Flsmidth Co As Stock Market Value
| FLIDF Stock | USD 74.40 5.33 7.72% |
| Symbol | FLSmidth |
FLSmidth '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 FLSmidth's otc 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 FLSmidth.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in FLSmidth on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding FLSmidth Co AS or generate 0.0% return on investment in FLSmidth over 30 days. FLSmidth is related to or competes with Qube Holdings, Sohgo Security, Odakyu Electric, and Sixt SE. AS provides engineering, equipment, and service solutions for mining and cement industries in North America, South Ameri... More
FLSmidth 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 FLSmidth's otc 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 FLSmidth Co AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0516 | |||
| Maximum Drawdown | 29.49 |
FLSmidth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FLSmidth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FLSmidth's standard deviation. In reality, there are many statistical measures that can use FLSmidth historical prices to predict the future FLSmidth's volatility.| Risk Adjusted Performance | 0.0699 | |||
| Jensen Alpha | 0.2435 | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (2.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FLSmidth's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
FLSmidth Co AS Backtested Returns
FLSmidth appears to be very steady, given 3 months investment horizon. FLSmidth Co AS secures Sharpe Ratio (or Efficiency) of 0.0853, which denotes the company had a 0.0853 % return per unit of volatility over the last 3 months. We have found nineteen technical indicators for FLSmidth Co AS, which you can use to evaluate the volatility of the firm. Please utilize FLSmidth's Standard Deviation of 2.91, mean deviation of 0.9011, and Market Risk Adjusted Performance of (2.10) to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FLSmidth holds a performance score of 6. The firm shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FLSmidth are expected to decrease at a much lower rate. During the bear market, FLSmidth is likely to outperform the market. Please check FLSmidth's kurtosis, as well as the relationship between the day median price and period momentum indicator , to make a quick decision on whether FLSmidth's price patterns will revert.
Auto-correlation | 1.00 |
Perfect predictability
FLSmidth Co AS has perfect predictability. Overlapping area represents the amount of predictability between FLSmidth time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FLSmidth Co AS price movement. The serial correlation of 1.0 indicates that 100.0% of current FLSmidth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 6.82 |
FLSmidth Co AS lagged returns against current returns
Autocorrelation, which is FLSmidth otc 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 FLSmidth's otc stock expected returns. We can calculate the autocorrelation of FLSmidth returns to help us make a trade decision. For example, suppose you find that FLSmidth has exhibited high autocorrelation historically, and you observe that the otc 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 |
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FLSmidth 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 FLSmidth otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FLSmidth otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FLSmidth otc stock over time.
Current vs Lagged Prices |
| Timeline |
FLSmidth Lagged Returns
When evaluating FLSmidth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FLSmidth otc stock have on its future price. FLSmidth 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, FLSmidth autocorrelation shows the relationship between FLSmidth otc stock current value and its past values and can show if there is a momentum factor associated with investing in FLSmidth Co AS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FLSmidth OTC Stock
FLSmidth financial ratios help investors to determine whether FLSmidth OTC 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 FLSmidth with respect to the benefits of owning FLSmidth security.