between FDC 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 FDC Limited price movement. The serial correlation of 0.67 indicates that around 67.0% of current FDC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 506.08 |
FDC Limited lagged returns against current returns
Autocorrelation, which is FDC 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 FDC's stock expected returns. We can calculate the autocorrelation of FDC returns to help us make a trade decision. For example, suppose you find that FDC 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 |
FDC 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 FDC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FDC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FDC stock over time.
Current vs Lagged Prices |
| Timeline |
FDC Lagged Returns
When evaluating FDC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FDC stock have on its future price. FDC 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, FDC autocorrelation shows the relationship between FDC stock current value and its past values and can show if there is a momentum factor associated with investing in FDC Limited.
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 FDC Stock
FDC financial ratios help investors to determine whether FDC 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 FDC with respect to the benefits of owning FDC security.