Fundamental Global Stock Market Value
| FGNX Stock | 2.79 0.01 0.36% |
| Symbol | Fundamental |
Is Investment Banking & Brokerage 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 Fundamental Global. If investors know Fundamental 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 Fundamental Global listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Fundamental Global is measured differently than its book value, which is the value of Fundamental that is recorded on the company's balance sheet. Investors also form their own opinion of Fundamental Global's value that differs from its market value or its book value, called intrinsic value, which is Fundamental Global'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 Fundamental Global's market value can be influenced by many factors that don't directly affect Fundamental Global'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 Fundamental Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fundamental Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fundamental Global'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.
Fundamental Global '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 Fundamental Global'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 Fundamental Global.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Fundamental Global on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Fundamental Global or generate 0.0% return on investment in Fundamental Global over 30 days. Fundamental Global is related to or competes with Patriot National, Charlton Aria, Pelican Acquisition, Richmond Mutual, B Riley, Spring Valley, and Eagle Bancorp. More
Fundamental Global 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 Fundamental Global'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 Fundamental Global upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 33.02 | |||
| Value At Risk | (9.40) | |||
| Potential Upside | 8.9 |
Fundamental Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundamental Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundamental Global's standard deviation. In reality, there are many statistical measures that can use Fundamental Global historical prices to predict the future Fundamental Global's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (1.17) | |||
| Total Risk Alpha | (1.66) | |||
| Treynor Ratio | (0.50) |
Fundamental Global Backtested Returns
Fundamental Global secures Sharpe Ratio (or Efficiency) of -0.17, which denotes the company had a -0.17 % return per unit of risk over the last 3 months. Fundamental Global exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fundamental Global's Variance of 37.4, mean deviation of 4.85, and Standard Deviation of 6.12 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.04, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fundamental Global will likely underperform. At this point, Fundamental Global has a negative expected return of -1.02%. Please make sure to confirm Fundamental Global's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Fundamental Global performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.13 |
Insignificant predictability
Fundamental Global has insignificant predictability. Overlapping area represents the amount of predictability between Fundamental Global time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Fundamental Global price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Fundamental Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Fundamental Global lagged returns against current returns
Autocorrelation, which is Fundamental Global 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 Fundamental Global's stock expected returns. We can calculate the autocorrelation of Fundamental Global returns to help us make a trade decision. For example, suppose you find that Fundamental Global 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 |
Fundamental Global 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 Fundamental Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundamental Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundamental Global stock over time.
Current vs Lagged Prices |
| Timeline |
Fundamental Global Lagged Returns
When evaluating Fundamental Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fundamental Global stock have on its future price. Fundamental Global 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, Fundamental Global autocorrelation shows the relationship between Fundamental Global stock current value and its past values and can show if there is a momentum factor associated with investing in Fundamental Global.
Regressed Prices |
| Timeline |
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When running Fundamental Global's price analysis, check to measure Fundamental Global'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 Fundamental Global is operating at the current time. Most of Fundamental Global's value examination focuses on studying past and present price action to predict the probability of Fundamental Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fundamental Global's price. Additionally, you may evaluate how the addition of Fundamental Global to your portfolios can decrease your overall portfolio volatility.