Futebol Clube (Portugal) Market Value
| FCP Stock | EUR 1.38 0.03 2.22% |
| Symbol | Futebol |
Futebol Clube '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 Futebol Clube'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 Futebol Clube.
| 04/07/2024 |
| 05/07/2024 |
If you would invest 0.00 in Futebol Clube on April 7, 2024 and sell it all today you would earn a total of 0.00 from holding Futebol Clube do or generate 0.0% return on investment in Futebol Clube over 30 days. Futebol Clube is related to or competes with Benfica, AFC Ajax, CTT Correios, and Sporting Clube. More
Futebol Clube 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 Futebol Clube'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 Futebol Clube do upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.08 | |||
| Information Ratio | 0.0749 | |||
| Maximum Drawdown | 18.37 | |||
| Value At Risk | (7.32) | |||
| Potential Upside | 7.89 |
Futebol Clube Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Futebol Clube's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Futebol Clube's standard deviation. In reality, there are many statistical measures that can use Futebol Clube historical prices to predict the future Futebol Clube's volatility.| Risk Adjusted Performance | 0.0665 | |||
| Jensen Alpha | 0.2429 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0517 | |||
| Treynor Ratio | 0.1809 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Futebol Clube's 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.
Futebol Clube do Backtested Returns
Futebol Clube appears to be dangerous, given 3 months investment horizon. Futebol Clube do secures Sharpe Ratio (or Efficiency) of 0.0962, which denotes the company had a 0.0962% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Futebol Clube do, which you can use to evaluate the volatility of the firm. Please utilize Futebol Clube's Mean Deviation of 2.75, coefficient of variation of 1077.67, and Downside Deviation of 6.08 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Futebol Clube holds a performance score of 7. The firm shows a Beta (market volatility) of 2.1, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Futebol Clube will likely underperform. Please check Futebol Clube's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Futebol Clube's price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
Futebol Clube do has weak reverse predictability. Overlapping area represents the amount of predictability between Futebol Clube time series from 7th of April 2024 to 22nd of April 2024 and 22nd of April 2024 to 7th of May 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 Futebol Clube do price movement. The serial correlation of -0.22 indicates that over 22.0% of current Futebol Clube price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Futebol Clube do lagged returns against current returns
Autocorrelation, which is Futebol Clube 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 Futebol Clube's stock expected returns. We can calculate the autocorrelation of Futebol Clube returns to help us make a trade decision. For example, suppose you find that Futebol Clube 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 |
Futebol Clube 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 Futebol Clube stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Futebol Clube stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Futebol Clube stock over time.
Current vs Lagged Prices |
| Timeline |
Futebol Clube Lagged Returns
When evaluating Futebol Clube's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Futebol Clube stock have on its future price. Futebol Clube 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, Futebol Clube autocorrelation shows the relationship between Futebol Clube stock current value and its past values and can show if there is a momentum factor associated with investing in Futebol Clube do.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Futebol Clube Correlation, Futebol Clube Volatility and Futebol Clube Alpha and Beta module to complement your research on Futebol Clube. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Futebol Stock analysis
When running Futebol Clube's price analysis, check to measure Futebol Clube's 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 Futebol Clube is operating at the current time. Most of Futebol Clube's value examination focuses on studying past and present price action to predict the probability of Futebol Clube's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Futebol Clube's price. Additionally, you may evaluate how the addition of Futebol Clube to your portfolios can decrease your overall portfolio volatility.
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity |
Futebol Clube 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.