FMC (Germany) Market Value
| FMQ Stock | EUR 35.92 0.27 0.75% |
| Symbol | FMC |
FMC '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 FMC'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 FMC.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in FMC on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding FMC Corporation or generate 0.0% return on investment in FMC over 90 days. FMC is related to or competes with Corteva, Corteva, Nutrien, Mosaic, CF Industries, Yara International, and YARA INTL. FMC Corporation, an agricultural sciences company, provides crop protection, plant health, precision agriculture, and pr... More
FMC 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 FMC'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 FMC Corporation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.25 | |||
| Information Ratio | 0.0195 | |||
| Maximum Drawdown | 14.36 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 5.69 |
FMC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FMC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FMC's standard deviation. In reality, there are many statistical measures that can use FMC historical prices to predict the future FMC's volatility.| Risk Adjusted Performance | 0.0738 | |||
| Jensen Alpha | 0.2162 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0232 | |||
| Treynor Ratio | (0.72) |
FMC Corporation Backtested Returns
At this point, FMC is very steady. FMC Corporation retains Efficiency (Sharpe Ratio) of 0.0707, which denotes the company had a 0.0707 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for FMC, which you can use to evaluate the volatility of the firm. Please confirm FMC's Market Risk Adjusted Performance of (0.71), downside deviation of 2.25, and Coefficient Of Variation of 1388.49 to check if the risk estimate we provide is consistent with the expected return of 0.19%. FMC has a performance score of 5 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FMC are expected to decrease at a much lower rate. During the bear market, FMC is likely to outperform the market. FMC Corporation at this time owns a risk of 2.7%. Please confirm FMC Corporation semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to decide if FMC Corporation will be following its current price history.
Auto-correlation | 0.30 |
Below average predictability
FMC Corporation has below average predictability. Overlapping area represents the amount of predictability between FMC 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 FMC Corporation price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current FMC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.68 |
FMC Corporation lagged returns against current returns
Autocorrelation, which is FMC 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 FMC's stock expected returns. We can calculate the autocorrelation of FMC returns to help us make a trade decision. For example, suppose you find that FMC 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 |
FMC 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 FMC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FMC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FMC stock over time.
Current vs Lagged Prices |
| Timeline |
FMC Lagged Returns
When evaluating FMC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FMC stock have on its future price. FMC 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, FMC autocorrelation shows the relationship between FMC stock current value and its past values and can show if there is a momentum factor associated with investing in FMC Corporation.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in FMC Stock
When determining whether FMC Corporation offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of FMC's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Fmc Corporation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Fmc Corporation Stock:Check out FMC Correlation, FMC Volatility and FMC Alpha and Beta module to complement your research on FMC. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
FMC technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.