Fair Oaks (UK) Market Value
| FA17 Stock | 0.57 0.02 3.64% |
| Symbol | Fair |
Fair Oaks '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 Fair Oaks' 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 Fair Oaks.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Fair Oaks on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Fair Oaks Income or generate 0.0% return on investment in Fair Oaks over 30 days. Fair Oaks is related to or competes with Toyota, SoftBank Group, OTP Bank, Yum Brands, and Cognizant Technology. Fair Oaks is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Fair Oaks 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 Fair Oaks' 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 Fair Oaks Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) |
Fair Oaks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fair Oaks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fair Oaks' standard deviation. In reality, there are many statistical measures that can use Fair Oaks historical prices to predict the future Fair Oaks' volatility.| Risk Adjusted Performance | 0.0873 | |||
| Jensen Alpha | 0.0354 | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | 0.5637 |
Fair Oaks Income Backtested Returns
Currently, Fair Oaks Income is risky. Fair Oaks Income secures Sharpe Ratio (or Efficiency) of 0.0031, which denotes the company had a 0.0031% return per unit of risk over the last 3 months. We have found eighteen technical indicators for Fair Oaks Income, which you can use to evaluate the volatility of the firm. Please confirm Fair Oaks' Variance of 0.2004, standard deviation of 0.4476, and Mean Deviation of 0.1085 to check if the risk estimate we provide is consistent with the expected return of 0.002%. The firm shows a Beta (market volatility) of 0.08, which means not very significant fluctuations relative to the market. As returns on the market increase, Fair Oaks' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fair Oaks is expected to be smaller as well. Fair Oaks Income right now shows a risk of 0.64%. Please confirm Fair Oaks Income information ratio, skewness, and the relationship between the variance and jensen alpha , to decide if Fair Oaks Income will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Fair Oaks Income has no correlation between past and present. Overlapping area represents the amount of predictability between Fair Oaks time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Fair Oaks Income price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fair Oaks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fair Oaks Income lagged returns against current returns
Autocorrelation, which is Fair Oaks 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 Fair Oaks' stock expected returns. We can calculate the autocorrelation of Fair Oaks returns to help us make a trade decision. For example, suppose you find that Fair Oaks 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 |
Fair Oaks 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 Fair Oaks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fair Oaks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fair Oaks stock over time.
Current vs Lagged Prices |
| Timeline |
Fair Oaks Lagged Returns
When evaluating Fair Oaks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fair Oaks stock have on its future price. Fair Oaks 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, Fair Oaks autocorrelation shows the relationship between Fair Oaks stock current value and its past values and can show if there is a momentum factor associated with investing in Fair Oaks Income.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Fair Stock Analysis
When running Fair Oaks' price analysis, check to measure Fair Oaks' 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 Fair Oaks is operating at the current time. Most of Fair Oaks' value examination focuses on studying past and present price action to predict the probability of Fair Oaks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fair Oaks' price. Additionally, you may evaluate how the addition of Fair Oaks to your portfolios can decrease your overall portfolio volatility.