Flutter Entertainment (Germany) Market Value
| PPB Stock | 274.90 10.00 3.78% |
| Symbol | Flutter |
Flutter Entertainment '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 Flutter Entertainment'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 Flutter Entertainment.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Flutter Entertainment on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Flutter Entertainment PLC or generate 0.0% return on investment in Flutter Entertainment over 720 days. Flutter Entertainment is related to or competes with Xinhua Winshare, DATATEC, TAL Education, CAREER EDUCATION, and Laureate Education. More
Flutter Entertainment 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 Flutter Entertainment'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 Flutter Entertainment PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.1798 | |||
| Maximum Drawdown | 9.13 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 3.78 |
Flutter Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flutter Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flutter Entertainment's standard deviation. In reality, there are many statistical measures that can use Flutter Entertainment historical prices to predict the future Flutter Entertainment's volatility.| Risk Adjusted Performance | 0.1378 | |||
| Jensen Alpha | 0.3458 | |||
| Total Risk Alpha | 0.3424 | |||
| Sortino Ratio | 0.2068 | |||
| Treynor Ratio | (0.81) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Flutter Entertainment'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.
Flutter Entertainment PLC Backtested Returns
Currently, Flutter Entertainment PLC is very steady. Flutter Entertainment PLC secures Sharpe Ratio (or Efficiency) of 0.0763, which denotes the company had a 0.0763 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Flutter Entertainment PLC, which you can use to evaluate the volatility of the firm. Please confirm Flutter Entertainment's Downside Deviation of 1.66, coefficient of variation of 538.76, and Mean Deviation of 1.48 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Flutter Entertainment has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.43, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Flutter Entertainment are expected to decrease at a much lower rate. During the bear market, Flutter Entertainment is likely to outperform the market. Flutter Entertainment PLC right now shows a risk of 1.76%. Please confirm Flutter Entertainment PLC kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to decide if Flutter Entertainment PLC will be following its price patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
Flutter Entertainment PLC has poor reverse predictability. Overlapping area represents the amount of predictability between Flutter Entertainment time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th 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 Flutter Entertainment PLC price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Flutter Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1028.91 |
Flutter Entertainment PLC lagged returns against current returns
Autocorrelation, which is Flutter Entertainment 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 Flutter Entertainment's stock expected returns. We can calculate the autocorrelation of Flutter Entertainment returns to help us make a trade decision. For example, suppose you find that Flutter Entertainment 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 |
Flutter Entertainment 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 Flutter Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flutter Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flutter Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
Flutter Entertainment Lagged Returns
When evaluating Flutter Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flutter Entertainment stock have on its future price. Flutter Entertainment 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, Flutter Entertainment autocorrelation shows the relationship between Flutter Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in Flutter Entertainment PLC.
Regressed Prices |
| Timeline |
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Additional Tools for Flutter Stock Analysis
When running Flutter Entertainment's price analysis, check to measure Flutter Entertainment'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 Flutter Entertainment is operating at the current time. Most of Flutter Entertainment's value examination focuses on studying past and present price action to predict the probability of Flutter Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flutter Entertainment's price. Additionally, you may evaluate how the addition of Flutter Entertainment to your portfolios can decrease your overall portfolio volatility.