Facc AG (Austria) Price on November 20, 2024
FACC Stock | EUR 6.24 0.03 0.48% |
If you're considering investing in Facc Stock, it is important to understand the factors that can impact its price. As of today, the current price of Facc AG stands at 6.24, as last reported on the 25th of November, with the highest price reaching 6.28 and the lowest price hitting 6.06 during the day. Facc AG secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11% return per unit of standard deviation over the last 3 months. Facc AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Facc AG's Standard Deviation of 1.98, coefficient of variation of (969.55), and Mean Deviation of 1.49 to check the risk estimate we provide.
Facc Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Facc |
Sharpe Ratio = -0.1064
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | ||||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns | FACC |
Estimated Market Risk
1.99 actual daily | 17 83% of assets are more volatile |
Expected Return
-0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Facc AG is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Facc AG by adding Facc AG to a well-diversified portfolio.
Facc AG Valuation on November 20, 2024
It is possible to determine the worth of Facc AG on a given historical date. On November 20, 2024 Facc was worth 6.34 at the beginning of the trading date compared to the closed value of 6.13. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Facc AG stock. Still, in general, we apply an absolute valuation method to find Facc AG's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Facc AG where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Facc AG's related companies.
Open | High | Low | Close | Volume | |
6.58 | 6.58 | 6.25 | 6.31 | 27,661 | |
11/20/2024 | 6.34 | 6.34 | 6.11 | 6.13 | 25,698 |
6.20 | 6.26 | 6.10 | 6.22 | 26,705 |
Backtest Facc AG | | | Facc AG History | | | Facc AG Valuation | Previous | Next |
Facc AG Trading Date Momentum on November 20, 2024
On November 21 2024 Facc AG was traded for 6.22 at the closing time. The highest price during the trading period was 6.26 and the lowest recorded bid was listed for 6.10 . The volume for the day was 26.7 K. This history from November 21, 2024 contributed to the next trading day price growth. The overall trading delta to the next closing price was 1.47% . The overall trading delta to the current price is 1.47% . |
Facc AG Fundamentals Correlations and Trends
By evaluating Facc AG's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Facc AG's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Facc financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Facc AG Stock history
Facc AG investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Facc is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Facc AG will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Facc AG stock prices may prove useful in developing a viable investing in Facc AG
Facc AG Stock Technical Analysis
Facc AG technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Facc AG Period Price Range
Low | November 25, 2024
| High |
0.00 | 0.00 |
Facc AG cannot be verified against its exchange. Please verify the symbol is currently traded on Vienna Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Facc AG November 25, 2024 Market Strength
Market strength indicators help investors to evaluate how Facc AG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Facc AG shares will generate the highest return on investment. By undertsting and applying Facc AG stock market strength indicators, traders can identify Facc AG entry and exit signals to maximize returns
Facc AG Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Facc AG's price direction in advance. Along with the technical and fundamental analysis of Facc Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Facc to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | (0.07) | |||
Jensen Alpha | (0.27) | |||
Total Risk Alpha | (0.53) | |||
Treynor Ratio | (0.48) |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Complementary Tools for Facc Stock analysis
When running Facc AG's price analysis, check to measure Facc AG'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 Facc AG is operating at the current time. Most of Facc AG's value examination focuses on studying past and present price action to predict the probability of Facc AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Facc AG's price. Additionally, you may evaluate how the addition of Facc AG to your portfolios can decrease your overall portfolio volatility.
Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |