Flagship Investments (Australia) Market Value
| FSI Stock | 2.15 0.05 2.38% |
| Symbol | Flagship |
Flagship Investments '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 Flagship Investments' 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 Flagship Investments.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Flagship Investments on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Flagship Investments or generate 0.0% return on investment in Flagship Investments over 720 days. Flagship Investments is related to or competes with Lendlease, BSP Financial, National Australia, Credit Clear, and Insignia Financial. Flagship Investments is entity of Australia More
Flagship Investments 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 Flagship Investments' 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 Flagship Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 7.61 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.44 |
Flagship Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flagship Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flagship Investments' standard deviation. In reality, there are many statistical measures that can use Flagship Investments historical prices to predict the future Flagship Investments' volatility.| Risk Adjusted Performance | 0.0841 | |||
| Jensen Alpha | 0.075 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.328 |
Flagship Investments Backtested Returns
Currently, Flagship Investments is slightly risky. Flagship Investments secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Flagship Investments, which you can use to evaluate the volatility of the firm. Please confirm Flagship Investments' Downside Deviation of 2.24, semi deviation of 0.8885, and Mean Deviation of 0.7345 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Flagship Investments has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Flagship Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Flagship Investments is expected to be smaller as well. Flagship Investments right now shows a risk of 1.27%. Please confirm Flagship Investments market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Flagship Investments will be following its price patterns.
Auto-correlation | -0.02 |
Very weak reverse predictability
Flagship Investments has very weak reverse predictability. Overlapping area represents the amount of predictability between Flagship Investments time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 Flagship Investments price movement. The serial correlation of -0.02 indicates that only 2.0% of current Flagship Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Flagship Investments lagged returns against current returns
Autocorrelation, which is Flagship Investments 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 Flagship Investments' stock expected returns. We can calculate the autocorrelation of Flagship Investments returns to help us make a trade decision. For example, suppose you find that Flagship Investments 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 |
Flagship Investments 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 Flagship Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flagship Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flagship Investments stock over time.
Current vs Lagged Prices |
| Timeline |
Flagship Investments Lagged Returns
When evaluating Flagship Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flagship Investments stock have on its future price. Flagship Investments 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, Flagship Investments autocorrelation shows the relationship between Flagship Investments stock current value and its past values and can show if there is a momentum factor associated with investing in Flagship Investments.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Flagship Stock Analysis
When running Flagship Investments' price analysis, check to measure Flagship Investments' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Flagship Investments is operating at the current time. Most of Flagship Investments' value examination focuses on studying past and present price action to predict the probability of Flagship Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flagship Investments' price. Additionally, you may evaluate how the addition of Flagship Investments to your portfolios can decrease your overall portfolio volatility.