FOX P (Germany) Market Value

FO5B Stock  EUR 43.80  0.60  1.35%   
FOX P's market value is the price at which a share of FOX P trades on a public exchange. It measures the collective expectations of FOX P B investors about its performance. FOX P is trading at 43.80 as of the 22nd of December 2024. This is a 1.35% down since the beginning of the trading day. The stock's lowest day price was 43.8.
With this module, you can estimate the performance of a buy and hold strategy of FOX P B and determine expected loss or profit from investing in FOX P over a given investment horizon. Check out FOX P Correlation, FOX P Volatility and FOX P Alpha and Beta module to complement your research on FOX P.
Symbol

Please note, there is a significant difference between FOX P's value and its price as these two are different measures arrived at by different means. Investors typically determine if FOX P is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FOX P's 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.

FOX P '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 FOX P'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 FOX P.
0.00
01/02/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/22/2024
0.00
If you would invest  0.00  in FOX P on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding FOX P B or generate 0.0% return on investment in FOX P over 720 days. FOX P is related to or competes with KUAISHOU TECHNOLOGY, News, RTL GROUP, RTL Group, and Prosiebensat. Fox Corporation operates as a news, sports, and entertainment company in the United States More

FOX P 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 FOX P'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 FOX P B upside and downside potential and time the market with a certain degree of confidence.

FOX P Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for FOX P's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FOX P's standard deviation. In reality, there are many statistical measures that can use FOX P historical prices to predict the future FOX P's volatility.
Hype
Prediction
LowEstimatedHigh
41.9643.8045.64
Details
Intrinsic
Valuation
LowRealHigh
38.4640.3048.18
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as FOX P. Your research has to be compared to or analyzed against FOX P's peers to derive any actionable benefits. When done correctly, FOX P's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in FOX P B.

FOX P B Backtested Returns

FOX P appears to be very steady, given 3 months investment horizon. FOX P B secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the company had a 0.25% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for FOX P B, which you can use to evaluate the volatility of the firm. Please utilize FOX P's Downside Deviation of 1.59, market risk adjusted performance of (1.77), and Mean Deviation of 1.28 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FOX P holds a performance score of 19. The firm shows a Beta (market volatility) of -0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FOX P are expected to decrease at a much lower rate. During the bear market, FOX P is likely to outperform the market. Please check FOX P's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether FOX P's price patterns will revert.

Auto-correlation

    
  -0.66  

Very good reverse predictability

FOX P B has very good reverse predictability. Overlapping area represents the amount of predictability between FOX P time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 FOX P B price movement. The serial correlation of -0.66 indicates that around 66.0% of current FOX P price fluctuation can be explain by its past prices.
Correlation Coefficient-0.66
Spearman Rank Test-0.51
Residual Average0.0
Price Variance29.82

FOX P B lagged returns against current returns

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

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

FOX P Lagged Returns

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

Currently Active Assets on Macroaxis

Other Information on Investing in FOX Stock

FOX P financial ratios help investors to determine whether FOX 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 FOX with respect to the benefits of owning FOX P security.