FDM Group (UK) Market Value
| FDM Stock | 135.80 0.60 0.44% |
| Symbol | FDM |
FDM Group '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 FDM Group'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 FDM Group.
| 07/20/2025 |
| 10/18/2025 |
If you would invest 0.00 in FDM Group on July 20, 2025 and sell it all today you would earn a total of 0.00 from holding FDM Group Holdings or generate 0.0% return on investment in FDM Group over 90 days. FDM Group is related to or competes with OptiBiotix Health, Optima Health, BW Offshore, Inspiration Healthcare, Gaztransport, Abingdon Health, and Host Hotels. More
FDM Group 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 FDM Group'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 FDM Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 36.31 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 4.03 |
FDM Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FDM Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FDM Group's standard deviation. In reality, there are many statistical measures that can use FDM Group historical prices to predict the future FDM Group's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | (3.45) |
FDM Group Holdings Backtested Returns
FDM Group Holdings secures Sharpe Ratio (or Efficiency) of -0.0999, which denotes the company had a -0.0999 % return per unit of risk over the last 3 months. FDM Group Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FDM Group's Coefficient Of Variation of (1,001), standard deviation of 4.84, and Mean Deviation of 1.87 to check the risk estimate we provide. 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, FDM Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding FDM Group is expected to be smaller as well. At this point, FDM Group Holdings has a negative expected return of -0.48%. Please make sure to confirm FDM Group's skewness, rate of daily change, and the relationship between the value at risk and accumulation distribution , to decide if FDM Group Holdings performance from the past will be repeated in the future.
Auto-correlation | -0.37 |
Poor reverse predictability
FDM Group Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between FDM Group time series from 20th of July 2025 to 3rd of September 2025 and 3rd of September 2025 to 18th 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 FDM Group Holdings price movement. The serial correlation of -0.37 indicates that just about 37.0% of current FDM Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 40.86 |
FDM Group Holdings lagged returns against current returns
Autocorrelation, which is FDM Group 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 FDM Group's stock expected returns. We can calculate the autocorrelation of FDM Group returns to help us make a trade decision. For example, suppose you find that FDM Group 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 |
FDM Group 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 FDM Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FDM Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FDM Group stock over time.
Current vs Lagged Prices |
| Timeline |
FDM Group Lagged Returns
When evaluating FDM Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FDM Group stock have on its future price. FDM Group 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, FDM Group autocorrelation shows the relationship between FDM Group stock current value and its past values and can show if there is a momentum factor associated with investing in FDM Group Holdings.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in FDM Stock
FDM Group financial ratios help investors to determine whether FDM Stock 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 FDM with respect to the benefits of owning FDM Group security.