Fletcher King (UK) Market Value
| FLK Stock | 36.00 0.00 0.00% |
| Symbol | Fletcher |
Fletcher King '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 Fletcher King'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 Fletcher King.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Fletcher King on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Fletcher King Plc or generate 0.0% return on investment in Fletcher King over 90 days. Fletcher King is related to or competes with Derwent London, Supermarket Income, Workspace Group, Samsung Electronics, Itaconix Plc, Judges Scientific, and Taylor Wimpey. Fletcher King is entity of United Kingdom More
Fletcher King 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 Fletcher King'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 Fletcher King Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0977 | |||
| Maximum Drawdown | 21.98 | |||
| Potential Upside | 1.75 |
Fletcher King Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fletcher King's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fletcher King's standard deviation. In reality, there are many statistical measures that can use Fletcher King historical prices to predict the future Fletcher King's volatility.| Risk Adjusted Performance | 0.1505 | |||
| Jensen Alpha | 0.3468 | |||
| Total Risk Alpha | 0.0258 | |||
| Treynor Ratio | 1.84 |
Fletcher King Plc Backtested Returns
Fletcher King appears to be very steady, given 3 months investment horizon. Fletcher King Plc 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-one technical indicators for Fletcher King Plc, which you can use to evaluate the volatility of the firm. Please utilize Fletcher King's Standard Deviation of 2.48, mean deviation of 0.9534, and Variance of 6.16 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fletcher King holds a performance score of 12. The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, Fletcher King's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fletcher King is expected to be smaller as well. Please check Fletcher King's total risk alpha, accumulation distribution, and the relationship between the information ratio and skewness , to make a quick decision on whether Fletcher King's price patterns will revert.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Fletcher King Plc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Fletcher King 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 Fletcher King Plc price movement. The serial correlation of -0.18 indicates that over 18.0% of current Fletcher King price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Fletcher King Plc lagged returns against current returns
Autocorrelation, which is Fletcher King 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 Fletcher King's stock expected returns. We can calculate the autocorrelation of Fletcher King returns to help us make a trade decision. For example, suppose you find that Fletcher King 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 |
Fletcher King 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 Fletcher King stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fletcher King stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fletcher King stock over time.
Current vs Lagged Prices |
| Timeline |
Fletcher King Lagged Returns
When evaluating Fletcher King's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fletcher King stock have on its future price. Fletcher King 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, Fletcher King autocorrelation shows the relationship between Fletcher King stock current value and its past values and can show if there is a momentum factor associated with investing in Fletcher King Plc.
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 Fletcher Stock
Fletcher King financial ratios help investors to determine whether Fletcher 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 Fletcher with respect to the benefits of owning Fletcher King security.