5n Plus Stock Market Value
| FPLSF Stock | USD 12.29 0.27 2.25% |
| Symbol | FPLSF |
5N Plus '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 5N Plus' pink sheet 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 5N Plus.
| 07/05/2025 |
| 10/03/2025 |
If you would invest 0.00 in 5N Plus on July 5, 2025 and sell it all today you would earn a total of 0.00 from holding 5N Plus or generate 0.0% return on investment in 5N Plus over 90 days. 5N Plus is related to or competes with Sociedad Quimica, Albemarle Corp, Taiga Building, First Ottawa, Black Diamond, Eco (Atlantic), and Taylor Calvin. 5N Plus Inc. produces and sells semiconductors in North America, Europe, and Asia More
5N Plus 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 5N Plus' pink sheet 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 5N Plus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.2002 | |||
| Maximum Drawdown | 35.61 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 5.03 |
5N Plus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 5N Plus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 5N Plus' standard deviation. In reality, there are many statistical measures that can use 5N Plus historical prices to predict the future 5N Plus' volatility.| Risk Adjusted Performance | 0.1373 | |||
| Jensen Alpha | 0.9591 | |||
| Total Risk Alpha | 0.5035 | |||
| Sortino Ratio | 0.412 | |||
| Treynor Ratio | (3.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 5N Plus' 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.
5N Plus Backtested Returns
5N Plus appears to be somewhat reliable, given 3 months investment horizon. 5N Plus retains Efficiency (Sharpe Ratio) of 0.22, which signifies that the company had a 0.22 % return per unit of price deviation over the last 3 months. By evaluating 5N Plus' technical indicators, you can evaluate if the expected return of 0.95% is justified by implied risk. Please makes use of 5N Plus' Standard Deviation of 4.41, coefficient of variation of 463.2, and Market Risk Adjusted Performance of (3.14) to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, 5N Plus holds a performance score of 17. The firm owns a Beta (Systematic Risk) of -0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 5N Plus are expected to decrease at a much lower rate. During the bear market, 5N Plus is likely to outperform the market. Please check 5N Plus' value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether 5N Plus' current price history will revert.
Auto-correlation | 0.62 |
Good predictability
5N Plus has good predictability. Overlapping area represents the amount of predictability between 5N Plus time series from 5th of July 2025 to 19th of August 2025 and 19th of August 2025 to 3rd of October 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 5N Plus price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current 5N Plus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
5N Plus lagged returns against current returns
Autocorrelation, which is 5N Plus pink sheet'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 5N Plus' pink sheet expected returns. We can calculate the autocorrelation of 5N Plus returns to help us make a trade decision. For example, suppose you find that 5N Plus has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
5N Plus 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 5N Plus pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 5N Plus pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 5N Plus pink sheet over time.
Current vs Lagged Prices |
| Timeline |
5N Plus Lagged Returns
When evaluating 5N Plus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 5N Plus pink sheet have on its future price. 5N Plus 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, 5N Plus autocorrelation shows the relationship between 5N Plus pink sheet current value and its past values and can show if there is a momentum factor associated with investing in 5N Plus.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FPLSF Pink Sheet
5N Plus financial ratios help investors to determine whether FPLSF Pink Sheet 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 FPLSF with respect to the benefits of owning 5N Plus security.