Fuchs Petrolub Se Stock Market Value
| FUPBY Stock | USD 11.43 0.10 0.87% |
| Symbol | Fuchs |
Fuchs Petrolub '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 Fuchs Petrolub's pink sheet 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 Fuchs Petrolub.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Fuchs Petrolub on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Fuchs Petrolub SE or generate 0.0% return on investment in Fuchs Petrolub over 720 days. Fuchs Petrolub is related to or competes with Covestro ADR, Fresenius, Secom Co, Alfa Laval, and Sonova Holding. Fuchs Petrolub SE develops, produces, and sells lubricants and related specialties worldwide More
Fuchs Petrolub 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 Fuchs Petrolub's pink sheet 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 Fuchs Petrolub SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.0021 | |||
| Maximum Drawdown | 7.53 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.02 |
Fuchs Petrolub Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fuchs Petrolub's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fuchs Petrolub's standard deviation. In reality, there are many statistical measures that can use Fuchs Petrolub historical prices to predict the future Fuchs Petrolub's volatility.| Risk Adjusted Performance | 0.0659 | |||
| Jensen Alpha | 0.0823 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0022 | |||
| Treynor Ratio | 0.508 |
Fuchs Petrolub SE Backtested Returns
At this stage we consider Fuchs Pink Sheet to be not too volatile. Fuchs Petrolub SE secures Sharpe Ratio (or Efficiency) of 0.0853, which denotes the company had a 0.0853% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Fuchs Petrolub SE, which you can use to evaluate the volatility of the firm. Please confirm Fuchs Petrolub's Semi Deviation of 1.19, mean deviation of 1.1, and Downside Deviation of 1.29 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Fuchs Petrolub has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, Fuchs Petrolub's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fuchs Petrolub is expected to be smaller as well. Fuchs Petrolub SE right now shows a risk of 1.41%. Please confirm Fuchs Petrolub SE potential upside, and the relationship between the jensen alpha and accumulation distribution , to decide if Fuchs Petrolub SE will be following its price patterns.
Auto-correlation | 0.08 |
Virtually no predictability
Fuchs Petrolub SE has virtually no predictability. Overlapping area represents the amount of predictability between Fuchs Petrolub time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fuchs Petrolub SE price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Fuchs Petrolub price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Fuchs Petrolub SE lagged returns against current returns
Autocorrelation, which is Fuchs Petrolub pink sheet'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 Fuchs Petrolub's pink sheet expected returns. We can calculate the autocorrelation of Fuchs Petrolub returns to help us make a trade decision. For example, suppose you find that Fuchs Petrolub has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Fuchs Petrolub 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 Fuchs Petrolub pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fuchs Petrolub pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fuchs Petrolub pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fuchs Petrolub Lagged Returns
When evaluating Fuchs Petrolub's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fuchs Petrolub pink sheet have on its future price. Fuchs Petrolub 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, Fuchs Petrolub autocorrelation shows the relationship between Fuchs Petrolub pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fuchs Petrolub SE.
Regressed Prices |
| Timeline |
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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.Additional Tools for Fuchs Pink Sheet Analysis
When running Fuchs Petrolub's price analysis, check to measure Fuchs Petrolub'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 Fuchs Petrolub is operating at the current time. Most of Fuchs Petrolub's value examination focuses on studying past and present price action to predict the probability of Fuchs Petrolub's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fuchs Petrolub's price. Additionally, you may evaluate how the addition of Fuchs Petrolub to your portfolios can decrease your overall portfolio volatility.