Fiserv (Mexico) Market Value
| FISV Stock | MXN 4,460 51.12 1.16% |
| Symbol | Fiserv |
Fiserv '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 Fiserv'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 Fiserv.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Fiserv on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Fiserv Inc or generate 0.0% return on investment in Fiserv over 720 days. Fiserv is related to or competes with GMxico Transportes, Monster Beverage, Burlington Stores, Delta Air, and Applied Materials. Fiserv, Inc., together with its subsidiaries, provides payment and financial services technology worldwide More
Fiserv 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 Fiserv'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 Fiserv Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2038 | |||
| Maximum Drawdown | 14.78 | |||
| Potential Upside | 3.45 |
Fiserv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fiserv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fiserv's standard deviation. In reality, there are many statistical measures that can use Fiserv historical prices to predict the future Fiserv's volatility.| Risk Adjusted Performance | 0.2094 | |||
| Jensen Alpha | 0.5154 | |||
| Total Risk Alpha | 0.2205 | |||
| Treynor Ratio | 1.53 |
Fiserv Inc Backtested Returns
Fiserv appears to be very steady, given 3 months investment horizon. Fiserv Inc secures Sharpe Ratio (or Efficiency) of 0.27, which denotes the company had a 0.27% return per unit of risk over the last 3 months. By reviewing Fiserv's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please utilize Fiserv's Mean Deviation of 1.06, variance of 4.63, and Standard Deviation of 2.15 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fiserv holds a performance score of 21. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fiserv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fiserv is expected to be smaller as well. Please check Fiserv's total risk alpha, skewness, daily balance of power, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Fiserv's price patterns will revert.
Auto-correlation | -0.05 |
Very weak reverse predictability
Fiserv Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between Fiserv time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Fiserv Inc price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Fiserv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 328.2 K |
Fiserv Inc lagged returns against current returns
Autocorrelation, which is Fiserv 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 Fiserv's stock expected returns. We can calculate the autocorrelation of Fiserv returns to help us make a trade decision. For example, suppose you find that Fiserv 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 |
Fiserv 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 Fiserv stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fiserv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fiserv stock over time.
Current vs Lagged Prices |
| Timeline |
Fiserv Lagged Returns
When evaluating Fiserv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fiserv stock have on its future price. Fiserv 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, Fiserv autocorrelation shows the relationship between Fiserv stock current value and its past values and can show if there is a momentum factor associated with investing in Fiserv Inc.
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 Fiserv Stock Analysis
When running Fiserv's price analysis, check to measure Fiserv'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 Fiserv is operating at the current time. Most of Fiserv's value examination focuses on studying past and present price action to predict the probability of Fiserv's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fiserv's price. Additionally, you may evaluate how the addition of Fiserv to your portfolios can decrease your overall portfolio volatility.