Commercial Vehicle (Germany) Market Value
| FDU Stock | 1.53 0.07 4.38% |
| Symbol | Commercial |
Commercial Vehicle '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 Commercial Vehicle'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 Commercial Vehicle.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in Commercial Vehicle on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding Commercial Vehicle Group or generate 0.0% return on investment in Commercial Vehicle over 90 days. Commercial Vehicle is related to or competes with Apple, Apple, Microsoft, SIVERS SEMICONDUCTORS, Volkswagen, RYOHIN UNSPADR/1, and Vanguard Funds. More
Commercial Vehicle 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 Commercial Vehicle'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 Commercial Vehicle Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.06 | |||
| Information Ratio | 0.0604 | |||
| Maximum Drawdown | 19.42 | |||
| Value At Risk | (6.61) | |||
| Potential Upside | 8.39 |
Commercial Vehicle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commercial Vehicle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Commercial Vehicle's standard deviation. In reality, there are many statistical measures that can use Commercial Vehicle historical prices to predict the future Commercial Vehicle's volatility.| Risk Adjusted Performance | 0.0679 | |||
| Jensen Alpha | 0.2709 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0645 | |||
| Treynor Ratio | 0.3927 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Commercial Vehicle'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.
Commercial Vehicle Backtested Returns
Commercial Vehicle appears to be dangerous, given 3 months investment horizon. Commercial Vehicle secures Sharpe Ratio (or Efficiency) of 0.0892, which signifies that the company had a 0.0892 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Commercial Vehicle Group, which you can use to evaluate the volatility of the firm. Please makes use of Commercial Vehicle's Downside Deviation of 4.06, mean deviation of 3.25, and Risk Adjusted Performance of 0.0679 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Commercial Vehicle holds a performance score of 7. The firm shows a Beta (market volatility) of 0.9, which signifies possible diversification benefits within a given portfolio. Commercial Vehicle returns are very sensitive to returns on the market. As the market goes up or down, Commercial Vehicle is expected to follow. Please check Commercial Vehicle's sortino ratio, skewness, relative strength index, as well as the relationship between the potential upside and day median price , to make a quick decision on whether Commercial Vehicle's price patterns will revert.
Auto-correlation | 0.07 |
Virtually no predictability
Commercial Vehicle Group has virtually no predictability. Overlapping area represents the amount of predictability between Commercial Vehicle time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th 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 Commercial Vehicle price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Commercial Vehicle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Commercial Vehicle lagged returns against current returns
Autocorrelation, which is Commercial Vehicle 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 Commercial Vehicle's stock expected returns. We can calculate the autocorrelation of Commercial Vehicle returns to help us make a trade decision. For example, suppose you find that Commercial Vehicle 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 |
Commercial Vehicle 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 Commercial Vehicle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Commercial Vehicle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Commercial Vehicle stock over time.
Current vs Lagged Prices |
| Timeline |
Commercial Vehicle Lagged Returns
When evaluating Commercial Vehicle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Commercial Vehicle stock have on its future price. Commercial Vehicle 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, Commercial Vehicle autocorrelation shows the relationship between Commercial Vehicle stock current value and its past values and can show if there is a momentum factor associated with investing in Commercial Vehicle Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Commercial Stock Analysis
When running Commercial Vehicle's price analysis, check to measure Commercial Vehicle'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 Commercial Vehicle is operating at the current time. Most of Commercial Vehicle's value examination focuses on studying past and present price action to predict the probability of Commercial Vehicle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Commercial Vehicle's price. Additionally, you may evaluate how the addition of Commercial Vehicle to your portfolios can decrease your overall portfolio volatility.