Frequency Exchange Corp Stock Market Value
| FREQ Stock | 0.28 0.07 20.00% |
| Symbol | Frequency |
Frequency Exchange '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 Frequency Exchange'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 Frequency Exchange.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Frequency Exchange on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Frequency Exchange Corp or generate 0.0% return on investment in Frequency Exchange over 30 days. Frequency Exchange is related to or competes with Postmedia Network, Constellation Software, Salesforce, Quorum Information, Data Communications, Vizsla Silver, and Storage Vault. Frequency Exchange is entity of Canada. It is traded as Stock on V exchange. More
Frequency Exchange 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 Frequency Exchange'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 Frequency Exchange Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.53 | |||
| Information Ratio | 0.1226 | |||
| Maximum Drawdown | 69.2 | |||
| Value At Risk | (11.76) | |||
| Potential Upside | 16.0 |
Frequency Exchange Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frequency Exchange's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frequency Exchange's standard deviation. In reality, there are many statistical measures that can use Frequency Exchange historical prices to predict the future Frequency Exchange's volatility.| Risk Adjusted Performance | 0.1116 | |||
| Jensen Alpha | 1.36 | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | 0.0968 | |||
| Treynor Ratio | 0.761 |
Frequency Exchange Corp Backtested Returns
Frequency Exchange is out of control given 3 months investment horizon. Frequency Exchange Corp secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.69% are justified by taking the suggested risk. Use Frequency Exchange Downside Deviation of 15.53, coefficient of variation of 747.56, and Mean Deviation of 5.62 to evaluate company specific risk that cannot be diversified away. Frequency Exchange holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 2.14, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Frequency Exchange will likely underperform. Use Frequency Exchange coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to analyze future returns on Frequency Exchange.
Auto-correlation | -0.89 |
Excellent reverse predictability
Frequency Exchange Corp has excellent reverse predictability. Overlapping area represents the amount of predictability between Frequency Exchange time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 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 Frequency Exchange Corp price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Frequency Exchange price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Frequency Exchange Corp lagged returns against current returns
Autocorrelation, which is Frequency Exchange 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 Frequency Exchange's stock expected returns. We can calculate the autocorrelation of Frequency Exchange returns to help us make a trade decision. For example, suppose you find that Frequency Exchange 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 |
Frequency Exchange 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 Frequency Exchange stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frequency Exchange stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frequency Exchange stock over time.
Current vs Lagged Prices |
| Timeline |
Frequency Exchange Lagged Returns
When evaluating Frequency Exchange's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frequency Exchange stock have on its future price. Frequency Exchange 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, Frequency Exchange autocorrelation shows the relationship between Frequency Exchange stock current value and its past values and can show if there is a momentum factor associated with investing in Frequency Exchange Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Frequency Stock Analysis
When running Frequency Exchange's price analysis, check to measure Frequency Exchange'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 Frequency Exchange is operating at the current time. Most of Frequency Exchange's value examination focuses on studying past and present price action to predict the probability of Frequency Exchange's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Frequency Exchange's price. Additionally, you may evaluate how the addition of Frequency Exchange to your portfolios can decrease your overall portfolio volatility.