Friedrich Vorwerk Group Stock Market Value
| FRVWY Stock | USD 25.18 0.49 1.91% |
| Symbol | Friedrich |
Friedrich Vorwerk '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 Friedrich Vorwerk'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 Friedrich Vorwerk.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Friedrich Vorwerk on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Friedrich Vorwerk Group or generate 0.0% return on investment in Friedrich Vorwerk over 30 days. Friedrich Vorwerk is related to or competes with Pembina Pipeline, China Oilfield, Idemitsu Kosan, Idemitsu Kosan, Keyera Corp, Technip Energies, and Technip Energies. Friedrich Vorwerk Group SE provides various solutions for transformation and transportation of energy in Germany and Eur... More
Friedrich Vorwerk 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 Friedrich Vorwerk'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 Friedrich Vorwerk Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.49 | |||
| Information Ratio | 0.0297 | |||
| Maximum Drawdown | 36.99 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 6.44 |
Friedrich Vorwerk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Friedrich Vorwerk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Friedrich Vorwerk's standard deviation. In reality, there are many statistical measures that can use Friedrich Vorwerk historical prices to predict the future Friedrich Vorwerk's volatility.| Risk Adjusted Performance | 0.043 | |||
| Jensen Alpha | 0.2131 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0172 | |||
| Treynor Ratio | (1.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Friedrich Vorwerk's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Friedrich Vorwerk Backtested Returns
At this stage we consider Friedrich Pink Sheet to be not too volatile. Friedrich Vorwerk secures Sharpe Ratio (or Efficiency) of 0.0373, which denotes the company had a 0.0373 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Friedrich Vorwerk Group, which you can use to evaluate the volatility of the firm. Please confirm Friedrich Vorwerk's Downside Deviation of 7.49, mean deviation of 1.61, and Coefficient Of Variation of 2028.68 to check if the risk estimate we provide is consistent with the expected return of 0.16%. Friedrich Vorwerk has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Friedrich Vorwerk are expected to decrease at a much lower rate. During the bear market, Friedrich Vorwerk is likely to outperform the market. Friedrich Vorwerk right now shows a risk of 4.3%. Please confirm Friedrich Vorwerk information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Friedrich Vorwerk will be following its price patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Friedrich Vorwerk Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Friedrich Vorwerk time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Friedrich Vorwerk price movement. The serial correlation of -0.2 indicates that over 20.0% of current Friedrich Vorwerk price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Friedrich Vorwerk lagged returns against current returns
Autocorrelation, which is Friedrich Vorwerk 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 Friedrich Vorwerk's pink sheet expected returns. We can calculate the autocorrelation of Friedrich Vorwerk returns to help us make a trade decision. For example, suppose you find that Friedrich Vorwerk 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 |
Friedrich Vorwerk 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 Friedrich Vorwerk pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Friedrich Vorwerk pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Friedrich Vorwerk pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Friedrich Vorwerk Lagged Returns
When evaluating Friedrich Vorwerk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Friedrich Vorwerk pink sheet have on its future price. Friedrich Vorwerk 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, Friedrich Vorwerk autocorrelation shows the relationship between Friedrich Vorwerk pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Friedrich Vorwerk Group.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Friedrich Pink Sheet Analysis
When running Friedrich Vorwerk's price analysis, check to measure Friedrich Vorwerk'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 Friedrich Vorwerk is operating at the current time. Most of Friedrich Vorwerk's value examination focuses on studying past and present price action to predict the probability of Friedrich Vorwerk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Friedrich Vorwerk's price. Additionally, you may evaluate how the addition of Friedrich Vorwerk to your portfolios can decrease your overall portfolio volatility.