Fast Ejendom (Denmark) Market Value
| FED Stock | DKK 109.00 1.00 0.93% |
| Symbol | Fast |
Fast Ejendom '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 Fast Ejendom'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 Fast Ejendom.
| 02/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in Fast Ejendom on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Fast Ejendom or generate 0.0% return on investment in Fast Ejendom over 420 days. Fast Ejendom is related to or competes with Prime Office, First Farms, Jeudan, Gabriel Holding, and Harboes Bryggeri. Fast Ejendom Denmark is a real estate investment firm specializing in commercial and residential properties More
Fast Ejendom 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 Fast Ejendom'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 Fast Ejendom upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 8.12 | |||
| Value At Risk | (3.57) | |||
| Potential Upside | 2.73 |
Fast Ejendom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fast Ejendom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fast Ejendom's standard deviation. In reality, there are many statistical measures that can use Fast Ejendom historical prices to predict the future Fast Ejendom's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fast Ejendom'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.
Fast Ejendom Backtested Returns
Fast Ejendom secures Sharpe Ratio (or Efficiency) of -0.0331, which denotes the company had a -0.0331% return per unit of risk over the last 3 months. Fast Ejendom exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fast Ejendom's Variance of 3.89, standard deviation of 1.97, and Mean Deviation of 1.57 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.52, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fast Ejendom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fast Ejendom is expected to be smaller as well. Fast Ejendom has an expected return of -0.0673%. Please make sure to confirm Fast Ejendom potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Fast Ejendom performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Fast Ejendom has below average predictability. Overlapping area represents the amount of predictability between Fast Ejendom time series from 28th of February 2023 to 26th of September 2023 and 26th of September 2023 to 23rd of April 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 Fast Ejendom price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Fast Ejendom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 18.07 |
Fast Ejendom lagged returns against current returns
Autocorrelation, which is Fast Ejendom 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 Fast Ejendom's stock expected returns. We can calculate the autocorrelation of Fast Ejendom returns to help us make a trade decision. For example, suppose you find that Fast Ejendom 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 |
Fast Ejendom 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 Fast Ejendom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fast Ejendom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fast Ejendom stock over time.
Current vs Lagged Prices |
| Timeline |
Fast Ejendom Lagged Returns
When evaluating Fast Ejendom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fast Ejendom stock have on its future price. Fast Ejendom 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, Fast Ejendom autocorrelation shows the relationship between Fast Ejendom stock current value and its past values and can show if there is a momentum factor associated with investing in Fast Ejendom.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Fast Ejendom Correlation, Fast Ejendom Volatility and Fast Ejendom Alpha and Beta module to complement your research on Fast Ejendom. Note that the Fast Ejendom information on this page should be used as a complementary analysis to other Fast Ejendom's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for Fast Stock analysis
When running Fast Ejendom's price analysis, check to measure Fast Ejendom'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 Fast Ejendom is operating at the current time. Most of Fast Ejendom's value examination focuses on studying past and present price action to predict the probability of Fast Ejendom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fast Ejendom's price. Additionally, you may evaluate how the addition of Fast Ejendom to your portfolios can decrease your overall portfolio volatility.
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Fast Ejendom 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.