Fanuc (Germany) Market Value
| FUC Stock | EUR 21.66 0.06 0.28% |
| Symbol | Fanuc |
Fanuc '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 Fanuc'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 Fanuc.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Fanuc on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Fanuc or generate 0.0% return on investment in Fanuc over 90 days. Fanuc is related to or competes with China BlueChemical, Eastman Chemical, Sinopec Shanghai, Mitsui Chemicals, KINGBOARD CHEMICAL, and G8 EDUCATION. Fanuc Corporation provides factory automation products primarily in the Americas, Europe, and Asia More
Fanuc 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 Fanuc'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 Fanuc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 9.4 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 2.96 |
Fanuc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fanuc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fanuc's standard deviation. In reality, there are many statistical measures that can use Fanuc historical prices to predict the future Fanuc's volatility.| Risk Adjusted Performance | 0.0287 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0889 |
Fanuc Backtested Returns
At this point, Fanuc is not too volatile. Fanuc secures Sharpe Ratio (or Efficiency) of 0.0205, which denotes the company had a 0.0205 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fanuc, which you can use to evaluate the volatility of the firm. Please confirm Fanuc's Mean Deviation of 1.5, downside deviation of 1.91, and Coefficient Of Variation of 3939.85 to check if the risk estimate we provide is consistent with the expected return of 0.0374%. Fanuc has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.43, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fanuc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fanuc is expected to be smaller as well. Fanuc right now shows a risk of 1.82%. Please confirm Fanuc total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Fanuc will be following its price patterns.
Auto-correlation | 0.04 |
Virtually no predictability
Fanuc has virtually no predictability. Overlapping area represents the amount of predictability between Fanuc 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 Fanuc price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Fanuc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Fanuc lagged returns against current returns
Autocorrelation, which is Fanuc 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 Fanuc's stock expected returns. We can calculate the autocorrelation of Fanuc returns to help us make a trade decision. For example, suppose you find that Fanuc 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 |
Fanuc 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 Fanuc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fanuc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fanuc stock over time.
Current vs Lagged Prices |
| Timeline |
Fanuc Lagged Returns
When evaluating Fanuc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fanuc stock have on its future price. Fanuc 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, Fanuc autocorrelation shows the relationship between Fanuc stock current value and its past values and can show if there is a momentum factor associated with investing in Fanuc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Fanuc Stock
Fanuc financial ratios help investors to determine whether Fanuc 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 Fanuc with respect to the benefits of owning Fanuc security.