FMS Enterprises (Israel) Market Value
| FBRT Stock | ILS 15,500 80.00 0.52% |
| Symbol | FMS |
FMS Enterprises '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 FMS Enterprises' 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 FMS Enterprises.
| 03/29/2024 |
| 04/28/2024 |
If you would invest 0.00 in FMS Enterprises on March 29, 2024 and sell it all today you would earn a total of 0.00 from holding FMS Enterprises Migun or generate 0.0% return on investment in FMS Enterprises over 30 days. FMS Enterprises is related to or competes with Paz Oil, First International, Propert Buil, Export Inv, Menora Miv, Phoenix Holdings, and Mizrahi Tefahot. FMS Enterprises Migun Ltd. manufactures and sells ballistic protection raw materials and products worldwide More
FMS Enterprises 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 FMS Enterprises' 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 FMS Enterprises Migun upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.1858 | |||
| Maximum Drawdown | 8.94 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 3.66 |
FMS Enterprises Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FMS Enterprises' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FMS Enterprises' standard deviation. In reality, there are many statistical measures that can use FMS Enterprises historical prices to predict the future FMS Enterprises' volatility.| Risk Adjusted Performance | 0.1554 | |||
| Jensen Alpha | 0.3733 | |||
| Total Risk Alpha | 0.1781 | |||
| Sortino Ratio | 0.2521 | |||
| Treynor Ratio | 1.73 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FMS Enterprises' 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.
FMS Enterprises Migun Backtested Returns
FMS Enterprises appears to be very steady, given 3 months investment horizon. FMS Enterprises Migun secures Sharpe Ratio (or Efficiency) of 0.24, which denotes the company had a 0.24% return per unit of volatility over the last 3 months. We have found thirty technical indicators for FMS Enterprises Migun, which you can use to evaluate the volatility of the firm. Please utilize FMS Enterprises' Market Risk Adjusted Performance of 1.74, mean deviation of 1.3, and Downside Deviation of 1.24 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FMS Enterprises holds a performance score of 18. The firm shows a Beta (market volatility) of 0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, FMS Enterprises' returns are expected to increase less than the market. However, during the bear market, the loss of holding FMS Enterprises is expected to be smaller as well. Please check FMS Enterprises' treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether FMS Enterprises' price patterns will revert.
Auto-correlation | -0.82 |
Excellent reverse predictability
FMS Enterprises Migun has excellent reverse predictability. Overlapping area represents the amount of predictability between FMS Enterprises time series from 29th of March 2024 to 13th of April 2024 and 13th of April 2024 to 28th of April 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 FMS Enterprises Migun price movement. The serial correlation of -0.82 indicates that around 82.0% of current FMS Enterprises price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 148.8 K |
FMS Enterprises Migun lagged returns against current returns
Autocorrelation, which is FMS Enterprises 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 FMS Enterprises' stock expected returns. We can calculate the autocorrelation of FMS Enterprises returns to help us make a trade decision. For example, suppose you find that FMS Enterprises 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 |
FMS Enterprises 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 FMS Enterprises stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FMS Enterprises stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FMS Enterprises stock over time.
Current vs Lagged Prices |
| Timeline |
FMS Enterprises Lagged Returns
When evaluating FMS Enterprises' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FMS Enterprises stock have on its future price. FMS Enterprises 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, FMS Enterprises autocorrelation shows the relationship between FMS Enterprises stock current value and its past values and can show if there is a momentum factor associated with investing in FMS Enterprises Migun.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards FMS Enterprises in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, FMS Enterprises' short interest history, or implied volatility extrapolated from FMS Enterprises options trading.
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Complementary Tools for FMS Stock analysis
When running FMS Enterprises' price analysis, check to measure FMS Enterprises' 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 FMS Enterprises is operating at the current time. Most of FMS Enterprises' value examination focuses on studying past and present price action to predict the probability of FMS Enterprises' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FMS Enterprises' price. Additionally, you may evaluate how the addition of FMS Enterprises to your portfolios can decrease your overall portfolio volatility.
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FMS Enterprises technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.