Figaro Coffee (Philippines) Market Value
| FCG Stock | 0.83 0.01 1.19% |
| Symbol | Figaro |
Figaro Coffee '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 Figaro Coffee'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 Figaro Coffee.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Figaro Coffee on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Figaro Coffee Group or generate 0.0% return on investment in Figaro Coffee over 150 days. Figaro Coffee is related to or competes with Transpacific Broadband, Converge Information, Philippine Savings, Prime Media, Semirara Mining, and Crown Asia. More
Figaro Coffee 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 Figaro Coffee'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 Figaro Coffee Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 8.35 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 3.7 |
Figaro Coffee Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Figaro Coffee's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Figaro Coffee's standard deviation. In reality, there are many statistical measures that can use Figaro Coffee historical prices to predict the future Figaro Coffee's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.52) |
Figaro Coffee Group Backtested Returns
Figaro Coffee Group secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Figaro Coffee Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Figaro Coffee's Standard Deviation of 2.17, mean deviation of 1.64, and Variance of 4.7 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, Figaro Coffee's returns are expected to increase less than the market. However, during the bear market, the loss of holding Figaro Coffee is expected to be smaller as well. At this point, Figaro Coffee Group has a negative expected return of -0.0183%. Please make sure to confirm Figaro Coffee's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Figaro Coffee Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.23 |
Weak predictability
Figaro Coffee Group has weak predictability. Overlapping area represents the amount of predictability between Figaro Coffee time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Figaro Coffee Group price movement. The serial correlation of 0.23 indicates that over 23.0% of current Figaro Coffee price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Figaro Coffee Group lagged returns against current returns
Autocorrelation, which is Figaro Coffee 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 Figaro Coffee's stock expected returns. We can calculate the autocorrelation of Figaro Coffee returns to help us make a trade decision. For example, suppose you find that Figaro Coffee 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 |
Figaro Coffee 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 Figaro Coffee stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Figaro Coffee stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Figaro Coffee stock over time.
Current vs Lagged Prices |
| Timeline |
Figaro Coffee Lagged Returns
When evaluating Figaro Coffee's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Figaro Coffee stock have on its future price. Figaro Coffee 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, Figaro Coffee autocorrelation shows the relationship between Figaro Coffee stock current value and its past values and can show if there is a momentum factor associated with investing in Figaro Coffee Group.
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 Figaro Stock
Figaro Coffee financial ratios help investors to determine whether Figaro 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 Figaro with respect to the benefits of owning Figaro Coffee security.