Fiverr International (Brazil) Market Value
| F2VR34 Stock | 9.84 0.20 1.99% |
| Symbol | Fiverr |
Fiverr International '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 Fiverr International'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 Fiverr International.
| 01/12/2022 |
| 12/27/2024 |
If you would invest 0.00 in Fiverr International on January 12, 2022 and sell it all today you would earn a total of 0.00 from holding Fiverr International or generate 0.0% return on investment in Fiverr International over 1080 days. Fiverr International is related to or competes with Taiwan Semiconductor, Apple, Alibaba Group, Microsoft, Banco Santander, Alphabet, and Alphabet. More
Fiverr International 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 Fiverr International'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 Fiverr International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.44 | |||
| Information Ratio | 0.1721 | |||
| Maximum Drawdown | 18.93 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 6.27 |
Fiverr International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fiverr International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fiverr International's standard deviation. In reality, there are many statistical measures that can use Fiverr International historical prices to predict the future Fiverr International's volatility.| Risk Adjusted Performance | 0.1526 | |||
| Jensen Alpha | 0.5818 | |||
| Total Risk Alpha | 0.4897 | |||
| Sortino Ratio | 0.162 | |||
| Treynor Ratio | (7.15) |
Fiverr International Backtested Returns
Fiverr International appears to be slightly risky, given 3 months investment horizon. Fiverr International secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18% return per unit of risk over the last 3 months. By reviewing Fiverr International's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please utilize Fiverr International's Coefficient Of Variation of 549.48, mean deviation of 2.29, and Downside Deviation of 3.44 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fiverr International holds a performance score of 13. The firm shows a Beta (market volatility) of -0.0811, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fiverr International are expected to decrease at a much lower rate. During the bear market, Fiverr International is likely to outperform the market. Please check Fiverr International's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Fiverr International's price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Fiverr International has weak reverse predictability. Overlapping area represents the amount of predictability between Fiverr International time series from 12th of January 2022 to 6th of July 2023 and 6th of July 2023 to 27th of December 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 Fiverr International price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Fiverr International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Fiverr International lagged returns against current returns
Autocorrelation, which is Fiverr International 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 Fiverr International's stock expected returns. We can calculate the autocorrelation of Fiverr International returns to help us make a trade decision. For example, suppose you find that Fiverr International 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 |
Fiverr International 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 Fiverr International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fiverr International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fiverr International stock over time.
Current vs Lagged Prices |
| Timeline |
Fiverr International Lagged Returns
When evaluating Fiverr International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fiverr International stock have on its future price. Fiverr International 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, Fiverr International autocorrelation shows the relationship between Fiverr International stock current value and its past values and can show if there is a momentum factor associated with investing in Fiverr International.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Fiverr Stock
When determining whether Fiverr International is a strong investment it is important to analyze Fiverr International's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Fiverr International's future performance. For an informed investment choice regarding Fiverr Stock, refer to the following important reports:Check out Fiverr International Correlation, Fiverr International Volatility and Fiverr International Alpha and Beta module to complement your research on Fiverr International. For information on how to trade Fiverr Stock refer to our How to Trade Fiverr Stock guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Fiverr International technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.