FREY EO (Germany) Market Value
| 943 Stock | EUR 27.40 0.20 0.74% |
| Symbol | FREY |
FREY EO '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 FREY EO'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 FREY EO.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in FREY EO on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding FREY EO 250 or generate 0.0% return on investment in FREY EO over 720 days. FREY EO is related to or competes with ADRIATIC METALS, UNITED RENTALS, BOS BETTER, Gruppo Mutuionline, Zijin Mining, and Global Ship. Frey SA engages in developing, owning, and managing commercial real estate assets primarily located in France More
FREY EO 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 FREY EO'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 FREY EO 250 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 5.68 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 2.17 |
FREY EO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FREY EO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FREY EO's standard deviation. In reality, there are many statistical measures that can use FREY EO historical prices to predict the future FREY EO's volatility.| Risk Adjusted Performance | (0.0008) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.18) |
FREY EO 250 Backtested Returns
FREY EO 250 secures Sharpe Ratio (or Efficiency) of -0.0153, which denotes the company had a -0.0153% return per unit of return volatility over the last 3 months. FREY EO 250 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FREY EO's standard deviation of 1.08, and Mean Deviation of 0.8176 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0831, which means not very significant fluctuations relative to the market. As returns on the market increase, FREY EO's returns are expected to increase less than the market. However, during the bear market, the loss of holding FREY EO is expected to be smaller as well. At this point, FREY EO 250 has a negative expected return of -0.0165%. Please make sure to confirm FREY EO's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if FREY EO 250 performance from the past will be repeated in the future.
Auto-correlation | -0.61 |
Very good reverse predictability
FREY EO 250 has very good reverse predictability. Overlapping area represents the amount of predictability between FREY EO time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 FREY EO 250 price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current FREY EO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 2.4 |
FREY EO 250 lagged returns against current returns
Autocorrelation, which is FREY EO 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 FREY EO's stock expected returns. We can calculate the autocorrelation of FREY EO returns to help us make a trade decision. For example, suppose you find that FREY EO 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 |
FREY EO 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 FREY EO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FREY EO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FREY EO stock over time.
Current vs Lagged Prices |
| Timeline |
FREY EO Lagged Returns
When evaluating FREY EO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FREY EO stock have on its future price. FREY EO 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, FREY EO autocorrelation shows the relationship between FREY EO stock current value and its past values and can show if there is a momentum factor associated with investing in FREY EO 250.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FREY Stock
FREY EO financial ratios help investors to determine whether FREY 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 FREY with respect to the benefits of owning FREY EO security.