Friedrich Vorwerk (Germany) Market Value
| VH2 Stock | EUR 86.00 1.40 1.60% |
| Symbol | Friedrich |
Friedrich Vorwerk '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 Friedrich Vorwerk'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 Friedrich Vorwerk.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Friedrich Vorwerk on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Friedrich Vorwerk Group or generate 0.0% return on investment in Friedrich Vorwerk over 90 days. Friedrich Vorwerk is related to or competes with Thai Oil, BANGCHAK CORP, and BANPU PCL. Friedrich Vorwerk Group SE provides various solutions for transformation and transportation of energy in Germany and Eur... More
Friedrich Vorwerk 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 Friedrich Vorwerk'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 Friedrich Vorwerk Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.9 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 17.12 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 5.47 |
Friedrich Vorwerk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Friedrich Vorwerk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Friedrich Vorwerk's standard deviation. In reality, there are many statistical measures that can use Friedrich Vorwerk historical prices to predict the future Friedrich Vorwerk's volatility.| Risk Adjusted Performance | 0.0216 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.045 |
Friedrich Vorwerk February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0216 | |||
| Market Risk Adjusted Performance | 0.055 | |||
| Mean Deviation | 2.59 | |||
| Semi Deviation | 2.85 | |||
| Downside Deviation | 2.9 | |||
| Coefficient Of Variation | 5740.97 | |||
| Standard Deviation | 3.22 | |||
| Variance | 10.37 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.045 | |||
| Maximum Drawdown | 17.12 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 5.47 | |||
| Downside Variance | 8.4 | |||
| Semi Variance | 8.11 | |||
| Expected Short fall | (3.01) | |||
| Skewness | 0.2932 | |||
| Kurtosis | 0.3431 |
Friedrich Vorwerk Backtested Returns
At this point, Friedrich Vorwerk is very steady. Friedrich Vorwerk secures Sharpe Ratio (or Efficiency) of 0.0175, which denotes the company had a 0.0175 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Friedrich Vorwerk Group, which you can use to evaluate the volatility of the firm. Please confirm Friedrich Vorwerk's Coefficient Of Variation of 5740.97, downside deviation of 2.9, and Mean Deviation of 2.59 to check if the risk estimate we provide is consistent with the expected return of 0.054%. Friedrich Vorwerk has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.02, which means a somewhat significant risk relative to the market. Friedrich Vorwerk returns are very sensitive to returns on the market. As the market goes up or down, Friedrich Vorwerk is expected to follow. Friedrich Vorwerk right now shows a risk of 3.08%. Please confirm Friedrich Vorwerk standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Friedrich Vorwerk will be following its price patterns.
Auto-correlation | 0.49 |
Average predictability
Friedrich Vorwerk Group has average predictability. Overlapping area represents the amount of predictability between Friedrich Vorwerk time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Friedrich Vorwerk price movement. The serial correlation of 0.49 indicates that about 49.0% of current Friedrich Vorwerk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 20.74 |
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Other Information on Investing in Friedrich Stock
Friedrich Vorwerk financial ratios help investors to determine whether Friedrich 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 Friedrich with respect to the benefits of owning Friedrich Vorwerk security.