Foresight Environmental (UK) Market Value
| FGEN Stock | 80.60 0.90 1.10% |
| Symbol | Foresight |
Foresight Environmental '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 Foresight Environmental'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 Foresight Environmental.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Foresight Environmental on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Foresight Environmental Infrastructure or generate 0.0% return on investment in Foresight Environmental over 90 days. Foresight Environmental is related to or competes with Tufton Oceanic, Legal General, MG Plc, Intermediate Capital, and FC Investment. Foresight Environmental is entity of United Kingdom More
Foresight Environmental 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 Foresight Environmental'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 Foresight Environmental Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.0757 | |||
| Maximum Drawdown | 5.94 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 2.33 |
Foresight Environmental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Foresight Environmental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Foresight Environmental's standard deviation. In reality, there are many statistical measures that can use Foresight Environmental historical prices to predict the future Foresight Environmental's volatility.| Risk Adjusted Performance | 0.1827 | |||
| Jensen Alpha | 0.2418 | |||
| Total Risk Alpha | 0.0537 | |||
| Sortino Ratio | 0.0837 | |||
| Treynor Ratio | (1.42) |
Foresight Environmental Backtested Returns
Currently, Foresight Environmental Infrastructure is very steady. Foresight Environmental secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Foresight Environmental Infrastructure, which you can use to evaluate the volatility of the firm. Please confirm Foresight Environmental's Coefficient Of Variation of 517.39, downside deviation of 1.08, and Mean Deviation of 0.9253 to check if the risk estimate we provide is consistent with the expected return of 0.19%. Foresight Environmental has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Foresight Environmental are expected to decrease at a much lower rate. During the bear market, Foresight Environmental is likely to outperform the market. Foresight Environmental right now shows a risk of 1.18%. Please confirm Foresight Environmental total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Foresight Environmental will be following its price patterns.
Auto-correlation | 0.34 |
Below average predictability
Foresight Environmental Infrastructure has below average predictability. Overlapping area represents the amount of predictability between Foresight Environmental time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Foresight Environmental price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Foresight Environmental price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 6.78 |
Foresight Environmental lagged returns against current returns
Autocorrelation, which is Foresight Environmental 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 Foresight Environmental's stock expected returns. We can calculate the autocorrelation of Foresight Environmental returns to help us make a trade decision. For example, suppose you find that Foresight Environmental 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 |
Foresight Environmental 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 Foresight Environmental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Foresight Environmental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Foresight Environmental stock over time.
Current vs Lagged Prices |
| Timeline |
Foresight Environmental Lagged Returns
When evaluating Foresight Environmental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Foresight Environmental stock have on its future price. Foresight Environmental 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, Foresight Environmental autocorrelation shows the relationship between Foresight Environmental stock current value and its past values and can show if there is a momentum factor associated with investing in Foresight Environmental Infrastructure.
Regressed Prices |
| Timeline |
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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.Additional Tools for Foresight Stock Analysis
When running Foresight Environmental's price analysis, check to measure Foresight Environmental'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 Foresight Environmental is operating at the current time. Most of Foresight Environmental's value examination focuses on studying past and present price action to predict the probability of Foresight Environmental's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Foresight Environmental's price. Additionally, you may evaluate how the addition of Foresight Environmental to your portfolios can decrease your overall portfolio volatility.