Facc AG (Germany) Market Value
| 1FC Stock | EUR 11.44 0.08 0.70% |
| Symbol | Facc |
Facc AG '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 Facc AG'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 Facc AG.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Facc AG on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Facc AG or generate 0.0% return on investment in Facc AG over 90 days. Facc AG is related to or competes with Ducommun Incorporated, Ehang Holdings, L3Harris Technologies, Ballard Power, Standard Lithium, and VSE. Facc AG is entity of Germany. It is traded as Stock on F exchange. More
Facc AG 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 Facc AG'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 Facc AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.1557 | |||
| Maximum Drawdown | 10.91 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 4.15 |
Facc AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Facc AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Facc AG's standard deviation. In reality, there are many statistical measures that can use Facc AG historical prices to predict the future Facc AG's volatility.| Risk Adjusted Performance | 0.1421 | |||
| Jensen Alpha | 0.394 | |||
| Total Risk Alpha | 0.2411 | |||
| Sortino Ratio | 0.1687 | |||
| Treynor Ratio | 1.36 |
Facc AG February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1421 | |||
| Market Risk Adjusted Performance | 1.37 | |||
| Mean Deviation | 1.79 | |||
| Semi Deviation | 1.82 | |||
| Downside Deviation | 2.11 | |||
| Coefficient Of Variation | 543.65 | |||
| Standard Deviation | 2.29 | |||
| Variance | 5.22 | |||
| Information Ratio | 0.1557 | |||
| Jensen Alpha | 0.394 | |||
| Total Risk Alpha | 0.2411 | |||
| Sortino Ratio | 0.1687 | |||
| Treynor Ratio | 1.36 | |||
| Maximum Drawdown | 10.91 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 4.15 | |||
| Downside Variance | 4.45 | |||
| Semi Variance | 3.33 | |||
| Expected Short fall | (2.05) | |||
| Skewness | 0.125 | |||
| Kurtosis | 0.1032 |
Facc AG Backtested Returns
Facc AG appears to be not too volatile, given 3 months investment horizon. Facc AG secures Sharpe Ratio (or Efficiency) of 0.21, which denotes the company had a 0.21 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Facc AG, which you can use to evaluate the volatility of the firm. Please utilize Facc AG's Downside Deviation of 2.11, semi deviation of 1.82, and Mean Deviation of 1.79 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Facc AG holds a performance score of 16. The firm shows a Beta (market volatility) of 0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, Facc AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Facc AG is expected to be smaller as well. Please check Facc AG's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Facc AG's price patterns will revert.
Auto-correlation | -0.06 |
Very weak reverse predictability
Facc AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Facc AG time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Facc AG price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Facc AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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Other Information on Investing in Facc Stock
Facc AG financial ratios help investors to determine whether Facc 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 Facc with respect to the benefits of owning Facc AG security.