Fintech Chain (Australia) Market Value
| FTC Stock | 0 0 25.00% |
| Symbol | Fintech |
Fintech Chain '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 Fintech Chain'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 Fintech Chain.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Fintech Chain on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Fintech Chain or generate 0.0% return on investment in Fintech Chain over 90 days. Fintech Chain is related to or competes with Aneka Tambang, BHP, RIO Tinto, Commonwealth Bank, Commonwealth Bank, Commonwealth Bank, and Commonwealth Bank. Fintech Chain is entity of Australia. It is traded as Stock on AU exchange. More
Fintech Chain 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 Fintech Chain'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 Fintech Chain upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 40.65 | |||
| Information Ratio | 0.0814 | |||
| Maximum Drawdown | 125.0 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 50.0 |
Fintech Chain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fintech Chain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fintech Chain's standard deviation. In reality, there are many statistical measures that can use Fintech Chain historical prices to predict the future Fintech Chain's volatility.| Risk Adjusted Performance | 0.0915 | |||
| Jensen Alpha | 2.17 | |||
| Total Risk Alpha | (1.19) | |||
| Sortino Ratio | 0.045 | |||
| Treynor Ratio | (1.20) |
Fintech Chain Backtested Returns
Fintech Chain is out of control given 3 months investment horizon. Fintech Chain secures Sharpe Ratio (or Efficiency) of 0.0573, which denotes the company had a 0.0573 % return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.27% are justified by taking the suggested risk. Use Fintech Chain Coefficient Of Variation of 1140.16, mean deviation of 10.95, and Downside Deviation of 40.65 to evaluate company specific risk that cannot be diversified away. Fintech Chain holds a performance score of 4 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.63, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Fintech Chain are expected to decrease by larger amounts. On the other hand, during market turmoil, Fintech Chain is expected to outperform it. Use Fintech Chain information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on Fintech Chain.
Auto-correlation | -0.08 |
Very weak reverse predictability
Fintech Chain has very weak reverse predictability. Overlapping area represents the amount of predictability between Fintech Chain time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Fintech Chain price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Fintech Chain price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fintech Chain lagged returns against current returns
Autocorrelation, which is Fintech Chain 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 Fintech Chain's stock expected returns. We can calculate the autocorrelation of Fintech Chain returns to help us make a trade decision. For example, suppose you find that Fintech Chain 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 |
Fintech Chain 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 Fintech Chain stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fintech Chain stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fintech Chain stock over time.
Current vs Lagged Prices |
| Timeline |
Fintech Chain Lagged Returns
When evaluating Fintech Chain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fintech Chain stock have on its future price. Fintech Chain 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, Fintech Chain autocorrelation shows the relationship between Fintech Chain stock current value and its past values and can show if there is a momentum factor associated with investing in Fintech Chain.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Fintech Stock Analysis
When running Fintech Chain's price analysis, check to measure Fintech Chain'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 Fintech Chain is operating at the current time. Most of Fintech Chain's value examination focuses on studying past and present price action to predict the probability of Fintech Chain's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fintech Chain's price. Additionally, you may evaluate how the addition of Fintech Chain to your portfolios can decrease your overall portfolio volatility.