Fundamental Invest (Denmark) Market Value
| FUISP Stock | DKK 198.65 0.28 0.14% |
| Symbol | Fundamental |
Please note, there is a significant difference between Fundamental Invest's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fundamental Invest is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fundamental Invest's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fundamental Invest '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 Fundamental Invest'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 Fundamental Invest.
| 03/30/2024 |
| 04/29/2024 |
If you would invest 0.00 in Fundamental Invest on March 30, 2024 and sell it all today you would earn a total of 0.00 from holding Fundamental Invest Stock or generate 0.0% return on investment in Fundamental Invest over 30 days. Fundamental Invest is related to or competes with Novo Nordisk, Nordea Bank, DSV Panalpina, AP Mller, AP Mller, Orsted AS, and Vestas Wind. More
Fundamental Invest 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 Fundamental Invest'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 Fundamental Invest Stock upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 12.35 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 2.04 |
Fundamental Invest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundamental Invest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundamental Invest's standard deviation. In reality, there are many statistical measures that can use Fundamental Invest historical prices to predict the future Fundamental Invest's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (1.64) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fundamental Invest'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.
Fundamental Invest Stock Backtested Returns
Fundamental Invest Stock secures Sharpe Ratio (or Efficiency) of -0.0581, which denotes the company had a -0.0581% return per unit of risk over the last 3 months. Fundamental Invest Stock exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fundamental Invest's Variance of 2.54, mean deviation of 0.8146, and Standard Deviation of 1.59 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0259, which means not very significant fluctuations relative to the market. As returns on the market increase, Fundamental Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fundamental Invest is expected to be smaller as well. Fundamental Invest Stock has an expected return of -0.0936%. Please make sure to confirm Fundamental Invest Stock potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Fundamental Invest Stock performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Fundamental Invest Stock has insignificant reverse predictability. Overlapping area represents the amount of predictability between Fundamental Invest time series from 30th of March 2024 to 14th of April 2024 and 14th of April 2024 to 29th 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 Fundamental Invest Stock price movement. The serial correlation of -0.19 indicates that over 19.0% of current Fundamental Invest price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 2.82 |
Fundamental Invest Stock lagged returns against current returns
Autocorrelation, which is Fundamental Invest 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 Fundamental Invest's stock expected returns. We can calculate the autocorrelation of Fundamental Invest returns to help us make a trade decision. For example, suppose you find that Fundamental Invest 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 |
Fundamental Invest 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 Fundamental Invest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundamental Invest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundamental Invest stock over time.
Current vs Lagged Prices |
| Timeline |
Fundamental Invest Lagged Returns
When evaluating Fundamental Invest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fundamental Invest stock have on its future price. Fundamental Invest 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, Fundamental Invest autocorrelation shows the relationship between Fundamental Invest stock current value and its past values and can show if there is a momentum factor associated with investing in Fundamental Invest Stock.
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 Fundamental Invest Correlation, Fundamental Invest Volatility and Fundamental Invest Alpha and Beta module to complement your research on Fundamental Invest. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Complementary Tools for Fundamental Stock analysis
When running Fundamental Invest's price analysis, check to measure Fundamental Invest'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 Fundamental Invest is operating at the current time. Most of Fundamental Invest's value examination focuses on studying past and present price action to predict the probability of Fundamental Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fundamental Invest's price. Additionally, you may evaluate how the addition of Fundamental Invest to your portfolios can decrease your overall portfolio volatility.
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity |
Fundamental Invest 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.