FIDELITY NATL INFORMATION Market Value
| 31620MAZ9 | 82.35 0.00 0.00% |
| Symbol | FIDELITY |
FIDELITY '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 FIDELITY's bond 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 FIDELITY.
| 06/19/2025 |
| 07/19/2025 |
If you would invest 0.00 in FIDELITY on June 19, 2025 and sell it all today you would earn a total of 0.00 from holding FIDELITY NATL INFORMATION or generate 0.0% return on investment in FIDELITY over 30 days. FIDELITY is related to or competes with 00108WAF7, Dave, Nike, Super Micro, Huabao International, Boeing, and Morgan Stanley. More
FIDELITY 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 FIDELITY's bond 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 FIDELITY NATL INFORMATION upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 22.54 | |||
| Value At Risk | (6.71) | |||
| Potential Upside | 4.83 |
FIDELITY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FIDELITY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FIDELITY's standard deviation. In reality, there are many statistical measures that can use FIDELITY historical prices to predict the future FIDELITY's volatility.| Risk Adjusted Performance | 0.0029 | |||
| Jensen Alpha | 0.0855 | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | 0.0318 |
FIDELITY NATL INFORMATION Backtested Returns
FIDELITY appears to be very steady, given 3 months investment horizon. FIDELITY NATL INFORMATION secures Sharpe Ratio (or Efficiency) of 0.24, which denotes the bond had a 0.24 % return per unit of return volatility over the last 3 months. By analyzing FIDELITY's technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please utilize FIDELITY's standard deviation of 3.59, and Mean Deviation of 2.21 to check if our risk estimates are consistent with your expectations. The bond shows a Beta (market volatility) of -0.86, which means possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning FIDELITY are expected to decrease slowly. On the other hand, during market turmoil, FIDELITY is expected to outperform it slightly.
Auto-correlation | 0.00 |
No correlation between past and present
FIDELITY NATL INFORMATION has no correlation between past and present. Overlapping area represents the amount of predictability between FIDELITY time series from 19th of June 2025 to 4th of July 2025 and 4th of July 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 FIDELITY NATL INFORMATION price movement. The serial correlation of 0.0 indicates that just 0.0% of current FIDELITY price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FIDELITY NATL INFORMATION lagged returns against current returns
Autocorrelation, which is FIDELITY bond'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 FIDELITY's bond expected returns. We can calculate the autocorrelation of FIDELITY returns to help us make a trade decision. For example, suppose you find that FIDELITY has exhibited high autocorrelation historically, and you observe that the bond 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 |
FIDELITY 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 FIDELITY bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FIDELITY bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FIDELITY bond over time.
Current vs Lagged Prices |
| Timeline |
FIDELITY Lagged Returns
When evaluating FIDELITY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FIDELITY bond have on its future price. FIDELITY 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, FIDELITY autocorrelation shows the relationship between FIDELITY bond current value and its past values and can show if there is a momentum factor associated with investing in FIDELITY NATL INFORMATION.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in FIDELITY Bond
FIDELITY financial ratios help investors to determine whether FIDELITY Bond 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 FIDELITY with respect to the benefits of owning FIDELITY security.