Fiserv (Germany) Market Value
| FIV Stock | EUR 211.20 0.20 0.09% |
| 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.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Fiserv on July 5, 2023 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 510 days. Fiserv is related to or competes with Paychex, and Equifax. Fiserv, Inc., together with its subsidiaries, provides 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.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.2324 | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 2.34 |
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 | 0.2434 | |||
| Jensen Alpha | 0.3894 | |||
| Total Risk Alpha | 0.244 | |||
| Sortino Ratio | 0.2778 | |||
| Treynor Ratio | 0.5511 |
Fiserv Inc Backtested Returns
Fiserv appears to be very steady, given 3 months investment horizon. Fiserv Inc secures Sharpe Ratio (or Efficiency) of 0.31, which denotes the company had a 0.31% return per unit of risk over the last 3 months. By reviewing Fiserv's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please utilize Fiserv's Downside Deviation of 1.36, coefficient of variation of 320.98, and Mean Deviation of 1.14 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fiserv holds a performance score of 24. The firm shows a Beta (market volatility) of 0.9, which means possible diversification benefits within a given portfolio. Fiserv returns are very sensitive to returns on the market. As the market goes up or down, Fiserv is expected to follow. Please check Fiserv's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Fiserv's price patterns will revert.
Auto-correlation | 0.94 |
Excellent predictability
Fiserv Inc has excellent predictability. Overlapping area represents the amount of predictability between Fiserv time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 0.94 indicates that approximately 94.0% of current Fiserv price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 378.72 |
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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Fiserv Stock
Fiserv financial ratios help investors to determine whether Fiserv 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 Fiserv with respect to the benefits of owning Fiserv security.