Federal Signal (Germany) Market Value
| FSG Stock | EUR 96.00 2.50 2.67% |
| Symbol | Federal |
Federal Signal '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 Federal Signal'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 Federal Signal.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Federal Signal on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Federal Signal or generate 0.0% return on investment in Federal Signal over 30 days. Federal Signal is related to or competes with Kurita Water, KURITA WTR, CHINA CONCH, Munters Group, Hitachi Zosen, and Select Energy. Federal Signal Corporation, together with its subsidiaries, designs, manufactures, and supplies a suite of products and ... More
Federal Signal 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 Federal Signal'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 Federal Signal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.78 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 19.58 | |||
| Value At Risk | (7.27) | |||
| Potential Upside | 8.28 |
Federal Signal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Signal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Signal's standard deviation. In reality, there are many statistical measures that can use Federal Signal historical prices to predict the future Federal Signal's volatility.| Risk Adjusted Performance | 0.0166 | |||
| Jensen Alpha | 0.0071 | |||
| Total Risk Alpha | (0.54) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1086 |
Federal Signal Backtested Returns
Federal Signal secures Sharpe Ratio (or Efficiency) of -0.0308, which denotes the company had a -0.0308 % return per unit of risk over the last 3 months. Federal Signal exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Signal's Coefficient Of Variation of 8530.67, mean deviation of 3.23, and Downside Deviation of 4.78 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federal Signal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Signal is expected to be smaller as well. At this point, Federal Signal has a negative expected return of -0.14%. Please make sure to confirm Federal Signal's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Federal Signal performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
Federal Signal has virtually no predictability. Overlapping area represents the amount of predictability between Federal Signal time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Federal Signal price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Federal Signal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 6.98 |
Federal Signal lagged returns against current returns
Autocorrelation, which is Federal Signal 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 Federal Signal's stock expected returns. We can calculate the autocorrelation of Federal Signal returns to help us make a trade decision. For example, suppose you find that Federal Signal 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 |
Federal Signal 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 Federal Signal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Signal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Signal stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Signal Lagged Returns
When evaluating Federal Signal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Signal stock have on its future price. Federal Signal 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, Federal Signal autocorrelation shows the relationship between Federal Signal stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Signal.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Federal Stock
When determining whether Federal Signal is a strong investment it is important to analyze Federal Signal's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Federal Signal's future performance. For an informed investment choice regarding Federal Stock, refer to the following important reports:Check out Federal Signal Correlation, Federal Signal Volatility and Federal Signal Alpha and Beta module to complement your research on Federal Signal. For more detail on how to invest in Federal Stock please use our How to Invest in Federal Signal guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Federal Signal technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.