Fmc Corporation Stock Market Value
| FMC Stock | USD 58.33 1.13 1.98% |
| Symbol | FMC |
FMC Corporation Price To Book Ratio
Is Fertilizers & Agricultural Chemicals space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of FMC. If investors know FMC will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about FMC listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 8.827 | Dividend Share 2.32 | Earnings Share 12.19 | Revenue Per Share 33.351 | Quarterly Revenue Growth 0.085 |
The market value of FMC Corporation is measured differently than its book value, which is the value of FMC that is recorded on the company's balance sheet. Investors also form their own opinion of FMC's value that differs from its market value or its book value, called intrinsic value, which is FMC's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because FMC's market value can be influenced by many factors that don't directly affect FMC's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between FMC's value and its price as these two are different measures arrived at by different means. Investors typically determine if FMC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FMC'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.
FMC '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 FMC'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 FMC.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in FMC on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding FMC Corporation or generate 0.0% return on investment in FMC over 180 days. FMC is related to or competes with CF Industries, Mosaic, Nutrien, Scotts Miracle, Intrepid Potash, Corteva, and Bioceres Crop. FMC Corporation, an agricultural sciences company, provides crop protection, plant health, and professional pest and tur... More
FMC 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 FMC'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 FMC Corporation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 16.03 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 2.86 |
FMC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FMC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FMC's standard deviation. In reality, there are many statistical measures that can use FMC historical prices to predict the future FMC's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.33) |
FMC Corporation Backtested Returns
FMC Corporation retains Efficiency (Sharpe Ratio) of -0.0627, which denotes the company had a -0.0627% return per unit of risk over the last 3 months. FMC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FMC's Standard Deviation of 2.17, variance of 4.72, and Market Risk Adjusted Performance of (0.32) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, FMC's returns are expected to increase less than the market. However, during the bear market, the loss of holding FMC is expected to be smaller as well. At this point, FMC Corporation has a negative expected return of -0.14%. Please make sure to confirm FMC's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if FMC Corporation performance from the past will be repeated in the future.
Auto-correlation | -0.54 |
Good reverse predictability
FMC Corporation has good reverse predictability. Overlapping area represents the amount of predictability between FMC time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FMC Corporation price movement. The serial correlation of -0.54 indicates that about 54.0% of current FMC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 7.8 |
FMC Corporation lagged returns against current returns
Autocorrelation, which is FMC 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 FMC's stock expected returns. We can calculate the autocorrelation of FMC returns to help us make a trade decision. For example, suppose you find that FMC 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 |
FMC 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 FMC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FMC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FMC stock over time.
Current vs Lagged Prices |
| Timeline |
FMC Lagged Returns
When evaluating FMC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FMC stock have on its future price. FMC 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, FMC autocorrelation shows the relationship between FMC stock current value and its past values and can show if there is a momentum factor associated with investing in FMC Corporation.
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.When determining whether FMC Corporation offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of FMC's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Fmc Corporation Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Fmc Corporation Stock:Check out FMC Correlation, FMC Volatility and FMC Alpha and Beta module to complement your research on FMC. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
FMC technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.