Fresenius (Germany) Market Value
| FRE Stock | EUR 40.73 0.40 0.97% |
| Symbol | Fresenius |
Fresenius '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 Fresenius' 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 Fresenius.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Fresenius on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Fresenius SE Co or generate 0.0% return on investment in Fresenius over 90 days. Fresenius is related to or competes with WillScot Mobile, Gamma Communications, DeVry Education, Adtalem Global, Charter Communications, and Singapore Telecommunicatio. KGaA, a health care group, provides products and services for dialysis, hospitals, and outpatient medical care worldwide More
Fresenius 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 Fresenius' 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 Fresenius SE Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.27 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 1.97 |
Fresenius Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fresenius' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fresenius' standard deviation. In reality, there are many statistical measures that can use Fresenius historical prices to predict the future Fresenius' volatility.| Risk Adjusted Performance | 0.0849 | |||
| Jensen Alpha | 0.0562 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.328 |
Fresenius SE Backtested Returns
At this point, Fresenius is very steady. Fresenius SE secures Sharpe Ratio (or Efficiency) of 0.0735, which denotes the company had a 0.0735 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fresenius SE Co, which you can use to evaluate the volatility of the firm. Please confirm Fresenius' Downside Deviation of 1.08, coefficient of variation of 1126.83, and Mean Deviation of 0.9342 to check if the risk estimate we provide is consistent with the expected return of 0.0868%. Fresenius has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Fresenius' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fresenius is expected to be smaller as well. Fresenius SE right now shows a risk of 1.18%. Please confirm Fresenius SE semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Fresenius SE will be following its price patterns.
Auto-correlation | -0.88 |
Excellent reverse predictability
Fresenius SE Co has excellent reverse predictability. Overlapping area represents the amount of predictability between Fresenius 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 Fresenius SE price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Fresenius price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
Fresenius SE lagged returns against current returns
Autocorrelation, which is Fresenius 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 Fresenius' stock expected returns. We can calculate the autocorrelation of Fresenius returns to help us make a trade decision. For example, suppose you find that Fresenius 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 |
Fresenius 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 Fresenius stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fresenius stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fresenius stock over time.
Current vs Lagged Prices |
| Timeline |
Fresenius Lagged Returns
When evaluating Fresenius' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fresenius stock have on its future price. Fresenius 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, Fresenius autocorrelation shows the relationship between Fresenius stock current value and its past values and can show if there is a momentum factor associated with investing in Fresenius SE Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Fresenius Stock
Fresenius financial ratios help investors to determine whether Fresenius 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 Fresenius with respect to the benefits of owning Fresenius security.