FRESENIUS SE+CO (Germany) Market Value
| FREA Stock | EUR 9.60 0.20 2.04% |
| Symbol | FRESENIUS |
FRESENIUS SE+CO '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 FRESENIUS SE+CO'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 FRESENIUS SE+CO.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in FRESENIUS SE+CO on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding FRESENIUS SECO ADR or generate 0.0% return on investment in FRESENIUS SE+CO over 30 days. FRESENIUS SE+CO is related to or competes with UNITED INTERNET, Takarék Jelzálogbank, JSC Halyk, COMPUTERSHARE, BANK OCHINA, Computer, and China Communications. KGaA, a health care group, provides products and services for dialysis, hospitals, and outpatient medical care worldwide More
FRESENIUS SE+CO 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 FRESENIUS SE+CO'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 FRESENIUS SECO ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.1601 | |||
| Maximum Drawdown | 6.12 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.84 |
FRESENIUS SE+CO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FRESENIUS SE+CO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FRESENIUS SE+CO's standard deviation. In reality, there are many statistical measures that can use FRESENIUS SE+CO historical prices to predict the future FRESENIUS SE+CO's volatility.| Risk Adjusted Performance | 0.1184 | |||
| Jensen Alpha | 0.2629 | |||
| Total Risk Alpha | 0.3189 | |||
| Sortino Ratio | 0.2113 | |||
| Treynor Ratio | (43.13) |
FRESENIUS SECO ADR Backtested Returns
FRESENIUS SE+CO appears to be not too volatile, given 3 months investment horizon. FRESENIUS SECO ADR secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for FRESENIUS SECO ADR, which you can use to evaluate the volatility of the firm. Please utilize FRESENIUS SE+CO's downside deviation of 1.35, and Mean Deviation of 1.22 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FRESENIUS SE+CO holds a performance score of 12. The firm shows a Beta (market volatility) of -0.0061, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FRESENIUS SE+CO are expected to decrease at a much lower rate. During the bear market, FRESENIUS SE+CO is likely to outperform the market. Please check FRESENIUS SE+CO's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether FRESENIUS SE+CO's price patterns will revert.
Auto-correlation | 0.44 |
Average predictability
FRESENIUS SECO ADR has average predictability. Overlapping area represents the amount of predictability between FRESENIUS SE+CO time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 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 FRESENIUS SECO ADR price movement. The serial correlation of 0.44 indicates that just about 44.0% of current FRESENIUS SE+CO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
FRESENIUS SECO ADR lagged returns against current returns
Autocorrelation, which is FRESENIUS SE+CO 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 FRESENIUS SE+CO's stock expected returns. We can calculate the autocorrelation of FRESENIUS SE+CO returns to help us make a trade decision. For example, suppose you find that FRESENIUS SE+CO 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 |
FRESENIUS SE+CO 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 FRESENIUS SE+CO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FRESENIUS SE+CO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FRESENIUS SE+CO stock over time.
Current vs Lagged Prices |
| Timeline |
FRESENIUS SE+CO Lagged Returns
When evaluating FRESENIUS SE+CO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FRESENIUS SE+CO stock have on its future price. FRESENIUS SE+CO 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, FRESENIUS SE+CO autocorrelation shows the relationship between FRESENIUS SE+CO stock current value and its past values and can show if there is a momentum factor associated with investing in FRESENIUS SECO ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FRESENIUS Stock
FRESENIUS SE+CO financial ratios help investors to determine whether FRESENIUS 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 FRESENIUS with respect to the benefits of owning FRESENIUS SE+CO security.