Fevertree Drinks (Germany) Market Value
| FV8 Stock | 8.75 0.05 0.57% |
| Symbol | Fevertree |
Fevertree Drinks '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 Fevertree Drinks' 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 Fevertree Drinks.
| 10/13/2024 |
| 12/12/2024 |
If you would invest 0.00 in Fevertree Drinks on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding Fevertree Drinks PLC or generate 0.0% return on investment in Fevertree Drinks over 60 days. Fevertree Drinks is related to or competes with SPORT LISBOA, MGIC INVESTMENT, Big 5, PennantPark Investment, PARKEN Sport, ECHO INVESTMENT, and EAT WELL. More
Fevertree Drinks 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 Fevertree Drinks' 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 Fevertree Drinks PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 9.05 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 3.81 |
Fevertree Drinks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fevertree Drinks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fevertree Drinks' standard deviation. In reality, there are many statistical measures that can use Fevertree Drinks historical prices to predict the future Fevertree Drinks' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fevertree Drinks' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Fevertree Drinks PLC Backtested Returns
Fevertree Drinks PLC secures Sharpe Ratio (or Efficiency) of -0.0072, which denotes the company had a -0.0072% return per unit of risk over the last 3 months. Fevertree Drinks PLC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fevertree Drinks' Standard Deviation of 2.25, mean deviation of 1.58, and Variance of 5.06 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.69, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fevertree Drinks' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fevertree Drinks is expected to be smaller as well. At this point, Fevertree Drinks PLC has a negative expected return of -0.0143%. Please make sure to confirm Fevertree Drinks' skewness, as well as the relationship between the daily balance of power and day typical price , to decide if Fevertree Drinks PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Fevertree Drinks PLC has good reverse predictability. Overlapping area represents the amount of predictability between Fevertree Drinks time series from 13th of October 2024 to 12th of November 2024 and 12th of November 2024 to 12th 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 Fevertree Drinks PLC price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Fevertree Drinks price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Fevertree Drinks PLC lagged returns against current returns
Autocorrelation, which is Fevertree Drinks 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 Fevertree Drinks' stock expected returns. We can calculate the autocorrelation of Fevertree Drinks returns to help us make a trade decision. For example, suppose you find that Fevertree Drinks 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 |
Fevertree Drinks 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 Fevertree Drinks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fevertree Drinks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fevertree Drinks stock over time.
Current vs Lagged Prices |
| Timeline |
Fevertree Drinks Lagged Returns
When evaluating Fevertree Drinks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fevertree Drinks stock have on its future price. Fevertree Drinks 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, Fevertree Drinks autocorrelation shows the relationship between Fevertree Drinks stock current value and its past values and can show if there is a momentum factor associated with investing in Fevertree Drinks PLC.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Fevertree Stock Analysis
When running Fevertree Drinks' price analysis, check to measure Fevertree Drinks' 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 Fevertree Drinks is operating at the current time. Most of Fevertree Drinks' value examination focuses on studying past and present price action to predict the probability of Fevertree Drinks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fevertree Drinks' price. Additionally, you may evaluate how the addition of Fevertree Drinks to your portfolios can decrease your overall portfolio volatility.