FRACTAL GAMING (Germany) Market Value
| 5HS Stock | EUR 4.45 0.11 2.41% |
| Symbol | FRACTAL |
FRACTAL GAMING '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 FRACTAL GAMING'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 FRACTAL GAMING.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in FRACTAL GAMING on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding FRACTAL GAMING GROUP or generate 0.0% return on investment in FRACTAL GAMING over 90 days. FRACTAL GAMING is related to or competes with Dell Technologies, Western Digital, SEIKO EPSON, Corsair Gaming, Mhlbauer Holding, and Datalogic SpA. More
FRACTAL GAMING 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 FRACTAL GAMING'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 FRACTAL GAMING GROUP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.2388 | |||
| Maximum Drawdown | 8.19 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 4.11 |
FRACTAL GAMING Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FRACTAL GAMING's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FRACTAL GAMING's standard deviation. In reality, there are many statistical measures that can use FRACTAL GAMING historical prices to predict the future FRACTAL GAMING's volatility.| Risk Adjusted Performance | 0.2364 | |||
| Jensen Alpha | 0.5119 | |||
| Total Risk Alpha | 0.3242 | |||
| Sortino Ratio | 0.3101 | |||
| Treynor Ratio | 1.64 |
FRACTAL GAMING GROUP Backtested Returns
FRACTAL GAMING appears to be somewhat reliable, given 3 months investment horizon. FRACTAL GAMING GROUP retains Efficiency (Sharpe Ratio) of 0.27, which denotes the company had a 0.27 % return per unit of risk over the last 3 months. By analyzing FRACTAL GAMING's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize FRACTAL GAMING's Downside Deviation of 1.45, market risk adjusted performance of 1.65, and Coefficient Of Variation of 342.11 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FRACTAL GAMING holds a performance score of 21. The firm owns a Beta (Systematic Risk) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, FRACTAL GAMING's returns are expected to increase less than the market. However, during the bear market, the loss of holding FRACTAL GAMING is expected to be smaller as well. Please check FRACTAL GAMING's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether FRACTAL GAMING's current price history will revert.
Auto-correlation | 0.80 |
Very good predictability
FRACTAL GAMING GROUP has very good predictability. Overlapping area represents the amount of predictability between FRACTAL GAMING time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FRACTAL GAMING GROUP price movement. The serial correlation of 0.8 indicates that around 80.0% of current FRACTAL GAMING price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
FRACTAL GAMING GROUP lagged returns against current returns
Autocorrelation, which is FRACTAL GAMING 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 FRACTAL GAMING's stock expected returns. We can calculate the autocorrelation of FRACTAL GAMING returns to help us make a trade decision. For example, suppose you find that FRACTAL GAMING 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 |
FRACTAL GAMING 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 FRACTAL GAMING stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FRACTAL GAMING stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FRACTAL GAMING stock over time.
Current vs Lagged Prices |
| Timeline |
FRACTAL GAMING Lagged Returns
When evaluating FRACTAL GAMING's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FRACTAL GAMING stock have on its future price. FRACTAL GAMING 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, FRACTAL GAMING autocorrelation shows the relationship between FRACTAL GAMING stock current value and its past values and can show if there is a momentum factor associated with investing in FRACTAL GAMING GROUP.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FRACTAL Stock
FRACTAL GAMING financial ratios help investors to determine whether FRACTAL 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 FRACTAL with respect to the benefits of owning FRACTAL GAMING security.