Flow Traders (Netherlands) Market Value
| FLOW Stock | EUR 21.38 0.28 1.29% |
| Symbol | Flow |
Flow Traders '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 Flow Traders' 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 Flow Traders.
| 05/04/2023 |
| 11/24/2024 |
If you would invest 0.00 in Flow Traders on May 4, 2023 and sell it all today you would earn a total of 0.00 from holding Flow Traders BV or generate 0.0% return on investment in Flow Traders over 570 days. Flow Traders is related to or competes with NN Group, BE Semiconductor, Koninklijke Ahold, ASR Nederland, and Amsterdam Commodities. Flow Traders is a leading global financial technology-enabled liquidity provider in financial products, historically spe... More
Flow Traders 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 Flow Traders' 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 Flow Traders BV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.123 | |||
| Maximum Drawdown | 8.09 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 2.92 |
Flow Traders Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flow Traders' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flow Traders' standard deviation. In reality, there are many statistical measures that can use Flow Traders historical prices to predict the future Flow Traders' volatility.| Risk Adjusted Performance | 0.1705 | |||
| Jensen Alpha | 0.2764 | |||
| Total Risk Alpha | 0.0725 | |||
| Sortino Ratio | 0.1511 | |||
| Treynor Ratio | 2.13 |
Flow Traders BV Backtested Returns
Flow Traders appears to be very steady, given 3 months investment horizon. Flow Traders BV secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the company had a 0.22% return per unit of risk over the last 3 months. We have found thirty technical indicators for Flow Traders BV, which you can use to evaluate the volatility of the firm. Please utilize Flow Traders' Mean Deviation of 1.03, coefficient of variation of 462.04, and Downside Deviation of 1.14 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Flow Traders holds a performance score of 17. The firm shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Flow Traders' returns are expected to increase less than the market. However, during the bear market, the loss of holding Flow Traders is expected to be smaller as well. Please check Flow Traders' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Flow Traders' price patterns will revert.
Auto-correlation | -0.29 |
Weak reverse predictability
Flow Traders BV has weak reverse predictability. Overlapping area represents the amount of predictability between Flow Traders time series from 4th of May 2023 to 13th of February 2024 and 13th of February 2024 to 24th of November 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 Flow Traders BV price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Flow Traders price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 2.69 |
Flow Traders BV lagged returns against current returns
Autocorrelation, which is Flow Traders 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 Flow Traders' stock expected returns. We can calculate the autocorrelation of Flow Traders returns to help us make a trade decision. For example, suppose you find that Flow Traders 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 |
Flow Traders 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 Flow Traders stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flow Traders stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flow Traders stock over time.
Current vs Lagged Prices |
| Timeline |
Flow Traders Lagged Returns
When evaluating Flow Traders' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flow Traders stock have on its future price. Flow Traders 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, Flow Traders autocorrelation shows the relationship between Flow Traders stock current value and its past values and can show if there is a momentum factor associated with investing in Flow Traders BV.
Regressed Prices |
| Timeline |
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Additional Tools for Flow Stock Analysis
When running Flow Traders' price analysis, check to measure Flow Traders' 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 Flow Traders is operating at the current time. Most of Flow Traders' value examination focuses on studying past and present price action to predict the probability of Flow Traders' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flow Traders' price. Additionally, you may evaluate how the addition of Flow Traders to your portfolios can decrease your overall portfolio volatility.