Fresenius Se Co Stock Market Value
| FSNUY Stock | USD 8.54 0.12 1.39% |
| Symbol | Fresenius |
Fresenius '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 Fresenius' 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 Fresenius.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Fresenius on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Fresenius SE Co or generate 0.0% return on investment in Fresenius over 720 days. Fresenius is related to or competes with IMAC Holdings, HCA Holdings, HUMANA, SCOR PK, Barloworld, Morningstar Unconstrained, and High-yield Municipal. KGaA, a health care company, provides products and services for dialysis, hospitals, and outpatient medical care More
Fresenius 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 Fresenius' 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 Fresenius SE Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.02 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 1.88 |
Fresenius Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fresenius' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fresenius' standard deviation. In reality, there are many statistical measures that can use Fresenius historical prices to predict the future Fresenius' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 0.543 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fresenius' 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.
Fresenius SE Backtested Returns
Fresenius SE secures Sharpe Ratio (or Efficiency) of -0.0892, which denotes the company had a -0.0892% return per unit of risk over the last 3 months. Fresenius SE Co exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fresenius' Variance of 1.48, standard deviation of 1.22, and Mean Deviation of 0.9755 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fresenius are expected to decrease at a much lower rate. During the bear market, Fresenius is likely to outperform the market. At this point, Fresenius SE has a negative expected return of -0.11%. Please make sure to confirm Fresenius' skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Fresenius SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.54 |
Modest predictability
Fresenius SE Co has modest predictability. Overlapping area represents the amount of predictability between Fresenius time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 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 Fresenius SE price movement. The serial correlation of 0.54 indicates that about 54.0% of current Fresenius price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
Fresenius SE lagged returns against current returns
Autocorrelation, which is Fresenius 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 Fresenius' pink sheet expected returns. We can calculate the autocorrelation of Fresenius returns to help us make a trade decision. For example, suppose you find that Fresenius 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 |
Fresenius 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 Fresenius pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fresenius pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fresenius pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fresenius Lagged Returns
When evaluating Fresenius' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fresenius pink sheet have on its future price. Fresenius 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, Fresenius autocorrelation shows the relationship between Fresenius pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fresenius SE Co.
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 Fresenius Pink Sheet Analysis
When running Fresenius' price analysis, check to measure Fresenius' 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 Fresenius is operating at the current time. Most of Fresenius' value examination focuses on studying past and present price action to predict the probability of Fresenius' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fresenius' price. Additionally, you may evaluate how the addition of Fresenius to your portfolios can decrease your overall portfolio volatility.