Filtronic (UK) Market Value
| FTC Stock | 202.00 3.00 1.46% |
| Symbol | Filtronic |
Filtronic '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 Filtronic'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 Filtronic.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Filtronic on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Filtronic or generate 0.0% return on investment in Filtronic over 90 days. Filtronic is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, State Bank, SoftBank Group, and OTP Bank. Filtronic is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Filtronic 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 Filtronic'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 Filtronic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | 0.2676 | |||
| Maximum Drawdown | 12.4 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 4.89 |
Filtronic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Filtronic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Filtronic's standard deviation. In reality, there are many statistical measures that can use Filtronic historical prices to predict the future Filtronic's volatility.| Risk Adjusted Performance | 0.2327 | |||
| Jensen Alpha | 0.7335 | |||
| Total Risk Alpha | 0.6237 | |||
| Sortino Ratio | 0.2821 | |||
| Treynor Ratio | 2.08 |
Filtronic February 19, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2327 | |||
| Market Risk Adjusted Performance | 2.09 | |||
| Mean Deviation | 2.08 | |||
| Semi Deviation | 1.93 | |||
| Downside Deviation | 2.52 | |||
| Coefficient Of Variation | 350.67 | |||
| Standard Deviation | 2.65 | |||
| Variance | 7.04 | |||
| Information Ratio | 0.2676 | |||
| Jensen Alpha | 0.7335 | |||
| Total Risk Alpha | 0.6237 | |||
| Sortino Ratio | 0.2821 | |||
| Treynor Ratio | 2.08 | |||
| Maximum Drawdown | 12.4 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 4.89 | |||
| Downside Variance | 6.33 | |||
| Semi Variance | 3.72 | |||
| Expected Short fall | (2.43) | |||
| Skewness | (0.06) | |||
| Kurtosis | (0.15) |
Filtronic Backtested Returns
Filtronic appears to be very steady, given 3 months investment horizon. Filtronic secures Sharpe Ratio (or Efficiency) of 0.31, which denotes the company had a 0.31 % return per unit of risk over the last 3 months. By reviewing Filtronic's technical indicators, you can evaluate if the expected return of 0.84% is justified by implied risk. Please utilize Filtronic's Mean Deviation of 2.08, downside deviation of 2.52, and Coefficient Of Variation of 350.67 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Filtronic holds a performance score of 24. The firm shows a Beta (market volatility) of 0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, Filtronic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Filtronic is expected to be smaller as well. Please check Filtronic's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Filtronic's price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Filtronic has good predictability. Overlapping area represents the amount of predictability between Filtronic time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 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 Filtronic price movement. The serial correlation of 0.73 indicates that around 73.0% of current Filtronic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 105.7 |
Also Currently Popular
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.Other Information on Investing in Filtronic Stock
Filtronic financial ratios help investors to determine whether Filtronic 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 Filtronic with respect to the benefits of owning Filtronic security.