Facephi Biometria (Spain) Market Value
| FACE Stock | EUR 2.64 0.04 1.54% |
| Symbol | Facephi |
Facephi Biometria '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 Facephi Biometria'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 Facephi Biometria.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Facephi Biometria on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Facephi Biometria SA or generate 0.0% return on investment in Facephi Biometria over 30 days. Facephi Biometria is related to or competes with Gigas Hosting, Soluciones Cuatroochenta, Agile Content, and Aeternal Mentis. Facephi Biometria, S.A. provides facial recognition technology solutions for banking, government, and private security s... More
Facephi Biometria 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 Facephi Biometria'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 Facephi Biometria SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.24 | |||
| Information Ratio | 0.0549 | |||
| Maximum Drawdown | 20.07 | |||
| Value At Risk | (4.20) | |||
| Potential Upside | 3.47 |
Facephi Biometria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Facephi Biometria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Facephi Biometria's standard deviation. In reality, there are many statistical measures that can use Facephi Biometria historical prices to predict the future Facephi Biometria's volatility.| Risk Adjusted Performance | 0.0714 | |||
| Jensen Alpha | 0.2305 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0502 | |||
| Treynor Ratio | 0.8245 |
Facephi Biometria Backtested Returns
Facephi Biometria appears to be risky, given 3 months investment horizon. Facephi Biometria secures Sharpe Ratio (or Efficiency) of 0.0919, which denotes the company had a 0.0919 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Facephi Biometria SA, which you can use to evaluate the volatility of the firm. Please utilize Facephi Biometria's Semi Deviation of 2.68, downside deviation of 3.24, and Mean Deviation of 1.96 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Facephi Biometria holds a performance score of 7. The firm shows a Beta (market volatility) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, Facephi Biometria's returns are expected to increase less than the market. However, during the bear market, the loss of holding Facephi Biometria is expected to be smaller as well. Please check Facephi Biometria's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Facephi Biometria's price patterns will revert.
Auto-correlation | 0.28 |
Poor predictability
Facephi Biometria SA has poor predictability. Overlapping area represents the amount of predictability between Facephi Biometria time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th of January 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 Facephi Biometria price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Facephi Biometria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Facephi Biometria lagged returns against current returns
Autocorrelation, which is Facephi Biometria 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 Facephi Biometria's stock expected returns. We can calculate the autocorrelation of Facephi Biometria returns to help us make a trade decision. For example, suppose you find that Facephi Biometria 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 |
Facephi Biometria 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 Facephi Biometria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Facephi Biometria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Facephi Biometria stock over time.
Current vs Lagged Prices |
| Timeline |
Facephi Biometria Lagged Returns
When evaluating Facephi Biometria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Facephi Biometria stock have on its future price. Facephi Biometria 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, Facephi Biometria autocorrelation shows the relationship between Facephi Biometria stock current value and its past values and can show if there is a momentum factor associated with investing in Facephi Biometria SA.
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.Other Information on Investing in Facephi Stock
Facephi Biometria financial ratios help investors to determine whether Facephi 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 Facephi with respect to the benefits of owning Facephi Biometria security.