Fidelity Special (UK) Market Value
| FSV Stock | 317.50 1.00 0.32% |
| Symbol | Fidelity |
Fidelity Special '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 Fidelity Special'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 Fidelity Special.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Fidelity Special on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Fidelity Special Values or generate 0.0% return on investment in Fidelity Special over 390 days. Fidelity Special is related to or competes with Zurich Insurance, Ecclesiastical Insurance, Sabre Insurance, Endeavour Mining, Wheaton Precious, Cornish Metals, and Empire Metals. Fidelity Special is entity of United Kingdom More
Fidelity Special 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 Fidelity Special'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 Fidelity Special Values upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8121 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 3.22 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.1 |
Fidelity Special Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Special's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Special's standard deviation. In reality, there are many statistical measures that can use Fidelity Special historical prices to predict the future Fidelity Special's volatility.| Risk Adjusted Performance | 0.0361 | |||
| Jensen Alpha | 0.0303 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.59) |
Fidelity Special Values Backtested Returns
At this point, Fidelity Special is very steady. Fidelity Special Values secures Sharpe Ratio (or Efficiency) of 0.044, which denotes the company had a 0.044% return per unit of risk over the last 3 months. We have found thirty technical indicators for Fidelity Special Values, which you can use to evaluate the volatility of the firm. Please confirm Fidelity Special's Mean Deviation of 0.5875, coefficient of variation of 2004.1, and Downside Deviation of 0.8121 to check if the risk estimate we provide is consistent with the expected return of 0.0315%. Fidelity Special has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.044, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fidelity Special are expected to decrease at a much lower rate. During the bear market, Fidelity Special is likely to outperform the market. Fidelity Special Values right now shows a risk of 0.71%. Please confirm Fidelity Special Values treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Fidelity Special Values will be following its price patterns.
Auto-correlation | -0.06 |
Very weak reverse predictability
Fidelity Special Values has very weak reverse predictability. Overlapping area represents the amount of predictability between Fidelity Special time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 Fidelity Special Values price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Fidelity Special price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 57.84 |
Fidelity Special Values lagged returns against current returns
Autocorrelation, which is Fidelity Special 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 Fidelity Special's stock expected returns. We can calculate the autocorrelation of Fidelity Special returns to help us make a trade decision. For example, suppose you find that Fidelity Special 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 |
Fidelity Special 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 Fidelity Special stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelity Special stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelity Special stock over time.
Current vs Lagged Prices |
| Timeline |
Fidelity Special Lagged Returns
When evaluating Fidelity Special's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelity Special stock have on its future price. Fidelity Special 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, Fidelity Special autocorrelation shows the relationship between Fidelity Special stock current value and its past values and can show if there is a momentum factor associated with investing in Fidelity Special Values.
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.Other Information on Investing in Fidelity Stock
Fidelity Special financial ratios help investors to determine whether Fidelity 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 Fidelity with respect to the benefits of owning Fidelity Special security.