Fairwood Holdings Limited Stock Market Value
| FRWDF Stock | USD 1.05 0.00 0.00% |
| Symbol | Fairwood |
Fairwood Holdings '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 Fairwood Holdings' 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 Fairwood Holdings.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Fairwood Holdings on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Fairwood Holdings Limited or generate 0.0% return on investment in Fairwood Holdings over 30 days. Fairwood Holdings is related to or competes with Cementos Pacasmayo, GMS, Atmos Energy, NorthWestern, Eldorado Gold, Pure Cycle, and Antero Midstream. Fairwood Holdings Limited, an investment holding company, engages in the operation of fast-food restaurants More
Fairwood Holdings 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 Fairwood Holdings' 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 Fairwood Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1164 | |||
| Maximum Drawdown | 40.28 |
Fairwood Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fairwood Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fairwood Holdings' standard deviation. In reality, there are many statistical measures that can use Fairwood Holdings historical prices to predict the future Fairwood Holdings' volatility.| Risk Adjusted Performance | 0.1137 | |||
| Jensen Alpha | 0.6249 | |||
| Total Risk Alpha | 0.0282 | |||
| Treynor Ratio | 1.02 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fairwood Holdings' 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.
Fairwood Holdings Backtested Returns
Fairwood Holdings appears to be extremely dangerous, given 3 months investment horizon. Fairwood Holdings 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. By reviewing Fairwood Holdings' technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please utilize Fairwood Holdings' Standard Deviation of 5.09, variance of 25.92, and Mean Deviation of 1.36 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fairwood Holdings holds a performance score of 10. The firm shows a Beta (market volatility) of 0.68, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fairwood Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fairwood Holdings is expected to be smaller as well. Please check Fairwood Holdings' coefficient of variation, jensen alpha, as well as the relationship between the Jensen Alpha and rate of daily change , to make a quick decision on whether Fairwood Holdings' price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Fairwood Holdings Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Fairwood Holdings time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 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 Fairwood Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fairwood Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fairwood Holdings lagged returns against current returns
Autocorrelation, which is Fairwood Holdings 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 Fairwood Holdings' pink sheet expected returns. We can calculate the autocorrelation of Fairwood Holdings returns to help us make a trade decision. For example, suppose you find that Fairwood Holdings 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 |
Fairwood Holdings 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 Fairwood Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fairwood Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fairwood Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fairwood Holdings Lagged Returns
When evaluating Fairwood Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fairwood Holdings pink sheet have on its future price. Fairwood Holdings 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, Fairwood Holdings autocorrelation shows the relationship between Fairwood Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fairwood Holdings Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Fairwood Pink Sheet
Fairwood Holdings financial ratios help investors to determine whether Fairwood 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 Fairwood with respect to the benefits of owning Fairwood Holdings security.