Fanuc's market value is the price at which a share of Fanuc trades on a public exchange. It measures the collective expectations of Fanuc investors about its performance. Fanuc is selling for under 35.36 as of the 23rd of January 2026; that is 1.78% down since the beginning of the trading day. The stock's last reported lowest price was 35.12. With this module, you can estimate the performance of a buy and hold strategy of Fanuc and determine expected loss or profit from investing in Fanuc over a given investment horizon. Check out Fanuc Correlation, Fanuc Volatility and Fanuc Alpha and Beta module to complement your research on Fanuc.
Please note, there is a significant difference between Fanuc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fanuc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fanuc's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
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.
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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fanuc's 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.
Fanuc appears to be not too volatile, given 3 months investment horizon. Fanuc secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fanuc, which you can use to evaluate the volatility of the firm. Please utilize Fanuc's Downside Deviation of 3.03, mean deviation of 2.65, and Coefficient Of Variation of 678.94 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fanuc holds a performance score of 8. The firm shows a Beta (market volatility) of 0.78, 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 total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Fanuc's price patterns will revert.
Auto-correlation
-0.45
Modest reverse predictability
Fanuc has modest reverse predictability. Overlapping area represents the amount of predictability between Fanuc time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 -0.45 indicates that just about 45.0% of current Fanuc price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.45
Spearman Rank Test
-0.24
Residual Average
0.0
Price Variance
3.0
Thematic Opportunities
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Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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.