FastPartner (Sweden) Market Value
| FPAR-D Stock | SEK 74.20 1.20 1.64% |
| Symbol | FastPartner |
FastPartner '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 FastPartner'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 FastPartner.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in FastPartner on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding FastPartner AB Series or generate 0.0% return on investment in FastPartner over 720 days. FastPartner is related to or competes with FastPartner, SBB-D, AB Sagax, and Atrium Ljungberg. FastPartner AB develops, owns, and manages commercial properties in Sweden More
FastPartner 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 FastPartner'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 FastPartner AB Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6908 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.44 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 0.9803 |
FastPartner Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FastPartner's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FastPartner's standard deviation. In reality, there are many statistical measures that can use FastPartner historical prices to predict the future FastPartner's volatility.| Risk Adjusted Performance | 0.0784 | |||
| Jensen Alpha | 0.0595 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 1.81 |
FastPartner AB Series Backtested Returns
At this point, FastPartner is very steady. FastPartner AB Series 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 twenty-nine technical indicators for FastPartner AB Series, which you can use to evaluate the volatility of the firm. Please confirm FastPartner's Coefficient Of Variation of 967.28, downside deviation of 0.6908, and Mean Deviation of 0.5637 to check if the risk estimate we provide is consistent with the expected return of 0.0858%. FastPartner has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0354, which means not very significant fluctuations relative to the market. As returns on the market increase, FastPartner's returns are expected to increase less than the market. However, during the bear market, the loss of holding FastPartner is expected to be smaller as well. FastPartner AB Series right now shows a risk of 0.72%. Please confirm FastPartner AB Series total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if FastPartner AB Series will be following its price patterns.
Auto-correlation | -0.64 |
Very good reverse predictability
FastPartner AB Series has very good reverse predictability. Overlapping area represents the amount of predictability between FastPartner time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 FastPartner AB Series price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current FastPartner price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 45.61 |
FastPartner AB Series lagged returns against current returns
Autocorrelation, which is FastPartner 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 FastPartner's stock expected returns. We can calculate the autocorrelation of FastPartner returns to help us make a trade decision. For example, suppose you find that FastPartner 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 |
FastPartner 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 FastPartner stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FastPartner stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FastPartner stock over time.
Current vs Lagged Prices |
| Timeline |
FastPartner Lagged Returns
When evaluating FastPartner's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FastPartner stock have on its future price. FastPartner 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, FastPartner autocorrelation shows the relationship between FastPartner stock current value and its past values and can show if there is a momentum factor associated with investing in FastPartner AB Series.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in FastPartner Stock
FastPartner financial ratios help investors to determine whether FastPartner Stock 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 FastPartner with respect to the benefits of owning FastPartner security.