Fuse Group Holding Stock Market Value
| FUST Stock | USD 0.35 0.03 7.89% |
| Symbol | Fuse |
Fuse Group '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 Fuse Group's otc 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 Fuse Group.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in Fuse Group on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Fuse Group Holding or generate 0.0% return on investment in Fuse Group over 30 days. Fuse Group Holding Inc. provides consulting services to mining industry clients to find acquisition targets More
Fuse Group 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 Fuse Group's otc 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 Fuse Group Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.17 | |||
| Information Ratio | 0.0772 | |||
| Maximum Drawdown | 124.44 | |||
| Value At Risk | (26.92) | |||
| Potential Upside | 40.0 |
Fuse Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fuse Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fuse Group's standard deviation. In reality, there are many statistical measures that can use Fuse Group historical prices to predict the future Fuse Group's volatility.| Risk Adjusted Performance | 0.0753 | |||
| Jensen Alpha | 1.54 | |||
| Total Risk Alpha | 1.13 | |||
| Sortino Ratio | 0.0723 | |||
| Treynor Ratio | 0.4005 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fuse Group'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.
Fuse Group Holding Backtested Returns
Fuse Group is out of control given 3 months investment horizon. Fuse Group Holding secures Sharpe Ratio (or Efficiency) of 0.0812, which denotes the company had a 0.0812 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.75% are justified by taking the suggested risk. Use Fuse Group Mean Deviation of 10.38, downside deviation of 22.17, and Coefficient Of Variation of 1271.89 to evaluate company specific risk that cannot be diversified away. Fuse Group holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 4.05, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fuse Group will likely underperform. Use Fuse Group potential upside, as well as the relationship between the accumulation distribution and price action indicator , to analyze future returns on Fuse Group.
Auto-correlation | 0.53 |
Modest predictability
Fuse Group Holding has modest predictability. Overlapping area represents the amount of predictability between Fuse Group time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th of January 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 Fuse Group Holding price movement. The serial correlation of 0.53 indicates that about 53.0% of current Fuse Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Fuse Group Holding lagged returns against current returns
Autocorrelation, which is Fuse Group otc 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 Fuse Group's otc stock expected returns. We can calculate the autocorrelation of Fuse Group returns to help us make a trade decision. For example, suppose you find that Fuse Group has exhibited high autocorrelation historically, and you observe that the otc 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 |
Fuse Group 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 Fuse Group otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fuse Group otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fuse Group otc stock over time.
Current vs Lagged Prices |
| Timeline |
Fuse Group Lagged Returns
When evaluating Fuse Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fuse Group otc stock have on its future price. Fuse Group 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, Fuse Group autocorrelation shows the relationship between Fuse Group otc stock current value and its past values and can show if there is a momentum factor associated with investing in Fuse Group Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Fuse OTC Stock Analysis
When running Fuse Group's price analysis, check to measure Fuse Group'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 Fuse Group is operating at the current time. Most of Fuse Group's value examination focuses on studying past and present price action to predict the probability of Fuse Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fuse Group's price. Additionally, you may evaluate how the addition of Fuse Group to your portfolios can decrease your overall portfolio volatility.