Fundamenta Real (Switzerland) Market Value
| FREN Stock | CHF 17.85 0.10 0.56% |
| Symbol | Fundamenta |
Fundamenta Real '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 Fundamenta Real'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 Fundamenta Real.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Fundamenta Real on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Fundamenta Real Estate or generate 0.0% return on investment in Fundamenta Real over 30 days. Fundamenta Real is related to or competes with Warteck Invest, SF Urban, Novavest Real, Peach Property, Plazza AG, Zueblin Immobilien, and Varia Properties. Fundamenta Real Estate AG engages in the acquisition, development, and maintenance of living spaces in German-speaking S... More
Fundamenta Real 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 Fundamenta Real'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 Fundamenta Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.61 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.16 |
Fundamenta Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundamenta Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundamenta Real's standard deviation. In reality, there are many statistical measures that can use Fundamenta Real historical prices to predict the future Fundamenta Real's volatility.| Risk Adjusted Performance | 0.0226 | |||
| Jensen Alpha | 0.0289 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.11) |
Fundamenta Real Estate Backtested Returns
At this stage we consider Fundamenta Stock to be very steady. Fundamenta Real Estate secures Sharpe Ratio (or Efficiency) of 0.0166, which denotes the company had a 0.0166 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fundamenta Real Estate, which you can use to evaluate the volatility of the firm. Please confirm Fundamenta Real's Mean Deviation of 0.5318, coefficient of variation of 3344.97, and Downside Deviation of 1.11 to check if the risk estimate we provide is consistent with the expected return of 0.0124%. Fundamenta Real has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fundamenta Real are expected to decrease at a much lower rate. During the bear market, Fundamenta Real is likely to outperform the market. Fundamenta Real Estate right now shows a risk of 0.75%. Please confirm Fundamenta Real Estate total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Fundamenta Real Estate will be following its price patterns.
Auto-correlation | 0.60 |
Good predictability
Fundamenta Real Estate has good predictability. Overlapping area represents the amount of predictability between Fundamenta Real time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fundamenta Real Estate price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Fundamenta Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Fundamenta Real Estate lagged returns against current returns
Autocorrelation, which is Fundamenta Real 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 Fundamenta Real's stock expected returns. We can calculate the autocorrelation of Fundamenta Real returns to help us make a trade decision. For example, suppose you find that Fundamenta Real 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 |
Fundamenta Real 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 Fundamenta Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundamenta Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundamenta Real stock over time.
Current vs Lagged Prices |
| Timeline |
Fundamenta Real Lagged Returns
When evaluating Fundamenta Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fundamenta Real stock have on its future price. Fundamenta Real 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, Fundamenta Real autocorrelation shows the relationship between Fundamenta Real stock current value and its past values and can show if there is a momentum factor associated with investing in Fundamenta Real Estate.
Regressed Prices |
| Timeline |
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When running Fundamenta Real's price analysis, check to measure Fundamenta Real'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 Fundamenta Real is operating at the current time. Most of Fundamenta Real's value examination focuses on studying past and present price action to predict the probability of Fundamenta Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fundamenta Real's price. Additionally, you may evaluate how the addition of Fundamenta Real to your portfolios can decrease your overall portfolio volatility.