Forvia SE (France) Market Value
| FRVIA Stock | 9.80 0.02 0.20% |
| Symbol | Forvia |
Forvia SE '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 Forvia SE'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 Forvia SE.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Forvia SE on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Forvia SE or generate 0.0% return on investment in Forvia SE over 90 days.
Forvia SE 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 Forvia SE'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 Forvia SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.2143 | |||
| Maximum Drawdown | 13.36 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 6.93 |
Forvia SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Forvia SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Forvia SE's standard deviation. In reality, there are many statistical measures that can use Forvia SE historical prices to predict the future Forvia SE's volatility.| Risk Adjusted Performance | 0.251 | |||
| Jensen Alpha | 0.8 | |||
| Total Risk Alpha | 0.3529 | |||
| Sortino Ratio | 0.3075 | |||
| Treynor Ratio | (3.54) |
Forvia SE Backtested Returns
Forvia SE appears to be somewhat reliable, given 3 months investment horizon. Forvia SE secures Sharpe Ratio (or Efficiency) of 0.24, which denotes the company had a 0.24 % return per unit of risk over the last 3 months. By reviewing Forvia SE's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please utilize Forvia SE's Mean Deviation of 2.31, downside deviation of 2.08, and Coefficient Of Variation of 382.59 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Forvia SE holds a performance score of 18. The firm shows a Beta (market volatility) of -0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Forvia SE are expected to decrease at a much lower rate. During the bear market, Forvia SE is likely to outperform the market. Please check Forvia SE's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Forvia SE's price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
Forvia SE has good predictability. Overlapping area represents the amount of predictability between Forvia SE 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 Forvia SE price movement. The serial correlation of 0.78 indicates that around 78.0% of current Forvia SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Forvia SE lagged returns against current returns
Autocorrelation, which is Forvia SE 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 Forvia SE's stock expected returns. We can calculate the autocorrelation of Forvia SE returns to help us make a trade decision. For example, suppose you find that Forvia SE 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 |
Forvia SE 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 Forvia SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Forvia SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Forvia SE stock over time.
Current vs Lagged Prices |
| Timeline |
Forvia SE Lagged Returns
When evaluating Forvia SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Forvia SE stock have on its future price. Forvia SE 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, Forvia SE autocorrelation shows the relationship between Forvia SE stock current value and its past values and can show if there is a momentum factor associated with investing in Forvia SE.
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 Forvia Stock Analysis
When running Forvia SE's price analysis, check to measure Forvia SE'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 Forvia SE is operating at the current time. Most of Forvia SE's value examination focuses on studying past and present price action to predict the probability of Forvia SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Forvia SE's price. Additionally, you may evaluate how the addition of Forvia SE to your portfolios can decrease your overall portfolio volatility.