FATFISH GROUP (Germany) Market Value
| 1JU Stock | EUR 0.01 0 23.08% |
| Symbol | FATFISH |
FATFISH GROUP '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 FATFISH GROUP'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 FATFISH GROUP.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in FATFISH GROUP on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding FATFISH GROUP LTD or generate 0.0% return on investment in FATFISH GROUP over 30 days. FATFISH GROUP is related to or competes with Macquarie Group, MSCI, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and Talanx AG. Fatfish Group Limited is an incubator and venture capital firm specializing in incubation, start-ups and growth stage in... More
FATFISH GROUP 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 FATFISH GROUP'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 FATFISH GROUP LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.24 | |||
| Information Ratio | 0.0918 | |||
| Maximum Drawdown | 61.43 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 25.0 |
FATFISH GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FATFISH GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FATFISH GROUP's standard deviation. In reality, there are many statistical measures that can use FATFISH GROUP historical prices to predict the future FATFISH GROUP's volatility.| Risk Adjusted Performance | 0.0877 | |||
| Jensen Alpha | 1.0 | |||
| Total Risk Alpha | (0.64) | |||
| Sortino Ratio | 0.0834 | |||
| Treynor Ratio | 0.6541 |
FATFISH GROUP LTD Backtested Returns
FATFISH GROUP appears to be out of control, given 3 months investment horizon. FATFISH GROUP LTD secures Sharpe Ratio (or Efficiency) of 0.0716, which denotes the company had a 0.0716% return per unit of volatility over the last 3 months. By examining FATFISH GROUP's technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please utilize FATFISH GROUP's Market Risk Adjusted Performance of 0.6641, mean deviation of 8.59, and Downside Deviation of 13.24 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FATFISH GROUP holds a performance score of 5. The firm shows a Beta (market volatility) of 1.87, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, FATFISH GROUP will likely underperform. Please check FATFISH GROUP's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether FATFISH GROUP's price patterns will revert.
Auto-correlation | 0.17 |
Very weak predictability
FATFISH GROUP LTD has very weak predictability. Overlapping area represents the amount of predictability between FATFISH GROUP time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 FATFISH GROUP LTD price movement. The serial correlation of 0.17 indicates that over 17.0% of current FATFISH GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FATFISH GROUP LTD lagged returns against current returns
Autocorrelation, which is FATFISH GROUP 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 FATFISH GROUP's stock expected returns. We can calculate the autocorrelation of FATFISH GROUP returns to help us make a trade decision. For example, suppose you find that FATFISH GROUP 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 |
| Timeline |
FATFISH GROUP 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 FATFISH GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FATFISH GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FATFISH GROUP stock over time.
Current vs Lagged Prices |
| Timeline |
FATFISH GROUP Lagged Returns
When evaluating FATFISH GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FATFISH GROUP stock have on its future price. FATFISH GROUP 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, FATFISH GROUP autocorrelation shows the relationship between FATFISH GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in FATFISH GROUP LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FATFISH Stock
FATFISH GROUP financial ratios help investors to determine whether FATFISH 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 FATFISH with respect to the benefits of owning FATFISH GROUP security.