FSA Group (Australia) Market Value
| FSA Stock | 0.83 0.01 1.19% |
| Symbol | FSA |
FSA Group '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 FSA Group'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 FSA Group.
| 02/24/2025 |
| 03/26/2025 |
If you would invest 0.00 in FSA Group on February 24, 2025 and sell it all today you would earn a total of 0.00 from holding FSA Group or generate 0.0% return on investment in FSA Group over 30 days. FSA Group is related to or competes with Gold Road, Australian Unity, Diversified United, and Carlton Investments. FSA Group is entity of Australia. It is traded as Stock on AU exchange. More
FSA Group 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 FSA Group'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 FSA Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.94 | |||
| Information Ratio | 0.0605 | |||
| Maximum Drawdown | 12.92 | |||
| Value At Risk | (3.37) | |||
| Potential Upside | 3.45 |
FSA Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FSA Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FSA Group's standard deviation. In reality, there are many statistical measures that can use FSA Group historical prices to predict the future FSA Group's volatility.| Risk Adjusted Performance | 0.0622 | |||
| Jensen Alpha | 0.1235 | |||
| Total Risk Alpha | 0.1165 | |||
| Sortino Ratio | 0.0409 | |||
| Treynor Ratio | (0.86) |
FSA Group Backtested Returns
Currently, FSA Group is dangerous. FSA Group retains Efficiency (Sharpe Ratio) of 0.0702, which denotes the company had a 0.0702 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for FSA Group, which you can use to evaluate the volatility of the firm. Please confirm FSA Group's Coefficient Of Variation of 1494.13, downside deviation of 2.94, and Market Risk Adjusted Performance of (0.85) to check if the risk estimate we provide is consistent with the expected return of 0.14%. FSA Group has a performance score of 5 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FSA Group are expected to decrease at a much lower rate. During the bear market, FSA Group is likely to outperform the market. FSA Group now owns a risk of 2.04%. Please confirm FSA Group market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if FSA Group will be following its current price history.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
FSA Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between FSA Group time series from 24th of February 2025 to 11th of March 2025 and 11th of March 2025 to 26th of March 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 FSA Group price movement. The serial correlation of -0.73 indicates that around 73.0% of current FSA Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FSA Group lagged returns against current returns
Autocorrelation, which is FSA Group 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 FSA Group's stock expected returns. We can calculate the autocorrelation of FSA Group returns to help us make a trade decision. For example, suppose you find that FSA Group 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 |
FSA Group 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 FSA Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FSA Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FSA Group stock over time.
Current vs Lagged Prices |
| Timeline |
FSA Group Lagged Returns
When evaluating FSA Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FSA Group stock have on its future price. FSA Group 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, FSA Group autocorrelation shows the relationship between FSA Group stock current value and its past values and can show if there is a momentum factor associated with investing in FSA Group.
Regressed Prices |
| Timeline |
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Additional Tools for FSA Stock Analysis
When running FSA Group's price analysis, check to measure FSA Group'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 FSA Group is operating at the current time. Most of FSA Group's value examination focuses on studying past and present price action to predict the probability of FSA Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FSA Group's price. Additionally, you may evaluate how the addition of FSA Group to your portfolios can decrease your overall portfolio volatility.