Fiverr International (Germany) Market Value
| 11V Stock | EUR 30.13 0.73 2.37% |
| Symbol | Fiverr |
Fiverr International '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 Fiverr International'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 Fiverr International.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Fiverr International on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Fiverr International or generate 0.0% return on investment in Fiverr International over 720 days. Fiverr International is related to or competes with British American, NTG Nordic, JAPAN TOBACCO, and BRIT AMER. Fiverr International Ltd. operates an online marketplace worldwide More
Fiverr International 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 Fiverr International'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 Fiverr International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.47 | |||
| Information Ratio | 0.0829 | |||
| Maximum Drawdown | 23.46 | |||
| Value At Risk | (3.74) | |||
| Potential Upside | 5.66 |
Fiverr International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fiverr International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fiverr International's standard deviation. In reality, there are many statistical measures that can use Fiverr International historical prices to predict the future Fiverr International's volatility.| Risk Adjusted Performance | 0.099 | |||
| Jensen Alpha | 0.3096 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.1221 | |||
| Treynor Ratio | 0.4507 |
Fiverr International Backtested Returns
Fiverr International appears to be not too volatile, given 3 months investment horizon. Fiverr International secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Fiverr International, which you can use to evaluate the volatility of the firm. Please utilize Fiverr International's Coefficient Of Variation of 842.02, downside deviation of 2.47, and Mean Deviation of 2.48 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fiverr International holds a performance score of 8. The firm shows a Beta (market volatility) of 0.94, which means possible diversification benefits within a given portfolio. Fiverr International returns are very sensitive to returns on the market. As the market goes up or down, Fiverr International is expected to follow. Please check Fiverr International's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Fiverr International's price patterns will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Fiverr International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Fiverr International time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fiverr International price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Fiverr International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 6.45 |
Fiverr International lagged returns against current returns
Autocorrelation, which is Fiverr International 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 Fiverr International's stock expected returns. We can calculate the autocorrelation of Fiverr International returns to help us make a trade decision. For example, suppose you find that Fiverr International 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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Fiverr International 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 Fiverr International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fiverr International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fiverr International stock over time.
Current vs Lagged Prices |
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Fiverr International Lagged Returns
When evaluating Fiverr International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fiverr International stock have on its future price. Fiverr International 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, Fiverr International autocorrelation shows the relationship between Fiverr International stock current value and its past values and can show if there is a momentum factor associated with investing in Fiverr International.
Regressed Prices |
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Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Fiverr Stock
When determining whether Fiverr International is a strong investment it is important to analyze Fiverr International's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Fiverr International's future performance. For an informed investment choice regarding Fiverr Stock, refer to the following important reports:Check out Fiverr International Correlation, Fiverr International Volatility and Fiverr International Alpha and Beta module to complement your research on Fiverr International. For more detail on how to invest in Fiverr Stock please use our How to Invest in Fiverr International guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Fiverr International 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.