FMS Enterprises (Israel) Market Value

FBRT Stock  ILS 14,370  40.00  0.28%   
FMS Enterprises' market value is the price at which a share of FMS Enterprises trades on a public exchange. It measures the collective expectations of FMS Enterprises Migun investors about its performance. FMS Enterprises is trading at 14370.00 as of the 24th of December 2024, a 0.28 percent decrease since the beginning of the trading day. The stock's open price was 14410.0.
With this module, you can estimate the performance of a buy and hold strategy of FMS Enterprises Migun and determine expected loss or profit from investing in FMS Enterprises over a given investment horizon. Check out FMS Enterprises Correlation, FMS Enterprises Volatility and FMS Enterprises Alpha and Beta module to complement your research on FMS Enterprises.
Symbol

Please note, there is a significant difference between FMS Enterprises' value and its price as these two are different measures arrived at by different means. Investors typically determine if FMS Enterprises is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FMS Enterprises' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

FMS Enterprises '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 FMS Enterprises' 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 FMS Enterprises.
0.00
11/24/2024
No Change 0.00  0.0 
In 31 days
12/24/2024
0.00
If you would invest  0.00  in FMS Enterprises on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding FMS Enterprises Migun or generate 0.0% return on investment in FMS Enterprises over 30 days. FMS Enterprises is related to or competes with Ashtrom, Aura Investments, and Shapir Engineering. FMS Enterprises Migun Ltd. manufactures and sells ballistic protection raw materials and products worldwide More

FMS Enterprises 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 FMS Enterprises' 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 FMS Enterprises Migun upside and downside potential and time the market with a certain degree of confidence.

FMS Enterprises Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for FMS Enterprises' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FMS Enterprises' standard deviation. In reality, there are many statistical measures that can use FMS Enterprises historical prices to predict the future FMS Enterprises' volatility.
Hype
Prediction
LowEstimatedHigh
14,40814,41014,412
Details
Intrinsic
Valuation
LowRealHigh
10,22910,23115,851
Details

FMS Enterprises Migun Backtested Returns

FMS Enterprises appears to be very steady, given 3 months investment horizon. FMS Enterprises Migun secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the company had a 0.19% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for FMS Enterprises Migun, which you can use to evaluate the volatility of the firm. Please utilize FMS Enterprises' Mean Deviation of 1.68, downside deviation of 2.6, and Market Risk Adjusted Performance of 0.1926 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FMS Enterprises holds a performance score of 15. The firm shows a Beta (market volatility) of 0.8, which means possible diversification benefits within a given portfolio. As returns on the market increase, FMS Enterprises' returns are expected to increase less than the market. However, during the bear market, the loss of holding FMS Enterprises is expected to be smaller as well. Please check FMS Enterprises' total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether FMS Enterprises' price patterns will revert.

Auto-correlation

    
  0.39  

Below average predictability

FMS Enterprises Migun has below average predictability. Overlapping area represents the amount of predictability between FMS Enterprises time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th 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 FMS Enterprises Migun price movement. The serial correlation of 0.39 indicates that just about 39.0% of current FMS Enterprises price fluctuation can be explain by its past prices.
Correlation Coefficient0.39
Spearman Rank Test-0.35
Residual Average0.0
Price Variance41.3 K

FMS Enterprises Migun lagged returns against current returns

Autocorrelation, which is FMS Enterprises 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 FMS Enterprises' stock expected returns. We can calculate the autocorrelation of FMS Enterprises returns to help us make a trade decision. For example, suppose you find that FMS Enterprises 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  

FMS Enterprises 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 FMS Enterprises stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FMS Enterprises stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FMS Enterprises stock over time.
   Current vs Lagged Prices   
       Timeline  

FMS Enterprises Lagged Returns

When evaluating FMS Enterprises' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FMS Enterprises stock have on its future price. FMS Enterprises 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, FMS Enterprises autocorrelation shows the relationship between FMS Enterprises stock current value and its past values and can show if there is a momentum factor associated with investing in FMS Enterprises Migun.
   Regressed Prices   
       Timeline  

Also Currently Popular

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Other Information on Investing in FMS Stock

FMS Enterprises financial ratios help investors to determine whether FMS 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 FMS with respect to the benefits of owning FMS Enterprises security.