Fugro NV (Netherlands) Market Value
| FUR Stock | EUR 12.08 0.06 0.49% |
| Symbol | Fugro |
Fugro NV '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 Fugro NV'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 Fugro NV.
| 09/06/2023 |
| 08/26/2025 |
If you would invest 0.00 in Fugro NV on September 6, 2023 and sell it all today you would earn a total of 0.00 from holding Fugro NV or generate 0.0% return on investment in Fugro NV over 720 days. Fugro NV is related to or competes with SBM Offshore, Koninklijke BAM, PostNL NV, Aegon NV, and Koninklijke Vopak. Fugro N.V. provides site characterization and asset integrity solutions for the oil and gas, power, building and infrast... More
Fugro NV 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 Fugro NV'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 Fugro NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.43 | |||
| Information Ratio | 0.0132 | |||
| Maximum Drawdown | 14.44 | |||
| Value At Risk | (2.69) | |||
| Potential Upside | 2.94 |
Fugro NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fugro NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fugro NV's standard deviation. In reality, there are many statistical measures that can use Fugro NV historical prices to predict the future Fugro NV's volatility.| Risk Adjusted Performance | 0.0561 | |||
| Jensen Alpha | 0.0402 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0116 | |||
| Treynor Ratio | 0.1567 |
Fugro NV Backtested Returns
Currently, Fugro NV is not too volatile. Fugro NV secures Sharpe Ratio (or Efficiency) of 0.0644, which denotes the company had a 0.0644 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fugro NV, which you can use to evaluate the volatility of the firm. Please confirm Fugro NV's Downside Deviation of 2.43, coefficient of variation of 1421.89, and Mean Deviation of 1.39 to check if the risk estimate we provide is consistent with the expected return of 0.14%. Fugro NV has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.89, which means possible diversification benefits within a given portfolio. Fugro NV returns are very sensitive to returns on the market. As the market goes up or down, Fugro NV is expected to follow. Fugro NV right now shows a risk of 2.14%. Please confirm Fugro NV semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Fugro NV will be following its price patterns.
Auto-correlation | -0.9 |
Excellent reverse predictability
Fugro NV has excellent reverse predictability. Overlapping area represents the amount of predictability between Fugro NV time series from 6th of September 2023 to 31st of August 2024 and 31st of August 2024 to 26th 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 Fugro NV price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current Fugro NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 8.92 |
Fugro NV lagged returns against current returns
Autocorrelation, which is Fugro NV 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 Fugro NV's stock expected returns. We can calculate the autocorrelation of Fugro NV returns to help us make a trade decision. For example, suppose you find that Fugro NV 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 |
Fugro NV 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 Fugro NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fugro NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fugro NV stock over time.
Current vs Lagged Prices |
| Timeline |
Fugro NV Lagged Returns
When evaluating Fugro NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fugro NV stock have on its future price. Fugro NV 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, Fugro NV autocorrelation shows the relationship between Fugro NV stock current value and its past values and can show if there is a momentum factor associated with investing in Fugro NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Fugro Stock Analysis
When running Fugro NV's price analysis, check to measure Fugro NV'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 Fugro NV is operating at the current time. Most of Fugro NV's value examination focuses on studying past and present price action to predict the probability of Fugro NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fugro NV's price. Additionally, you may evaluate how the addition of Fugro NV to your portfolios can decrease your overall portfolio volatility.