Fanuc (Germany) Market Value
| FUC Stock | EUR 35.29 0.21 0.59% |
| Symbol | Fanuc |
Fanuc '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 Fanuc'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 Fanuc.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Fanuc on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Fanuc or generate 0.0% return on investment in Fanuc over 90 days. Fanuc is related to or competes with DIVERSIFIED ROYALTY, REINET INVESTMENTS, and ULTRA CLEAN. More
Fanuc 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 Fanuc'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 Fanuc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.1488 | |||
| Maximum Drawdown | 19.16 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 4.71 |
Fanuc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fanuc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fanuc's standard deviation. In reality, there are many statistical measures that can use Fanuc historical prices to predict the future Fanuc's volatility.| Risk Adjusted Performance | 0.1351 | |||
| Jensen Alpha | 0.5049 | |||
| Total Risk Alpha | 0.2395 | |||
| Sortino Ratio | 0.1744 | |||
| Treynor Ratio | 1.58 |
Fanuc January 26, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1351 | |||
| Market Risk Adjusted Performance | 1.59 | |||
| Mean Deviation | 2.07 | |||
| Semi Deviation | 1.87 | |||
| Downside Deviation | 2.63 | |||
| Coefficient Of Variation | 574.26 | |||
| Standard Deviation | 3.09 | |||
| Variance | 9.54 | |||
| Information Ratio | 0.1488 | |||
| Jensen Alpha | 0.5049 | |||
| Total Risk Alpha | 0.2395 | |||
| Sortino Ratio | 0.1744 | |||
| Treynor Ratio | 1.58 | |||
| Maximum Drawdown | 19.16 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 4.71 | |||
| Downside Variance | 6.94 | |||
| Semi Variance | 3.49 | |||
| Expected Short fall | (2.73) | |||
| Skewness | 1.49 | |||
| Kurtosis | 5.1 |
Fanuc Backtested Returns
Fanuc appears to be very steady, given 3 months investment horizon. Fanuc secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fanuc, which you can use to evaluate the volatility of the firm. Please utilize Fanuc's Mean Deviation of 2.07, coefficient of variation of 574.26, and Downside Deviation of 2.63 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fanuc holds a performance score of 11. The firm shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fanuc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fanuc is expected to be smaller as well. Please check Fanuc's jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to make a quick decision on whether Fanuc's price patterns will revert.
Auto-correlation | -0.51 |
Good reverse predictability
Fanuc has good reverse predictability. Overlapping area represents the amount of predictability between Fanuc time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Fanuc price movement. The serial correlation of -0.51 indicates that about 51.0% of current Fanuc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 3.01 |
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Additional Tools for Fanuc Stock Analysis
When running Fanuc's price analysis, check to measure Fanuc'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 Fanuc is operating at the current time. Most of Fanuc's value examination focuses on studying past and present price action to predict the probability of Fanuc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fanuc's price. Additionally, you may evaluate how the addition of Fanuc to your portfolios can decrease your overall portfolio volatility.