Forbo Holding (Switzerland) Market Value
| FORN Stock | CHF 891.00 9.00 1.00% |
| Symbol | Forbo |
Forbo Holding '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 Forbo Holding'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 Forbo Holding.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Forbo Holding on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Forbo Holding AG or generate 0.0% return on investment in Forbo Holding over 90 days. Forbo Holding is related to or competes with Bucher Industries, Interroll Holding, Emmi AG, Belimo Holding, and EMS CHEMIE. Forbo Holding AG produces and sells floor coverings, building and construction adhesives, and power transmission and con... More
Forbo Holding 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 Forbo Holding'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 Forbo Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.0879 | |||
| Maximum Drawdown | 9.29 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 3.0 |
Forbo Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Forbo Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Forbo Holding's standard deviation. In reality, there are many statistical measures that can use Forbo Holding historical prices to predict the future Forbo Holding's volatility.| Risk Adjusted Performance | 0.1677 | |||
| Jensen Alpha | 0.3286 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0895 | |||
| Treynor Ratio | 5.64 |
Forbo Holding AG Backtested Returns
Forbo Holding appears to be very steady, given 3 months investment horizon. Forbo Holding AG secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Forbo Holding AG, which you can use to evaluate the volatility of the firm. Please utilize Forbo Holding's Coefficient Of Variation of 555.68, mean deviation of 1.39, and Downside Deviation of 1.9 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Forbo Holding holds a performance score of 9. The firm shows a Beta (market volatility) of 0.06, which means not very significant fluctuations relative to the market. As returns on the market increase, Forbo Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Forbo Holding is expected to be smaller as well. Please check Forbo Holding's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Forbo Holding's price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Forbo Holding AG has good predictability. Overlapping area represents the amount of predictability between Forbo Holding time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Forbo Holding AG price movement. The serial correlation of 0.67 indicates that around 67.0% of current Forbo Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 929.84 |
Forbo Holding AG lagged returns against current returns
Autocorrelation, which is Forbo Holding 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 Forbo Holding's stock expected returns. We can calculate the autocorrelation of Forbo Holding returns to help us make a trade decision. For example, suppose you find that Forbo Holding 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 |
Forbo Holding 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 Forbo Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Forbo Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Forbo Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Forbo Holding Lagged Returns
When evaluating Forbo Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Forbo Holding stock have on its future price. Forbo Holding 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, Forbo Holding autocorrelation shows the relationship between Forbo Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Forbo Holding AG.
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 Forbo Stock Analysis
When running Forbo Holding's price analysis, check to measure Forbo Holding'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 Forbo Holding is operating at the current time. Most of Forbo Holding's value examination focuses on studying past and present price action to predict the probability of Forbo Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Forbo Holding's price. Additionally, you may evaluate how the addition of Forbo Holding to your portfolios can decrease your overall portfolio volatility.