Flutter Entertainment (UK) Market Value
| FLTR Stock | 23,630 1,610 7.31% |
| Symbol | Flutter |
Flutter Entertainment '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 Flutter Entertainment'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 Flutter Entertainment.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Flutter Entertainment on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Flutter Entertainment PLC or generate 0.0% return on investment in Flutter Entertainment over 720 days. Flutter Entertainment is related to or competes with Central Asia, Aurora Investment, Power Metal, Europa Metals, Beeks Trading, Herald Investment, and Lowland Investment. Flutter Entertainment is entity of United Kingdom More
Flutter Entertainment 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 Flutter Entertainment'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 Flutter Entertainment PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.1718 | |||
| Maximum Drawdown | 9.94 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.74 |
Flutter Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flutter Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flutter Entertainment's standard deviation. In reality, there are many statistical measures that can use Flutter Entertainment historical prices to predict the future Flutter Entertainment's volatility.| Risk Adjusted Performance | 0.1321 | |||
| Jensen Alpha | 0.316 | |||
| Total Risk Alpha | 0.3129 | |||
| Sortino Ratio | 0.2098 | |||
| Treynor Ratio | (1.51) |
Flutter Entertainment PLC Backtested Returns
Flutter Entertainment appears to be very steady, given 3 months investment horizon. Flutter Entertainment PLC secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Flutter Entertainment PLC, which you can use to evaluate the volatility of the firm. Please utilize Flutter Entertainment's Coefficient Of Variation of 562.28, mean deviation of 1.34, and Downside Deviation of 1.5 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Flutter Entertainment holds a performance score of 9. The firm shows a Beta (market volatility) of -0.21, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Flutter Entertainment are expected to decrease at a much lower rate. During the bear market, Flutter Entertainment is likely to outperform the market. Please check Flutter Entertainment's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Flutter Entertainment's price patterns will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Flutter Entertainment PLC has weak reverse predictability. Overlapping area represents the amount of predictability between Flutter Entertainment time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 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 Flutter Entertainment PLC price movement. The serial correlation of -0.24 indicates that over 24.0% of current Flutter Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 6.6 M |
Flutter Entertainment PLC lagged returns against current returns
Autocorrelation, which is Flutter Entertainment 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 Flutter Entertainment's stock expected returns. We can calculate the autocorrelation of Flutter Entertainment returns to help us make a trade decision. For example, suppose you find that Flutter Entertainment 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 |
Flutter Entertainment 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 Flutter Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flutter Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flutter Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
Flutter Entertainment Lagged Returns
When evaluating Flutter Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flutter Entertainment stock have on its future price. Flutter Entertainment 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, Flutter Entertainment autocorrelation shows the relationship between Flutter Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in Flutter Entertainment PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Flutter Stock Analysis
When running Flutter Entertainment's price analysis, check to measure Flutter Entertainment'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 Flutter Entertainment is operating at the current time. Most of Flutter Entertainment's value examination focuses on studying past and present price action to predict the probability of Flutter Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flutter Entertainment's price. Additionally, you may evaluate how the addition of Flutter Entertainment to your portfolios can decrease your overall portfolio volatility.