Fs Energy And Stock Market Value
| FSEN Stock | USD 2.50 0.70 38.89% |
| Symbol | FSEN |
FS Energy '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 FS Energy'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 FS Energy.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in FS Energy on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding FS Energy and or generate 0.0% return on investment in FS Energy over 30 days. FS Energy is related to or competes with Blackstone, BlackRock, Apollo Global, Bank of New York, Ameriprise Financial, and Ares Management. FS Energy and Power Fund is business development company specializing in buyouts, debt and, to a lesser extent, equity s... More
FS Energy 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 FS Energy'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 FS Energy and upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0254 | |||
| Maximum Drawdown | 39.57 | |||
| Potential Upside | 3.73 |
FS Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FS Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FS Energy's standard deviation. In reality, there are many statistical measures that can use FS Energy historical prices to predict the future FS Energy's volatility.| Risk Adjusted Performance | 0.0439 | |||
| Jensen Alpha | 0.1756 | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | 0.3187 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FS Energy'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.
FS Energy Backtested Returns
FS Energy appears to be dangerous, given 3 months investment horizon. FS Energy retains Efficiency (Sharpe Ratio) of 0.0469, which denotes the company had a 0.0469% return per unit of price deviation over the last 3 months. We have found twenty-one technical indicators for FS Energy, which you can use to evaluate the volatility of the firm. Please utilize FS Energy's Market Risk Adjusted Performance of 0.3287, information ratio of 0.0254, and Standard Deviation of 6.39 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FS Energy holds a performance score of 3. The firm owns a Beta (Systematic Risk) of 0.89, which means possible diversification benefits within a given portfolio. FS Energy returns are very sensitive to returns on the market. As the market goes up or down, FS Energy is expected to follow. Please check FS Energy's variance, as well as the relationship between the skewness and day typical price , to make a quick decision on whether FS Energy's current price history will revert.
Auto-correlation | 0.00 |
No correlation between past and present
FS Energy and has no correlation between past and present. Overlapping area represents the amount of predictability between FS Energy time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 FS Energy price movement. The serial correlation of 0.0 indicates that just 0.0% of current FS Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
FS Energy lagged returns against current returns
Autocorrelation, which is FS Energy 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 FS Energy's pink sheet expected returns. We can calculate the autocorrelation of FS Energy returns to help us make a trade decision. For example, suppose you find that FS Energy 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 |
FS Energy 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 FS Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FS Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FS Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FS Energy Lagged Returns
When evaluating FS Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FS Energy pink sheet have on its future price. FS Energy 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, FS Energy autocorrelation shows the relationship between FS Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FS Energy and.
Regressed Prices |
| Timeline |
Pair Trading with FS Energy
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if FS Energy position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in FS Energy will appreciate offsetting losses from the drop in the long position's value.Moving against FSEN Pink Sheet
| 0.4 | AMIX | Autonomix Medical, Common | PairCorr |
| 0.38 | BKRKY | Bank Rakyat | PairCorr |
| 0.36 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.34 | IVSBF | Investor AB ser | PairCorr |
| 0.32 | PPERF | Bank Mandiri Persero | PairCorr |
The ability to find closely correlated positions to FS Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace FS Energy when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back FS Energy - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling FS Energy and to buy it.
The correlation of FS Energy is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as FS Energy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FS Energy moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for FS Energy can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in FSEN Pink Sheet
FS Energy financial ratios help investors to determine whether FSEN 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 FSEN with respect to the benefits of owning FS Energy security.