Fast Retailing (Germany) Market Value
| FR7 Stock | EUR 318.00 0.10 0.03% |
| Symbol | Fast |
Fast Retailing '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 Fast Retailing'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 Fast Retailing.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Fast Retailing on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Fast Retailing Co or generate 0.0% return on investment in Fast Retailing over 540 days. Fast Retailing is related to or competes with Retail Estates, Corporate Office, Pick N, and CITY OFFICE. More
Fast Retailing 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 Fast Retailing'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 Fast Retailing Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0024 | |||
| Maximum Drawdown | 10.52 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 3.52 |
Fast Retailing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fast Retailing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fast Retailing's standard deviation. In reality, there are many statistical measures that can use Fast Retailing historical prices to predict the future Fast Retailing's volatility.| Risk Adjusted Performance | 0.0771 | |||
| Jensen Alpha | 0.0824 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0021 | |||
| Treynor Ratio | 0.3428 |
Fast Retailing Backtested Returns
Currently, Fast Retailing Co is very steady. Fast Retailing secures Sharpe Ratio (or Efficiency) of 0.0945, which denotes the company had a 0.0945% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fast Retailing Co, which you can use to evaluate the volatility of the firm. Please confirm Fast Retailing's Mean Deviation of 0.8566, downside deviation of 1.76, and Coefficient Of Variation of 1058.25 to check if the risk estimate we provide is consistent with the expected return of 0.14%. Fast Retailing has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fast Retailing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fast Retailing is expected to be smaller as well. Fast Retailing right now shows a risk of 1.49%. Please confirm Fast Retailing sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Fast Retailing will be following its price patterns.
Auto-correlation | 0.83 |
Very good predictability
Fast Retailing Co has very good predictability. Overlapping area represents the amount of predictability between Fast Retailing time series from 10th of June 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Fast Retailing price movement. The serial correlation of 0.83 indicates that around 83.0% of current Fast Retailing price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 762.94 |
Fast Retailing lagged returns against current returns
Autocorrelation, which is Fast Retailing 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 Fast Retailing's stock expected returns. We can calculate the autocorrelation of Fast Retailing returns to help us make a trade decision. For example, suppose you find that Fast Retailing 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 |
Fast Retailing 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 Fast Retailing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fast Retailing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fast Retailing stock over time.
Current vs Lagged Prices |
| Timeline |
Fast Retailing Lagged Returns
When evaluating Fast Retailing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fast Retailing stock have on its future price. Fast Retailing 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, Fast Retailing autocorrelation shows the relationship between Fast Retailing stock current value and its past values and can show if there is a momentum factor associated with investing in Fast Retailing Co.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Fast Stock Analysis
When running Fast Retailing's price analysis, check to measure Fast Retailing's 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 Fast Retailing is operating at the current time. Most of Fast Retailing's value examination focuses on studying past and present price action to predict the probability of Fast Retailing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fast Retailing's price. Additionally, you may evaluate how the addition of Fast Retailing to your portfolios can decrease your overall portfolio volatility.