Filtronic Plc Stock Market Value
| FLTCF Stock | USD 2.03 0.05 2.53% |
| Symbol | Filtronic |
Filtronic Plc '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 Filtronic Plc's pink sheet 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 Filtronic Plc.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Filtronic Plc on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Filtronic plc or generate 0.0% return on investment in Filtronic Plc over 180 days. Filtronic Plc is related to or competes with Altigen Communications, Lifeloc Technologies, SeaChange International, and Vislink Technologies. Filtronic plc designs, develops, manufactures, and sells advanced radio frequency communications equipment for telecommu... More
Filtronic Plc 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 Filtronic Plc's pink sheet 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 Filtronic plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.33 | |||
| Information Ratio | 0.0927 | |||
| Maximum Drawdown | 13.46 | |||
| Value At Risk | (3.95) | |||
| Potential Upside | 4.76 |
Filtronic Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Filtronic Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Filtronic Plc's standard deviation. In reality, there are many statistical measures that can use Filtronic Plc historical prices to predict the future Filtronic Plc's volatility.| Risk Adjusted Performance | 0.0906 | |||
| Jensen Alpha | 0.3227 | |||
| Total Risk Alpha | 0.0834 | |||
| Sortino Ratio | 0.0732 | |||
| Treynor Ratio | (0.85) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Filtronic Plc'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.
Filtronic plc Backtested Returns
Filtronic Plc appears to be very risky, given 3 months investment horizon. Filtronic plc secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Filtronic plc, which you can use to evaluate the volatility of the firm. Please utilize Filtronic Plc's Coefficient Of Variation of 842.68, downside deviation of 3.33, and Mean Deviation of 1.78 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Filtronic Plc holds a performance score of 8. The firm shows a Beta (market volatility) of -0.35, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Filtronic Plc are expected to decrease at a much lower rate. During the bear market, Filtronic Plc is likely to outperform the market. Please check Filtronic Plc's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Filtronic Plc's price patterns will revert.
Auto-correlation | -0.34 |
Poor reverse predictability
Filtronic plc has poor reverse predictability. Overlapping area represents the amount of predictability between Filtronic Plc time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Filtronic plc price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Filtronic Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Filtronic plc lagged returns against current returns
Autocorrelation, which is Filtronic Plc pink sheet'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 Filtronic Plc's pink sheet expected returns. We can calculate the autocorrelation of Filtronic Plc returns to help us make a trade decision. For example, suppose you find that Filtronic Plc has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Filtronic Plc 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 Filtronic Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Filtronic Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Filtronic Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Filtronic Plc Lagged Returns
When evaluating Filtronic Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Filtronic Plc pink sheet have on its future price. Filtronic Plc 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, Filtronic Plc autocorrelation shows the relationship between Filtronic Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Filtronic plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in Filtronic Pink Sheet
Filtronic Plc financial ratios help investors to determine whether Filtronic Pink Sheet 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 Filtronic with respect to the benefits of owning Filtronic Plc security.