FAST RETAILCOSPHDR (Germany) Market Value
| FR7H Stock | EUR 2.96 0.10 3.50% |
| Symbol | FAST |
FAST RETAILCOSPHDR '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 FAST RETAILCOSPHDR'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 FAST RETAILCOSPHDR.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in FAST RETAILCOSPHDR on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding FAST RETAILCOSPHDR 1 or generate 0.0% return on investment in FAST RETAILCOSPHDR over 720 days. FAST RETAILCOSPHDR is related to or competes with FAST RETAIL, Ross Stores, Genesco, Stitch Fix, AOYAMA TRADING, and Global Fashion. Fast Retailing Co., Ltd., through its subsidiaries, operates as an apparel designer and retailer in Japan and internatio... More
FAST RETAILCOSPHDR 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 FAST RETAILCOSPHDR'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 FAST RETAILCOSPHDR 1 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.67 | |||
| Information Ratio | 0.0172 | |||
| Maximum Drawdown | 30.76 | |||
| Value At Risk | (7.59) | |||
| Potential Upside | 9.02 |
FAST RETAILCOSPHDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FAST RETAILCOSPHDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FAST RETAILCOSPHDR's standard deviation. In reality, there are many statistical measures that can use FAST RETAILCOSPHDR historical prices to predict the future FAST RETAILCOSPHDR's volatility.| Risk Adjusted Performance | 0.0446 | |||
| Jensen Alpha | 0.0971 | |||
| Total Risk Alpha | (0.55) | |||
| Sortino Ratio | 0.0168 | |||
| Treynor Ratio | 0.2415 |
FAST RETAILCOSPHDR Backtested Returns
FAST RETAILCOSPHDR appears to be very risky, given 3 months investment horizon. FAST RETAILCOSPHDR secures Sharpe Ratio (or Efficiency) of 0.0479, which denotes the company had a 0.0479% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for FAST RETAILCOSPHDR 1, which you can use to evaluate the volatility of the entity. Please utilize FAST RETAILCOSPHDR's Downside Deviation of 4.67, mean deviation of 2.72, and Market Risk Adjusted Performance of 0.2515 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FAST RETAILCOSPHDR holds a performance score of 3. The firm shows a Beta (market volatility) of 0.85, which means possible diversification benefits within a given portfolio. FAST RETAILCOSPHDR returns are very sensitive to returns on the market. As the market goes up or down, FAST RETAILCOSPHDR is expected to follow. Please check FAST RETAILCOSPHDR's 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 FAST RETAILCOSPHDR's price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
FAST RETAILCOSPHDR 1 has below average predictability. Overlapping area represents the amount of predictability between FAST RETAILCOSPHDR time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 FAST RETAILCOSPHDR price movement. The serial correlation of 0.36 indicates that just about 36.0% of current FAST RETAILCOSPHDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
FAST RETAILCOSPHDR lagged returns against current returns
Autocorrelation, which is FAST RETAILCOSPHDR 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 FAST RETAILCOSPHDR's stock expected returns. We can calculate the autocorrelation of FAST RETAILCOSPHDR returns to help us make a trade decision. For example, suppose you find that FAST RETAILCOSPHDR 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 |
FAST RETAILCOSPHDR 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 FAST RETAILCOSPHDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FAST RETAILCOSPHDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FAST RETAILCOSPHDR stock over time.
Current vs Lagged Prices |
| Timeline |
FAST RETAILCOSPHDR Lagged Returns
When evaluating FAST RETAILCOSPHDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FAST RETAILCOSPHDR stock have on its future price. FAST RETAILCOSPHDR 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, FAST RETAILCOSPHDR autocorrelation shows the relationship between FAST RETAILCOSPHDR stock current value and its past values and can show if there is a momentum factor associated with investing in FAST RETAILCOSPHDR 1.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FAST Stock
FAST RETAILCOSPHDR financial ratios help investors to determine whether FAST 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 FAST with respect to the benefits of owning FAST RETAILCOSPHDR security.