La Foncire (Switzerland) Market Value
| FOC Fund | CHF 154.00 1.00 0.65% |
| Symbol | FOC |
Please note, there is a significant difference between La Foncire's value and its price as these two are different measures arrived at by different means. Investors typically determine if La Foncire is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, La Foncire'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.
La Foncire '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 La Foncire's fund 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 La Foncire.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in La Foncire on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding La Foncire or generate 0.0% return on investment in La Foncire over 90 days. More
La Foncire 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 La Foncire's fund 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 La Foncire upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8854 | |||
| Information Ratio | 0.0611 | |||
| Maximum Drawdown | 3.52 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.77 |
La Foncire Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for La Foncire's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as La Foncire's standard deviation. In reality, there are many statistical measures that can use La Foncire historical prices to predict the future La Foncire's volatility.| Risk Adjusted Performance | 0.1424 | |||
| Jensen Alpha | 0.1506 | |||
| Total Risk Alpha | 0.0232 | |||
| Sortino Ratio | 0.0646 | |||
| Treynor Ratio | 0.9311 |
La Foncire Backtested Returns
At this stage we consider FOC Fund to be very steady. La Foncire retains Efficiency (Sharpe Ratio) of 0.19, which conveys that the entity had a 0.19% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for La Foncire, which you can use to evaluate the volatility of the fund. Please verify La Foncire's Standard Deviation of 0.9369, market risk adjusted performance of 0.9411, and Mean Deviation of 0.7929 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The fund owns a Beta (Systematic Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, La Foncire's returns are expected to increase less than the market. However, during the bear market, the loss of holding La Foncire is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
La Foncire has poor predictability. Overlapping area represents the amount of predictability between La Foncire time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th of December 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 La Foncire price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current La Foncire price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 9.08 |
La Foncire lagged returns against current returns
Autocorrelation, which is La Foncire fund'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 La Foncire's fund expected returns. We can calculate the autocorrelation of La Foncire returns to help us make a trade decision. For example, suppose you find that La Foncire has exhibited high autocorrelation historically, and you observe that the fund 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 |
La Foncire 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 La Foncire fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if La Foncire fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in La Foncire fund over time.
Current vs Lagged Prices |
| Timeline |
La Foncire Lagged Returns
When evaluating La Foncire's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of La Foncire fund have on its future price. La Foncire 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, La Foncire autocorrelation shows the relationship between La Foncire fund current value and its past values and can show if there is a momentum factor associated with investing in La Foncire.
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.Other Information on Investing in FOC Fund
La Foncire financial ratios help investors to determine whether FOC Fund 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 FOC with respect to the benefits of owning La Foncire security.
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