Fill Up (France) Market Value
| ALFUM Stock | 5.70 0.05 0.88% |
| Symbol | Fill |
Fill Up '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 Fill Up'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 Fill Up.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Fill Up on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Fill Up Media or generate 0.0% return on investment in Fill Up over 30 days. Fill Up is related to or competes with Nacon Sa, Hydrogene, and Trigano SA. More
Fill Up 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 Fill Up'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 Fill Up Media upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 9.07 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.7 |
Fill Up Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fill Up's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fill Up's standard deviation. In reality, there are many statistical measures that can use Fill Up historical prices to predict the future Fill Up's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.5004 |
Fill Up Media Backtested Returns
Fill Up Media secures Sharpe Ratio (or Efficiency) of -0.0979, which denotes the company had a -0.0979% return per unit of risk over the last 3 months. Fill Up Media exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fill Up's Standard Deviation of 1.46, mean deviation of 0.9391, and Variance of 2.14 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fill Up are expected to decrease at a much lower rate. During the bear market, Fill Up is likely to outperform the market. At this point, Fill Up Media has a negative expected return of -0.15%. Please make sure to confirm Fill Up's value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if Fill Up Media performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.01 |
Virtually no predictability
Fill Up Media has virtually no predictability. Overlapping area represents the amount of predictability between Fill Up time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Fill Up Media price movement. The serial correlation of 0.01 indicates that just 1.0% of current Fill Up price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Fill Up Media lagged returns against current returns
Autocorrelation, which is Fill Up 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 Fill Up's stock expected returns. We can calculate the autocorrelation of Fill Up returns to help us make a trade decision. For example, suppose you find that Fill Up 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 |
Fill Up 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 Fill Up stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fill Up stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fill Up stock over time.
Current vs Lagged Prices |
| Timeline |
Fill Up Lagged Returns
When evaluating Fill Up's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fill Up stock have on its future price. Fill Up 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, Fill Up autocorrelation shows the relationship between Fill Up stock current value and its past values and can show if there is a momentum factor associated with investing in Fill Up Media.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Fill Stock Analysis
When running Fill Up's price analysis, check to measure Fill Up'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 Fill Up is operating at the current time. Most of Fill Up's value examination focuses on studying past and present price action to predict the probability of Fill Up's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fill Up's price. Additionally, you may evaluate how the addition of Fill Up to your portfolios can decrease your overall portfolio volatility.