FOS Capital (Australia) Market Value
| FOS Stock | 0.32 0.02 5.88% |
| Symbol | FOS |
FOS Capital '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 FOS Capital'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 FOS Capital.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in FOS Capital on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding FOS Capital or generate 0.0% return on investment in FOS Capital over 90 days. FOS Capital is related to or competes with Super Retail, Hastings Technology, Macquarie Technology, Spirit Technology, and DUG Technology. FOS Capital is entity of Australia. It is traded as Stock on AU exchange. More
FOS Capital 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 FOS Capital'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 FOS Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.16 | |||
| Information Ratio | 0.0347 | |||
| Maximum Drawdown | 24.76 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.67 |
FOS Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FOS Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FOS Capital's standard deviation. In reality, there are many statistical measures that can use FOS Capital historical prices to predict the future FOS Capital's volatility.| Risk Adjusted Performance | 0.0732 | |||
| Jensen Alpha | 0.328 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | 0.0223 | |||
| Treynor Ratio | (0.58) |
FOS Capital Backtested Returns
Currently, FOS Capital is out of control. FOS Capital secures Sharpe Ratio (or Efficiency) of 0.0317, which denotes the company had a 0.0317 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for FOS Capital, which you can use to evaluate the volatility of the firm. Please confirm FOS Capital's Downside Deviation of 6.16, market risk adjusted performance of (0.57), and Mean Deviation of 2.24 to check if the risk estimate we provide is consistent with the expected return of 0.11%. FOS Capital has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.46, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning FOS Capital are expected to decrease at a much lower rate. During the bear market, FOS Capital is likely to outperform the market. FOS Capital currently shows a risk of 3.44%. Please confirm FOS Capital treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if FOS Capital will be following its price patterns.
Auto-correlation | 0.22 |
Weak predictability
FOS Capital has weak predictability. Overlapping area represents the amount of predictability between FOS Capital time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 FOS Capital price movement. The serial correlation of 0.22 indicates that over 22.0% of current FOS Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FOS Capital lagged returns against current returns
Autocorrelation, which is FOS Capital 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 FOS Capital's stock expected returns. We can calculate the autocorrelation of FOS Capital returns to help us make a trade decision. For example, suppose you find that FOS Capital 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 |
FOS Capital 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 FOS Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FOS Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FOS Capital stock over time.
Current vs Lagged Prices |
| Timeline |
FOS Capital Lagged Returns
When evaluating FOS Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FOS Capital stock have on its future price. FOS Capital 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, FOS Capital autocorrelation shows the relationship between FOS Capital stock current value and its past values and can show if there is a momentum factor associated with investing in FOS Capital.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for FOS Stock Analysis
When running FOS Capital's price analysis, check to measure FOS Capital'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 FOS Capital is operating at the current time. Most of FOS Capital's value examination focuses on studying past and present price action to predict the probability of FOS Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FOS Capital's price. Additionally, you may evaluate how the addition of FOS Capital to your portfolios can decrease your overall portfolio volatility.