FIREWEED METALS (Germany) Market Value
| M0G Stock | 1.66 0.01 0.60% |
| Symbol | FIREWEED |
FIREWEED METALS '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 FIREWEED METALS'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 FIREWEED METALS.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in FIREWEED METALS on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding FIREWEED METALS P or generate 0.0% return on investment in FIREWEED METALS over 90 days. FIREWEED METALS is related to or competes with Ultra Clean, Fast Retailing, H2O Retailing, LION ONE, and PARKEN Sport. More
FIREWEED METALS 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 FIREWEED METALS'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 FIREWEED METALS P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.1835 | |||
| Maximum Drawdown | 17.36 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 6.03 |
FIREWEED METALS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FIREWEED METALS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FIREWEED METALS's standard deviation. In reality, there are many statistical measures that can use FIREWEED METALS historical prices to predict the future FIREWEED METALS's volatility.| Risk Adjusted Performance | 0.2194 | |||
| Jensen Alpha | 0.7096 | |||
| Total Risk Alpha | 0.2706 | |||
| Sortino Ratio | 0.2706 | |||
| Treynor Ratio | 8.31 |
FIREWEED METALS P Backtested Returns
FIREWEED METALS appears to be very risky, given 3 months investment horizon. FIREWEED METALS P secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the company had a 0.2 % return per unit of volatility over the last 3 months. By evaluating FIREWEED METALS's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please utilize FIREWEED METALS's Market Risk Adjusted Performance of 8.32, downside deviation of 2.18, and Mean Deviation of 2.3 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FIREWEED METALS holds a performance score of 15. The firm shows a Beta (market volatility) of 0.0868, which means not very significant fluctuations relative to the market. As returns on the market increase, FIREWEED METALS's returns are expected to increase less than the market. However, during the bear market, the loss of holding FIREWEED METALS is expected to be smaller as well. Please check FIREWEED METALS's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether FIREWEED METALS's price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
FIREWEED METALS P has good predictability. Overlapping area represents the amount of predictability between FIREWEED METALS 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 FIREWEED METALS P price movement. The serial correlation of 0.73 indicates that around 73.0% of current FIREWEED METALS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
FIREWEED METALS P lagged returns against current returns
Autocorrelation, which is FIREWEED METALS 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 FIREWEED METALS's stock expected returns. We can calculate the autocorrelation of FIREWEED METALS returns to help us make a trade decision. For example, suppose you find that FIREWEED METALS 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 |
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FIREWEED METALS 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 FIREWEED METALS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FIREWEED METALS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FIREWEED METALS stock over time.
Current vs Lagged Prices |
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FIREWEED METALS Lagged Returns
When evaluating FIREWEED METALS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FIREWEED METALS stock have on its future price. FIREWEED METALS 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, FIREWEED METALS autocorrelation shows the relationship between FIREWEED METALS stock current value and its past values and can show if there is a momentum factor associated with investing in FIREWEED METALS P.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FIREWEED Stock
FIREWEED METALS financial ratios help investors to determine whether FIREWEED 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 FIREWEED with respect to the benefits of owning FIREWEED METALS security.