Global Ferronickel (Philippines) Market Value
| FNI Stock | 1.25 0.01 0.81% |
| Symbol | Global |
Global Ferronickel '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 Global Ferronickel'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 Global Ferronickel.
| 06/13/2025 |
| 07/13/2025 |
If you would invest 0.00 in Global Ferronickel on June 13, 2025 and sell it all today you would earn a total of 0.00 from holding Global Ferronickel Holdings or generate 0.0% return on investment in Global Ferronickel over 30 days. Global Ferronickel is related to or competes with Transpacific Broadband, Semirara Mining, Pacificonline Systems, Philex Mining, Crown Asia, and Converge Information. More
Global Ferronickel 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 Global Ferronickel'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 Global Ferronickel Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.89 | |||
| Information Ratio | 0.0124 | |||
| Maximum Drawdown | 62.75 | |||
| Value At Risk | (4.67) | |||
| Potential Upside | 3.92 |
Global Ferronickel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Ferronickel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Ferronickel's standard deviation. In reality, there are many statistical measures that can use Global Ferronickel historical prices to predict the future Global Ferronickel's volatility.| Risk Adjusted Performance | 0.0787 | |||
| Jensen Alpha | 0.304 | |||
| Total Risk Alpha | (0.76) | |||
| Sortino Ratio | 0.016 | |||
| Treynor Ratio | 7.27 |
Global Ferronickel Backtested Returns
Global Ferronickel appears to be abnormally volatile, given 3 months investment horizon. Global Ferronickel holds Efficiency (Sharpe) Ratio of 0.0581, which attests that the entity had a 0.0581 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Global Ferronickel, which you can use to evaluate the volatility of the firm. Please utilize Global Ferronickel's Market Risk Adjusted Performance of 7.28, risk adjusted performance of 0.0787, and Downside Deviation of 4.89 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Global Ferronickel holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 0.0432, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Ferronickel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Ferronickel is expected to be smaller as well. Please check Global Ferronickel's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Global Ferronickel's current trending patterns will revert.
Auto-correlation | -0.57 |
Good reverse predictability
Global Ferronickel Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Global Ferronickel time series from 13th of June 2025 to 28th of June 2025 and 28th of June 2025 to 13th 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 Global Ferronickel price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Global Ferronickel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Global Ferronickel lagged returns against current returns
Autocorrelation, which is Global Ferronickel 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 Global Ferronickel's stock expected returns. We can calculate the autocorrelation of Global Ferronickel returns to help us make a trade decision. For example, suppose you find that Global Ferronickel 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 |
Global Ferronickel 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 Global Ferronickel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Ferronickel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Ferronickel stock over time.
Current vs Lagged Prices |
| Timeline |
Global Ferronickel Lagged Returns
When evaluating Global Ferronickel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Ferronickel stock have on its future price. Global Ferronickel 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, Global Ferronickel autocorrelation shows the relationship between Global Ferronickel stock current value and its past values and can show if there is a momentum factor associated with investing in Global Ferronickel Holdings.
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 Global Stock
Global Ferronickel financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Ferronickel security.