Forbo Holding (Switzerland) Market Value
| FORN Stock | CHF 737.00 19.00 2.65% |
| Symbol | Forbo |
What if' Analysis
Backtesting a what-if scenario on Forbo Holding AG shows how the stock may have behaved if the position had been entered, held, or resized under different historical assumptions. The real value is perspective: it shows whether the thesis would have remained investable across different historical windows or depended too heavily on one favorable stretch.
| 12/26/2025 |
| 03/26/2026 |
A 0.00 entry into Forbo Holding on December 26, 2025 held to the present would earn 0.00 in cumulative return. This amounts to a 0.0% net return in Forbo Holding on balance across a 90 day span. Price and volume history from exchange records underpins the dataset. Related stock peers for Forbo Holding include Implenia, OC Oerlikon, Zehnder, Jungfraubahn Holding, Bossard Holding, Burkhalter Holding, and Arbonia AG. Forbo Holding AG produces and sells floor coverings, building and construction adhesives, and power transmission and con... More
Forbo Holding Momentum Range Indicators Summary
The momentum profile for Forbo Holding describes how price movement distributes across upside and downside channels. They compare current price to recent trend and sentiment readings.
| Information Ratio | -0.10 | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | -2.52 | |||
| Potential Upside | 2.62 |
Forbo Holding Market Risk Indicators Signals
This section presents risk metrics that describe Forbo Holding's historical price variability. This view provides neutral context for risk and variability.| Risk Adjusted Performance | -0.10 | |||
| Jensen Alpha | -0.22 | |||
| Total Risk Alpha | -0.12 | |||
| Treynor Ratio | -0.69 |
Mean reversion in Forbo Holding's price occurs when temporary dislocations correct back toward historical fair value. This tendency of Forbo Holding's price to converge to an average value over time is called mean reversion. Whether book value, historical earnings multiple, or sector median, the reference point matters for Forbo Holding's analysis.
Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | -0.10 | |||
| Market Risk Adjusted Performance | -0.68 | |||
| Mean Deviation | 1.3 | |||
| Coefficient Of Variation | -778.38 | |||
| Standard Deviation | 1.77 | |||
| Variance | 3.12 | |||
| Information Ratio | -0.10 | |||
| Jensen Alpha | -0.22 | |||
| Total Risk Alpha | -0.12 | |||
| Treynor Ratio | -0.69 | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | -2.52 | |||
| Potential Upside | 2.62 | |||
| Skewness | -0.11 | |||
| Kurtosis | 1.79 |
Forbo Holding AG Backtested Returns
Forbo Holding demonstrates a very low volatility profile during the selected investment horizon. It exhibits a Sharpe Ratio (Efficiency) of -0.14, indicating negative risk-adjusted returns over the last 3 months. Technical screening detected twenty-four indicators influencing risk dynamics. Please examine metrics such as standard deviation of 1.77, mean deviation of 1.3, and Variance of 3.12 to review volatility-return dynamics. The company owns a Beta (Market Sensitivity) of 0.34, which means generally lower market sensitivity than the broad market. Returns on Forbo Holding tend to trail the broader market in strong rallies but hold up better when sentiment turns negative. At this point, Forbo Holding AG has a negative expected return of -0.26%.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Forbo Holding AG exhibits almost perfect reverse predictability. Autocorrelation measures the degree of predictability between Forbo Holding time series from 26th of December 2025 to 9th of February 2026 and from 9th of February 2026 to 26th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in Forbo Holding that may carry forward. The measured coefficient of -0.79 means around 79.0% of Forbo Holding's recent price variance traces back to prior period behavior. Given that Forbo Holding AG has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 6725.75 |
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