Fiera Capital Stock Market Value
| FRRPF Stock | USD 6.97 0.06 0.85% |
| Symbol | Fiera |
Fiera Capital '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 Fiera Capital's pink sheet 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 Fiera Capital.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Fiera Capital on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Fiera Capital or generate 0.0% return on investment in Fiera Capital over 720 days. Fiera Capital is related to or competes with Invesco High, Blackrock Muniholdings, MFS Investment, and Federated Premier. Fiera Capital Corporation is an employee owned investment manager More
Fiera Capital 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 Fiera Capital's pink sheet 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 Fiera Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.36 | |||
| Information Ratio | 0.1159 | |||
| Maximum Drawdown | 14.36 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 3.09 |
Fiera Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fiera Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fiera Capital's standard deviation. In reality, there are many statistical measures that can use Fiera Capital historical prices to predict the future Fiera Capital's volatility.| Risk Adjusted Performance | 0.1368 | |||
| Jensen Alpha | 0.282 | |||
| Total Risk Alpha | 0.0707 | |||
| Sortino Ratio | 0.0524 | |||
| Treynor Ratio | 0.7072 |
Fiera Capital Backtested Returns
Fiera Capital appears to be somewhat reliable, given 3 months investment horizon. Fiera Capital secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fiera Capital, which you can use to evaluate the volatility of the firm. Please utilize Fiera Capital's Mean Deviation of 1.19, downside deviation of 4.36, and Coefficient Of Variation of 583.69 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fiera Capital holds a performance score of 13. The firm shows a Beta (market volatility) of 0.46, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fiera Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fiera Capital is expected to be smaller as well. Please check Fiera Capital's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Fiera Capital's price patterns will revert.
Auto-correlation | -0.67 |
Very good reverse predictability
Fiera Capital has very good reverse predictability. Overlapping area represents the amount of predictability between Fiera Capital time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 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 Fiera Capital price movement. The serial correlation of -0.67 indicates that around 67.0% of current Fiera Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
Fiera Capital lagged returns against current returns
Autocorrelation, which is Fiera Capital pink sheet'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 Fiera Capital's pink sheet expected returns. We can calculate the autocorrelation of Fiera Capital returns to help us make a trade decision. For example, suppose you find that Fiera Capital has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Fiera Capital 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 Fiera Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fiera Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fiera Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fiera Capital Lagged Returns
When evaluating Fiera Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fiera Capital pink sheet have on its future price. Fiera Capital 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, Fiera Capital autocorrelation shows the relationship between Fiera Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fiera Capital.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Fiera Pink Sheet
Fiera Capital financial ratios help investors to determine whether Fiera Pink Sheet 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 Fiera with respect to the benefits of owning Fiera Capital security.