FIRST TRACTOR (Germany) Market Value
| FTP Stock | EUR 0.94 0.01 1.05% |
| Symbol | FIRST |
FIRST TRACTOR '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 FIRST TRACTOR'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 FIRST TRACTOR.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in FIRST TRACTOR on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding FIRST TRACTOR H or generate 0.0% return on investment in FIRST TRACTOR over 30 days. FIRST TRACTOR is related to or competes with Apple, Apple, Apple, Microsoft, Microsoft, Microsoft, and Microsoft. More
FIRST TRACTOR 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 FIRST TRACTOR'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 FIRST TRACTOR H upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.46 | |||
| Information Ratio | 0.1365 | |||
| Maximum Drawdown | 14.43 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.56 |
FIRST TRACTOR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FIRST TRACTOR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FIRST TRACTOR's standard deviation. In reality, there are many statistical measures that can use FIRST TRACTOR historical prices to predict the future FIRST TRACTOR's volatility.| Risk Adjusted Performance | 0.1358 | |||
| Jensen Alpha | 0.324 | |||
| Total Risk Alpha | 0.1509 | |||
| Sortino Ratio | 0.0991 | |||
| Treynor Ratio | (1.23) |
FIRST TRACTOR H Backtested Returns
Currently, FIRST TRACTOR H is very risky. FIRST TRACTOR H secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for FIRST TRACTOR H , which you can use to evaluate the volatility of the firm. Please confirm FIRST TRACTOR's Downside Deviation of 2.46, market risk adjusted performance of (1.22), and Mean Deviation of 0.9546 to check if the risk estimate we provide is consistent with the expected return of 0.18%. FIRST TRACTOR has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FIRST TRACTOR are expected to decrease at a much lower rate. During the bear market, FIRST TRACTOR is likely to outperform the market. FIRST TRACTOR H currently shows a risk of 1.77%. Please confirm FIRST TRACTOR H treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if FIRST TRACTOR H will be following its price patterns.
Auto-correlation | -0.62 |
Very good reverse predictability
FIRST TRACTOR H has very good reverse predictability. Overlapping area represents the amount of predictability between FIRST TRACTOR time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 FIRST TRACTOR H price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current FIRST TRACTOR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FIRST TRACTOR H lagged returns against current returns
Autocorrelation, which is FIRST TRACTOR 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 FIRST TRACTOR's stock expected returns. We can calculate the autocorrelation of FIRST TRACTOR returns to help us make a trade decision. For example, suppose you find that FIRST TRACTOR 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 |
FIRST TRACTOR 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 FIRST TRACTOR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FIRST TRACTOR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FIRST TRACTOR stock over time.
Current vs Lagged Prices |
| Timeline |
FIRST TRACTOR Lagged Returns
When evaluating FIRST TRACTOR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FIRST TRACTOR stock have on its future price. FIRST TRACTOR 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, FIRST TRACTOR autocorrelation shows the relationship between FIRST TRACTOR stock current value and its past values and can show if there is a momentum factor associated with investing in FIRST TRACTOR H .
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for FIRST Stock Analysis
When running FIRST TRACTOR's price analysis, check to measure FIRST TRACTOR's 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 FIRST TRACTOR is operating at the current time. Most of FIRST TRACTOR's value examination focuses on studying past and present price action to predict the probability of FIRST TRACTOR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FIRST TRACTOR's price. Additionally, you may evaluate how the addition of FIRST TRACTOR to your portfolios can decrease your overall portfolio volatility.