FLOW TRADERS (Germany) Market Value
| O3I Stock | 21.76 0.10 0.46% |
| Symbol | FLOW |
FLOW TRADERS '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 FLOW TRADERS'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 FLOW TRADERS.
| 08/25/2024 |
| 11/23/2024 |
If you would invest 0.00 in FLOW TRADERS on August 25, 2024 and sell it all today you would earn a total of 0.00 from holding FLOW TRADERS LTD or generate 0.0% return on investment in FLOW TRADERS over 90 days. FLOW TRADERS is related to or competes with Insurance Australia, MACOM Technology, HANOVER INSURANCE, Reinsurance Group, Wayside Technology, Sunny Optical, and ZURICH INSURANCE. More
FLOW TRADERS 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 FLOW TRADERS'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 FLOW TRADERS LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.1766 | |||
| Maximum Drawdown | 6.73 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 2.65 |
FLOW TRADERS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FLOW TRADERS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FLOW TRADERS's standard deviation. In reality, there are many statistical measures that can use FLOW TRADERS historical prices to predict the future FLOW TRADERS's volatility.| Risk Adjusted Performance | 0.2171 | |||
| Jensen Alpha | 0.3388 | |||
| Total Risk Alpha | 0.1454 | |||
| Sortino Ratio | 0.2039 | |||
| Treynor Ratio | 4.15 |
FLOW TRADERS LTD Backtested Returns
FLOW TRADERS appears to be very steady, given 3 months investment horizon. FLOW TRADERS LTD secures Sharpe Ratio (or Efficiency) of 0.27, which denotes the company had a 0.27% return per unit of risk over the last 3 months. We have found thirty technical indicators for FLOW TRADERS LTD, which you can use to evaluate the volatility of the firm. Please utilize FLOW TRADERS's Downside Deviation of 1.12, semi deviation of 0.7242, and Mean Deviation of 0.9821 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FLOW TRADERS holds a performance score of 20. The firm shows a Beta (market volatility) of 0.0841, which means not very significant fluctuations relative to the market. As returns on the market increase, FLOW TRADERS's returns are expected to increase less than the market. However, during the bear market, the loss of holding FLOW TRADERS is expected to be smaller as well. Please check FLOW TRADERS's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether FLOW TRADERS's price patterns will revert.
Auto-correlation | 0.19 |
Very weak predictability
FLOW TRADERS LTD has very weak predictability. Overlapping area represents the amount of predictability between FLOW TRADERS time series from 25th of August 2024 to 9th of October 2024 and 9th of October 2024 to 23rd 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 FLOW TRADERS LTD price movement. The serial correlation of 0.19 indicates that over 19.0% of current FLOW TRADERS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
FLOW TRADERS LTD lagged returns against current returns
Autocorrelation, which is FLOW TRADERS 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 FLOW TRADERS's stock expected returns. We can calculate the autocorrelation of FLOW TRADERS returns to help us make a trade decision. For example, suppose you find that FLOW TRADERS 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 |
FLOW TRADERS 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 FLOW TRADERS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FLOW TRADERS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FLOW TRADERS stock over time.
Current vs Lagged Prices |
| Timeline |
FLOW TRADERS Lagged Returns
When evaluating FLOW TRADERS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FLOW TRADERS stock have on its future price. FLOW TRADERS 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, FLOW TRADERS autocorrelation shows the relationship between FLOW TRADERS stock current value and its past values and can show if there is a momentum factor associated with investing in FLOW TRADERS LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FLOW Stock
FLOW TRADERS financial ratios help investors to determine whether FLOW 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 FLOW with respect to the benefits of owning FLOW TRADERS security.