Falcons Beyond Global, Stock Market Value
| FBYDW Stock | 1.02 0.05 4.67% |
| Symbol | Falcons |
Falcons Beyond Global, Price To Book Ratio
Is Industrial Conglomerates space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Falcons Beyond. If investors know Falcons will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Falcons Beyond listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Revenue Per Share 0.7 | Quarterly Revenue Growth (0.66) | Return On Assets (0.11) |
The market value of Falcons Beyond Global, is measured differently than its book value, which is the value of Falcons that is recorded on the company's balance sheet. Investors also form their own opinion of Falcons Beyond's value that differs from its market value or its book value, called intrinsic value, which is Falcons Beyond's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Falcons Beyond's market value can be influenced by many factors that don't directly affect Falcons Beyond's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Falcons Beyond's value and its price as these two are different measures arrived at by different means. Investors typically determine if Falcons Beyond is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Falcons Beyond's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Falcons Beyond '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 Falcons Beyond'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 Falcons Beyond.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Falcons Beyond on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Falcons Beyond Global, or generate 0.0% return on investment in Falcons Beyond over 720 days. Falcons Beyond is related to or competes with Drilling Tools, Universal Technical, Noble Plc, Acco Brands, Precision Drilling, and Udemy. Falcons Beyond is entity of United States More
Falcons Beyond 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 Falcons Beyond'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 Falcons Beyond Global, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 23.19 | |||
| Information Ratio | 0.0943 | |||
| Maximum Drawdown | 280.27 | |||
| Value At Risk | (27.54) | |||
| Potential Upside | 28.44 |
Falcons Beyond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcons Beyond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcons Beyond's standard deviation. In reality, there are many statistical measures that can use Falcons Beyond historical prices to predict the future Falcons Beyond's volatility.| Risk Adjusted Performance | 0.0842 | |||
| Jensen Alpha | 4.19 | |||
| Total Risk Alpha | (1.12) | |||
| Sortino Ratio | 0.1378 | |||
| Treynor Ratio | (0.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Falcons Beyond's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Falcons Beyond Global, Backtested Returns
Falcons Beyond appears to be out of control, given 3 months investment horizon. Falcons Beyond Global, secures Sharpe Ratio (or Efficiency) of 0.019, which denotes the company had a 0.019% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Falcons Beyond Global,, which you can use to evaluate the volatility of the firm. Please utilize Falcons Beyond's Downside Deviation of 23.19, coefficient of variation of 1025.03, and Mean Deviation of 15.3 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Falcons Beyond holds a performance score of 1. The firm shows a Beta (market volatility) of -8.99, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Falcons Beyond are expected to decrease by larger amounts. On the other hand, during market turmoil, Falcons Beyond is expected to outperform it. Please check Falcons Beyond's treynor ratio, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Falcons Beyond's price patterns will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Falcons Beyond Global, has virtually no predictability. Overlapping area represents the amount of predictability between Falcons Beyond time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 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 Falcons Beyond Global, price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Falcons Beyond price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Falcons Beyond Global, lagged returns against current returns
Autocorrelation, which is Falcons Beyond 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 Falcons Beyond's stock expected returns. We can calculate the autocorrelation of Falcons Beyond returns to help us make a trade decision. For example, suppose you find that Falcons Beyond 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 |
Falcons Beyond 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 Falcons Beyond stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcons Beyond stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcons Beyond stock over time.
Current vs Lagged Prices |
| Timeline |
Falcons Beyond Lagged Returns
When evaluating Falcons Beyond's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcons Beyond stock have on its future price. Falcons Beyond 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, Falcons Beyond autocorrelation shows the relationship between Falcons Beyond stock current value and its past values and can show if there is a momentum factor associated with investing in Falcons Beyond Global,.
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 Falcons Stock Analysis
When running Falcons Beyond's price analysis, check to measure Falcons Beyond'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 Falcons Beyond is operating at the current time. Most of Falcons Beyond's value examination focuses on studying past and present price action to predict the probability of Falcons Beyond's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Falcons Beyond's price. Additionally, you may evaluate how the addition of Falcons Beyond to your portfolios can decrease your overall portfolio volatility.