Fidelis Insurance's market value is the price at which a share of Fidelis Insurance trades on a public exchange. It measures the collective expectations of Fidelis Insurance Holdings investors about its performance. Fidelis Insurance is trading at 16.20 as of the 11th of January 2026. This is a 1.25 percent increase since the beginning of the trading day. The stock's lowest day price was 16.2. With this module, you can estimate the performance of a buy and hold strategy of Fidelis Insurance Holdings and determine expected loss or profit from investing in Fidelis Insurance over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.
Symbol
Fidelis
Fidelis Insurance '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 Fidelis Insurance'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 Fidelis Insurance.
0.00
12/12/2025
No Change 0.00
0.0
In 31 days
01/11/2026
0.00
If you would invest 0.00 in Fidelis Insurance on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Fidelis Insurance Holdings or generate 0.0% return on investment in Fidelis Insurance over 30 days.
Fidelis Insurance 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 Fidelis Insurance'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 Fidelis Insurance Holdings upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelis Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelis Insurance's standard deviation. In reality, there are many statistical measures that can use Fidelis Insurance historical prices to predict the future Fidelis Insurance's volatility.
At this point, Fidelis Insurance is not too volatile. Fidelis Insurance secures Sharpe Ratio (or Efficiency) of 0.0648, which denotes the company had a 0.0648 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Fidelis Insurance Holdings, which you can use to evaluate the volatility of the firm. Please confirm Fidelis Insurance's Coefficient Of Variation of 993.46, downside deviation of 1.89, and Mean Deviation of 1.12 to check if the risk estimate we provide is consistent with the expected return of 0.0974%. Fidelis Insurance has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fidelis Insurance are expected to decrease at a much lower rate. During the bear market, Fidelis Insurance is likely to outperform the market. Fidelis Insurance right now shows a risk of 1.5%. Please confirm Fidelis Insurance downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Fidelis Insurance will be following its price patterns.
Auto-correlation
-0.24
Weak reverse predictability
Fidelis Insurance Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between Fidelis Insurance time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Fidelis Insurance price movement. The serial correlation of -0.24 indicates that over 24.0% of current Fidelis Insurance price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.24
Spearman Rank Test
-0.2
Residual Average
0.0
Price Variance
0.02
Fidelis Insurance lagged returns against current returns
Autocorrelation, which is Fidelis Insurance 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 Fidelis Insurance's stock expected returns. We can calculate the autocorrelation of Fidelis Insurance returns to help us make a trade decision. For example, suppose you find that Fidelis Insurance 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
Fidelis Insurance 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 Fidelis Insurance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelis Insurance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelis Insurance stock over time.
Current vs Lagged Prices
Timeline
Fidelis Insurance Lagged Returns
When evaluating Fidelis Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelis Insurance stock have on its future price. Fidelis Insurance 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, Fidelis Insurance autocorrelation shows the relationship between Fidelis Insurance stock current value and its past values and can show if there is a momentum factor associated with investing in Fidelis Insurance Holdings.