FUJIFILM HOLDINGS (Germany) Market Value
| FJI Stock | EUR 17.43 0.16 0.91% |
| Symbol | FUJIFILM |
FUJIFILM HOLDINGS '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 FUJIFILM HOLDINGS'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 FUJIFILM HOLDINGS.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in FUJIFILM HOLDINGS on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding FUJIFILM HOLDINGS or generate 0.0% return on investment in FUJIFILM HOLDINGS over 90 days. FUJIFILM HOLDINGS is related to or competes with Air Lease, WILLIS LEASE, CSSC Offshore, GungHo Online, Scandinavian Tobacco, Solstad Offshore, and UNITED RENTALS. More
FUJIFILM HOLDINGS 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 FUJIFILM HOLDINGS'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 FUJIFILM HOLDINGS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9453 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.14 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 2.46 |
FUJIFILM HOLDINGS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FUJIFILM HOLDINGS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FUJIFILM HOLDINGS's standard deviation. In reality, there are many statistical measures that can use FUJIFILM HOLDINGS historical prices to predict the future FUJIFILM HOLDINGS's volatility.| Risk Adjusted Performance | 0.0737 | |||
| Jensen Alpha | 0.0979 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.44) |
FUJIFILM HOLDINGS Backtested Returns
Currently, FUJIFILM HOLDINGS is very steady. FUJIFILM HOLDINGS secures Sharpe Ratio (or Efficiency) of 0.0322, which denotes the company had a 0.0322 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for FUJIFILM HOLDINGS, which you can use to evaluate the volatility of the firm. Please confirm FUJIFILM HOLDINGS's Semi Deviation of 0.544, downside deviation of 0.9453, and Mean Deviation of 0.6506 to check if the risk estimate we provide is consistent with the expected return of 0.0346%. FUJIFILM HOLDINGS has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FUJIFILM HOLDINGS are expected to decrease at a much lower rate. During the bear market, FUJIFILM HOLDINGS is likely to outperform the market. FUJIFILM HOLDINGS currently shows a risk of 1.07%. Please confirm FUJIFILM HOLDINGS treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if FUJIFILM HOLDINGS will be following its price patterns.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
FUJIFILM HOLDINGS has almost perfect reverse predictability. Overlapping area represents the amount of predictability between FUJIFILM HOLDINGS time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 FUJIFILM HOLDINGS price movement. The serial correlation of -0.76 indicates that around 76.0% of current FUJIFILM HOLDINGS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
FUJIFILM HOLDINGS lagged returns against current returns
Autocorrelation, which is FUJIFILM HOLDINGS 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 FUJIFILM HOLDINGS's stock expected returns. We can calculate the autocorrelation of FUJIFILM HOLDINGS returns to help us make a trade decision. For example, suppose you find that FUJIFILM HOLDINGS 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 |
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FUJIFILM HOLDINGS 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 FUJIFILM HOLDINGS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FUJIFILM HOLDINGS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FUJIFILM HOLDINGS stock over time.
Current vs Lagged Prices |
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FUJIFILM HOLDINGS Lagged Returns
When evaluating FUJIFILM HOLDINGS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FUJIFILM HOLDINGS stock have on its future price. FUJIFILM HOLDINGS 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, FUJIFILM HOLDINGS autocorrelation shows the relationship between FUJIFILM HOLDINGS stock current value and its past values and can show if there is a momentum factor associated with investing in FUJIFILM HOLDINGS.
Regressed Prices |
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Additional Tools for FUJIFILM Stock Analysis
When running FUJIFILM HOLDINGS's price analysis, check to measure FUJIFILM HOLDINGS'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 FUJIFILM HOLDINGS is operating at the current time. Most of FUJIFILM HOLDINGS's value examination focuses on studying past and present price action to predict the probability of FUJIFILM HOLDINGS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FUJIFILM HOLDINGS's price. Additionally, you may evaluate how the addition of FUJIFILM HOLDINGS to your portfolios can decrease your overall portfolio volatility.