FF European (Germany) Market Value
| FJ2B Fund | EUR 20.05 0.02 0.1% |
| Symbol | FJ2B |
Please note, there is a significant difference between FF European's value and its price as these two are different measures arrived at by different means. Investors typically determine if FF European is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FF European'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.
FF European '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 FF European's fund 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 FF European.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in FF European on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding FF European or generate 0.0% return on investment in FF European over 30 days. FF European is related to or competes with Esfera Robotics, R Co, IE00B0H4TS55, Impact ISR, and Amundi Label. More
FF European 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 FF European's fund 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 FF European upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6741 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 2.71 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.25 |
FF European Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FF European's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FF European's standard deviation. In reality, there are many statistical measures that can use FF European historical prices to predict the future FF European's volatility.| Risk Adjusted Performance | 0.0178 | |||
| Jensen Alpha | 0.0088 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.06) |
FF European Backtested Returns
At this point, FF European is very steady. FF European retains Efficiency (Sharpe Ratio) of 0.0542, which denotes the fund had a 0.0542% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for FF European, which you can use to evaluate the volatility of the entity. Please confirm FF European's Downside Deviation of 0.6741, standard deviation of 0.6991, and Market Risk Adjusted Performance of (0.05) to check if the risk estimate we provide is consistent with the expected return of 0.0384%. The fund owns a Beta (Systematic Risk) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FF European are expected to decrease at a much lower rate. During the bear market, FF European is likely to outperform the market.
Auto-correlation | -0.6 |
Good reverse predictability
FF European has good reverse predictability. Overlapping area represents the amount of predictability between FF European time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th 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 FF European price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current FF European price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
FF European lagged returns against current returns
Autocorrelation, which is FF European fund'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 FF European's fund expected returns. We can calculate the autocorrelation of FF European returns to help us make a trade decision. For example, suppose you find that FF European has exhibited high autocorrelation historically, and you observe that the fund 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 |
FF European 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 FF European fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FF European fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FF European fund over time.
Current vs Lagged Prices |
| Timeline |
FF European Lagged Returns
When evaluating FF European's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FF European fund have on its future price. FF European 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, FF European autocorrelation shows the relationship between FF European fund current value and its past values and can show if there is a momentum factor associated with investing in FF European.
Regressed Prices |
| Timeline |
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Other Information on Investing in FJ2B Fund
FF European financial ratios help investors to determine whether FJ2B Fund 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 FJ2B with respect to the benefits of owning FF European security.
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