Famous Brands Ltd Stock Market Value
| FMBRY Stock | USD 6.60 0.19 2.96% |
| Symbol | Famous |
Famous Brands '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 Famous Brands' 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 Famous Brands.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Famous Brands on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Famous Brands Ltd or generate 0.0% return on investment in Famous Brands over 180 days. Famous Brands is related to or competes with Pizza Pizza, Marstons PLC, Goodbaby International, Marstons PLC, Dickson Concepts, and Iochpe Maxion. Famous Brands Limited, through its subsidiaries, operates as a quick service, fast casual, and casual dining restaurant ... More
Famous Brands 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 Famous Brands' 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 Famous Brands Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0995 | |||
| Maximum Drawdown | 16.53 |
Famous Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Famous Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Famous Brands' standard deviation. In reality, there are many statistical measures that can use Famous Brands historical prices to predict the future Famous Brands' volatility.| Risk Adjusted Performance | 0.1072 | |||
| Jensen Alpha | 0.2685 | |||
| Total Risk Alpha | 0.0696 | |||
| Treynor Ratio | (1.00) |
Famous Brands Backtested Returns
Famous Brands appears to be somewhat reliable, given 3 months investment horizon. Famous Brands secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Famous Brands Ltd, which you can use to evaluate the volatility of the firm. Please utilize Famous Brands' Standard Deviation of 1.82, mean deviation of 0.5874, and Variance of 3.3 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Famous Brands holds a performance score of 11. The firm shows a Beta (market volatility) of -0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Famous Brands are expected to decrease at a much lower rate. During the bear market, Famous Brands is likely to outperform the market. Please check Famous Brands' variance and daily balance of power , to make a quick decision on whether Famous Brands' price patterns will revert.
Auto-correlation | 0.47 |
Average predictability
Famous Brands Ltd has average predictability. Overlapping area represents the amount of predictability between Famous Brands 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 Famous Brands price movement. The serial correlation of 0.47 indicates that about 47.0% of current Famous Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Famous Brands lagged returns against current returns
Autocorrelation, which is Famous Brands 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 Famous Brands' pink sheet expected returns. We can calculate the autocorrelation of Famous Brands returns to help us make a trade decision. For example, suppose you find that Famous Brands 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 |
Famous Brands 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 Famous Brands pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Famous Brands pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Famous Brands pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Famous Brands Lagged Returns
When evaluating Famous Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Famous Brands pink sheet have on its future price. Famous Brands 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, Famous Brands autocorrelation shows the relationship between Famous Brands pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Famous Brands Ltd.
Regressed Prices |
| Timeline |
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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 Famous Pink Sheet Analysis
When running Famous Brands' price analysis, check to measure Famous Brands' 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 Famous Brands is operating at the current time. Most of Famous Brands' value examination focuses on studying past and present price action to predict the probability of Famous Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Famous Brands' price. Additionally, you may evaluate how the addition of Famous Brands to your portfolios can decrease your overall portfolio volatility.