Fame Productions Stock Market Value
| FMPR Stock | USD 0 0 100.00% |
| Symbol | Fame |
Fame Productions '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 Fame Productions' 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 Fame Productions.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Fame Productions on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Fame Productions or generate 0.0% return on investment in Fame Productions over 30 days. Fame Productions, Inc., a media company, acquires, develops, and operates underserved and underdeveloped urban media ass... More
Fame Productions 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 Fame Productions' 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 Fame Productions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 119.05 |
Fame Productions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fame Productions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fame Productions' standard deviation. In reality, there are many statistical measures that can use Fame Productions historical prices to predict the future Fame Productions' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.65) | |||
| Total Risk Alpha | (2.40) | |||
| Treynor Ratio | (0.29) |
Fame Productions Backtested Returns
Fame Productions secures Sharpe Ratio (or Efficiency) of -0.0144, which denotes the company had a -0.0144 % return per unit of risk over the last 3 months. Fame Productions exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fame Productions' Standard Deviation of 18.79, mean deviation of 5.03, and Variance of 352.97 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.83, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fame Productions will likely underperform. At this point, Fame Productions has a negative expected return of -0.28%. Please make sure to confirm Fame Productions' variance, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Fame Productions performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Fame Productions has no correlation between past and present. Overlapping area represents the amount of predictability between Fame Productions time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Fame Productions price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fame Productions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fame Productions lagged returns against current returns
Autocorrelation, which is Fame Productions 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 Fame Productions' pink sheet expected returns. We can calculate the autocorrelation of Fame Productions returns to help us make a trade decision. For example, suppose you find that Fame Productions 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 |
Fame Productions 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 Fame Productions pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fame Productions pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fame Productions pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fame Productions Lagged Returns
When evaluating Fame Productions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fame Productions pink sheet have on its future price. Fame Productions 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, Fame Productions autocorrelation shows the relationship between Fame Productions pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fame Productions.
Regressed Prices |
| Timeline |
Pair Trading with Fame Productions
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Fame Productions position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Fame Productions will appreciate offsetting losses from the drop in the long position's value.Moving together with Fame Pink Sheet
Moving against Fame Pink Sheet
| 0.87 | IFPJF | Informa plc | PairCorr |
| 0.87 | NYT | New York Times | PairCorr |
| 0.86 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.86 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.55 | TLKMF | Telkom Indonesia Tbk | PairCorr |
The ability to find closely correlated positions to Fame Productions could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Fame Productions when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Fame Productions - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Fame Productions to buy it.
The correlation of Fame Productions is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Fame Productions moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Fame Productions moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Fame Productions can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Fame Pink Sheet Analysis
When running Fame Productions' price analysis, check to measure Fame Productions' 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 Fame Productions is operating at the current time. Most of Fame Productions' value examination focuses on studying past and present price action to predict the probability of Fame Productions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fame Productions' price. Additionally, you may evaluate how the addition of Fame Productions to your portfolios can decrease your overall portfolio volatility.