FANUC CORPUNSPADR (Germany) Market Value
| FUCA Stock | EUR 13.70 0.10 0.72% |
| Symbol | FANUC |
FANUC CORPUNSPADR '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 CORPUNSPADR'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 CORPUNSPADR.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in FANUC CORPUNSPADR on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding FANUC PUNSPADR 110 or generate 0.0% return on investment in FANUC CORPUNSPADR over 30 days. FANUC CORPUNSPADR is related to or competes with CARSALESCOM, PKSHA TECHNOLOGY, GRUPO CARSO, Addtech AB, and COMMERCIAL VEHICLE. Fanuc Corporation provides factory automation products in Japan, the United States, Europe, Asia, and internationally More
FANUC CORPUNSPADR 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 CORPUNSPADR'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 PUNSPADR 110 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.0874 | |||
| Maximum Drawdown | 15.04 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 3.65 |
FANUC CORPUNSPADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FANUC CORPUNSPADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FANUC CORPUNSPADR's standard deviation. In reality, there are many statistical measures that can use FANUC CORPUNSPADR historical prices to predict the future FANUC CORPUNSPADR's volatility.| Risk Adjusted Performance | 0.0758 | |||
| Jensen Alpha | 0.203 | |||
| Total Risk Alpha | 0.1882 | |||
| Sortino Ratio | 0.0879 | |||
| Treynor Ratio | 2.09 |
FANUC PUNSPADR 110 Backtested Returns
FANUC CORPUNSPADR appears to be not too volatile, given 3 months investment horizon. FANUC PUNSPADR 110 secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for FANUC PUNSPADR 110, which you can use to evaluate the volatility of the entity. Please utilize FANUC CORPUNSPADR's Semi Deviation of 1.71, mean deviation of 1.58, and Downside Deviation of 2.26 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FANUC CORPUNSPADR holds a performance score of 10. The firm shows a Beta (market volatility) of 0.0972, which means not very significant fluctuations relative to the market. As returns on the market increase, FANUC CORPUNSPADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding FANUC CORPUNSPADR is expected to be smaller as well. Please check FANUC CORPUNSPADR's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether FANUC CORPUNSPADR's price patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
FANUC PUNSPADR 110 has below average predictability. Overlapping area represents the amount of predictability between FANUC CORPUNSPADR time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. 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 PUNSPADR 110 price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current FANUC CORPUNSPADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
FANUC PUNSPADR 110 lagged returns against current returns
Autocorrelation, which is FANUC CORPUNSPADR 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 FANUC CORPUNSPADR's stock expected returns. We can calculate the autocorrelation of FANUC CORPUNSPADR returns to help us make a trade decision. For example, suppose you find that FANUC CORPUNSPADR 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 |
FANUC CORPUNSPADR 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 FANUC CORPUNSPADR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FANUC CORPUNSPADR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FANUC CORPUNSPADR stock over time.
Current vs Lagged Prices |
| Timeline |
FANUC CORPUNSPADR Lagged Returns
When evaluating FANUC CORPUNSPADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FANUC CORPUNSPADR stock have on its future price. FANUC CORPUNSPADR 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, FANUC CORPUNSPADR autocorrelation shows the relationship between FANUC CORPUNSPADR stock current value and its past values and can show if there is a momentum factor associated with investing in FANUC PUNSPADR 110.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FANUC Stock
FANUC CORPUNSPADR financial ratios help investors to determine whether FANUC 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 FANUC with respect to the benefits of owning FANUC CORPUNSPADR security.