Facephi Biometria (Spain) Market Value
| FACE Stock | EUR 2.53 0.01 0.39% |
| 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.
| 07/05/2025 |
| 01/01/2026 |
If you would invest 0.00 in Facephi Biometria on July 5, 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 180 days. Facephi Biometria is related to or competes with Global Dominion, Amper SA, Izertis Sa, Squirrel Media, Soluciones Cuatroochenta, 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 | 3.23 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 20.07 | |||
| Value At Risk | (4.91) | |||
| Potential Upside | 3.64 |
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 | 0.0166 | |||
| Jensen Alpha | 0.0245 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3596 |
Facephi Biometria Backtested Returns
At this point, Facephi Biometria is risky. Facephi Biometria secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Facephi Biometria SA, which you can use to evaluate the volatility of the firm. Please confirm Facephi Biometria's Mean Deviation of 2.08, semi deviation of 2.85, and Downside Deviation of 3.23 to check if the risk estimate we provide is consistent with the expected return of 0.0012%. The firm shows a Beta (market volatility) of 0.0787, which means not very significant fluctuations relative to the market. 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. Facephi Biometria right now shows a risk of 3.06%. Please confirm Facephi Biometria mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Facephi Biometria will be following its price patterns.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Facephi Biometria SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Facephi Biometria time series from 5th of July 2025 to 3rd of October 2025 and 3rd of October 2025 to 1st 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 -0.18 indicates that over 18.0% of current Facephi Biometria price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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.