FDM Group (UK) Market Value
| FDM Stock | 131.80 1.00 0.75% |
| Symbol | FDM |
FDM Group '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 FDM Group'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 FDM Group.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in FDM Group on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding FDM Group Holdings or generate 0.0% return on investment in FDM Group over 180 days. FDM Group is related to or competes with Toyota, SoftBank Group, OTP Bank, Fannie Mae, Apple, Alphabet, and State Bank. FDM Group is entity of United Kingdom. It is traded as Stock on LSE exchange. More
FDM Group 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 FDM Group'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 FDM Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.89 | |||
| Information Ratio | 0.0082 | |||
| Maximum Drawdown | 14.27 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 2.83 |
FDM Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FDM Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FDM Group's standard deviation. In reality, there are many statistical measures that can use FDM Group historical prices to predict the future FDM Group's volatility.| Risk Adjusted Performance | 0.04 | |||
| Jensen Alpha | 0.0269 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0095 | |||
| Treynor Ratio | 0.1058 |
FDM Group Holdings Backtested Returns
At this point, FDM Group is very steady. FDM Group Holdings secures Sharpe Ratio (or Efficiency) of 0.0471, which denotes the company had a 0.0471 % return per unit of risk over the last 3 months. We have found thirty technical indicators for FDM Group Holdings, which you can use to evaluate the volatility of the firm. Please confirm FDM Group's Semi Deviation of 1.67, downside deviation of 1.89, and Mean Deviation of 1.48 to check if the risk estimate we provide is consistent with the expected return of 0.1%. FDM Group has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.88, which means possible diversification benefits within a given portfolio. FDM Group returns are very sensitive to returns on the market. As the market goes up or down, FDM Group is expected to follow. FDM Group Holdings at this time shows a risk of 2.21%. Please confirm FDM Group Holdings jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if FDM Group Holdings will be following its price patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
FDM Group Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between FDM Group time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 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 FDM Group Holdings price movement. The serial correlation of -0.25 indicates that over 25.0% of current FDM Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 35.54 |
FDM Group Holdings lagged returns against current returns
Autocorrelation, which is FDM Group 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 FDM Group's stock expected returns. We can calculate the autocorrelation of FDM Group returns to help us make a trade decision. For example, suppose you find that FDM Group 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 |
FDM Group 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 FDM Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FDM Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FDM Group stock over time.
Current vs Lagged Prices |
| Timeline |
FDM Group Lagged Returns
When evaluating FDM Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FDM Group stock have on its future price. FDM Group 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, FDM Group autocorrelation shows the relationship between FDM Group stock current value and its past values and can show if there is a momentum factor associated with investing in FDM Group Holdings.
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 FDM Stock
FDM Group financial ratios help investors to determine whether FDM 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 FDM with respect to the benefits of owning FDM Group security.