Fsport AB (Sweden) Market Value
| FSPORT Stock | 0.03 0.0005 1.61% |
| Symbol | Fsport |
Fsport AB '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 Fsport AB'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 Fsport AB.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in Fsport AB on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Fsport AB or generate 0.0% return on investment in Fsport AB over 30 days. Fsport AB is related to or competes with DistIT AB, Sileon AB, Thunderful Group, Insplorion, and Fram Skandinavien. More
Fsport AB 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 Fsport AB'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 Fsport AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 29.04 | |||
| Value At Risk | (11.48) | |||
| Potential Upside | 6.59 |
Fsport AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fsport AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fsport AB's standard deviation. In reality, there are many statistical measures that can use Fsport AB historical prices to predict the future Fsport AB's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (1.00) | |||
| Total Risk Alpha | (1.38) | |||
| Treynor Ratio | 1.91 |
Fsport AB Backtested Returns
Fsport AB secures Sharpe Ratio (or Efficiency) of -0.26, which denotes the company had a -0.26 % return per unit of risk over the last 3 months. Fsport AB exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fsport AB's Mean Deviation of 3.62, variance of 25.9, and Standard Deviation of 5.09 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fsport AB are expected to decrease at a much lower rate. During the bear market, Fsport AB is likely to outperform the market. At this point, Fsport AB has a negative expected return of -1.31%. Please make sure to confirm Fsport AB's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Fsport AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Fsport AB has good predictability. Overlapping area represents the amount of predictability between Fsport AB time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st 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 Fsport AB price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Fsport AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fsport AB lagged returns against current returns
Autocorrelation, which is Fsport AB 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 Fsport AB's stock expected returns. We can calculate the autocorrelation of Fsport AB returns to help us make a trade decision. For example, suppose you find that Fsport AB 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 |
Fsport AB 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 Fsport AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fsport AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fsport AB stock over time.
Current vs Lagged Prices |
| Timeline |
Fsport AB Lagged Returns
When evaluating Fsport AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fsport AB stock have on its future price. Fsport AB 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, Fsport AB autocorrelation shows the relationship between Fsport AB stock current value and its past values and can show if there is a momentum factor associated with investing in Fsport AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Fsport Stock
Fsport AB financial ratios help investors to determine whether Fsport Stock 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 Fsport with respect to the benefits of owning Fsport AB security.