Fulton Financial (Germany) Market Value
| FU5 Stock | EUR 15.90 0.30 1.85% |
| Symbol | Fulton |
Fulton Financial '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 Fulton Financial'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 Fulton Financial.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Fulton Financial on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Fulton Financial or generate 0.0% return on investment in Fulton Financial over 90 days. Fulton Financial is related to or competes with Taiwan Semiconductor, Hemisphere Energy, MagnaChip Semiconductor, BE Semiconductor, NXP Semiconductors, Hua Hong, and ELMOS SEMICONDUCTOR. Fulton Financial Corporation operates as a multi-bank financial holding company that provides banking and financial serv... More
Fulton Financial 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 Fulton Financial'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 Fulton Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.0808 | |||
| Maximum Drawdown | 8.73 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 4.14 |
Fulton Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fulton Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fulton Financial's standard deviation. In reality, there are many statistical measures that can use Fulton Financial historical prices to predict the future Fulton Financial's volatility.| Risk Adjusted Performance | 0.1464 | |||
| Jensen Alpha | 0.3292 | |||
| Total Risk Alpha | 0.001 | |||
| Sortino Ratio | 0.0817 | |||
| Treynor Ratio | (1.61) |
Fulton Financial Backtested Returns
Fulton Financial appears to be not too volatile, given 3 months investment horizon. Fulton Financial secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fulton Financial, which you can use to evaluate the volatility of the firm. Please utilize Fulton Financial's Downside Deviation of 2.05, mean deviation of 1.66, and Coefficient Of Variation of 661.36 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fulton Financial holds a performance score of 10. The firm shows a Beta (market volatility) of -0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fulton Financial are expected to decrease at a much lower rate. During the bear market, Fulton Financial is likely to outperform the market. Please check Fulton Financial's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Fulton Financial's price patterns will revert.
Auto-correlation | 0.03 |
Virtually no predictability
Fulton Financial has virtually no predictability. Overlapping area represents the amount of predictability between Fulton Financial time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 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 Fulton Financial price movement. The serial correlation of 0.03 indicates that only 3.0% of current Fulton Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
Fulton Financial lagged returns against current returns
Autocorrelation, which is Fulton Financial 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 Fulton Financial's stock expected returns. We can calculate the autocorrelation of Fulton Financial returns to help us make a trade decision. For example, suppose you find that Fulton Financial 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 |
Fulton Financial 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 Fulton Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fulton Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fulton Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Fulton Financial Lagged Returns
When evaluating Fulton Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fulton Financial stock have on its future price. Fulton Financial 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, Fulton Financial autocorrelation shows the relationship between Fulton Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Fulton Financial.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Fulton Stock
When determining whether Fulton Financial is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Fulton Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Fulton Financial Stock. Highlighted below are key reports to facilitate an investment decision about Fulton Financial Stock:Check out Fulton Financial Correlation, Fulton Financial Volatility and Fulton Financial Alpha and Beta module to complement your research on Fulton Financial. For more detail on how to invest in Fulton Stock please use our How to Invest in Fulton Financial guide.You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Fulton Financial 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.