Faurecia Se Stock Market Value
| FURCF Stock | USD 16.75 2.05 13.95% |
| Symbol | Faurecia |
Faurecia '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 Faurecia'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 Faurecia.
| 11/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Faurecia on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Faurecia SE or generate 0.0% return on investment in Faurecia over 60 days. Faurecia is related to or competes with Nifco, Mabuchi, NSK, and Stanley Electric. Faurecia S.E., together with its subsidiaries, manufactures and sells automotive equipment in France, Germany, other Eur... More
Faurecia 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 Faurecia'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 Faurecia SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0995 | |||
| Maximum Drawdown | 16.62 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 5.26 |
Faurecia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Faurecia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Faurecia's standard deviation. In reality, there are many statistical measures that can use Faurecia historical prices to predict the future Faurecia's volatility.| Risk Adjusted Performance | 0.1017 | |||
| Jensen Alpha | 0.3652 | |||
| Total Risk Alpha | 0.0053 | |||
| Treynor Ratio | (67.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Faurecia'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.
Faurecia SE Backtested Returns
Faurecia appears to be somewhat reliable, given 3 months investment horizon. Faurecia SE secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Faurecia SE, which you can use to evaluate the volatility of the firm. Please utilize Faurecia's Mean Deviation of 1.32, standard deviation of 2.76, and Variance of 7.6 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Faurecia holds a performance score of 11. The firm shows a Beta (market volatility) of -0.0054, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Faurecia are expected to decrease at a much lower rate. During the bear market, Faurecia is likely to outperform the market. Please check Faurecia's skewness, as well as the relationship between the rate of daily change and price action indicator , to make a quick decision on whether Faurecia's price patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Faurecia SE has very weak reverse predictability. Overlapping area represents the amount of predictability between Faurecia time series from 18th of November 2025 to 18th of December 2025 and 18th of December 2025 to 17th 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 Faurecia SE price movement. The serial correlation of -0.01 indicates that just 1.0% of current Faurecia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
Faurecia SE lagged returns against current returns
Autocorrelation, which is Faurecia 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 Faurecia's pink sheet expected returns. We can calculate the autocorrelation of Faurecia returns to help us make a trade decision. For example, suppose you find that Faurecia 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 |
Faurecia 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 Faurecia pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Faurecia pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Faurecia pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Faurecia Lagged Returns
When evaluating Faurecia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Faurecia pink sheet have on its future price. Faurecia 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, Faurecia autocorrelation shows the relationship between Faurecia pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Faurecia SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Faurecia Pink Sheet
Faurecia financial ratios help investors to determine whether Faurecia Pink Sheet 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 Faurecia with respect to the benefits of owning Faurecia security.