Fidelity National Information Stock Market Value
| FIS Stock | USD 70.73 0.73 1.04% |
| Symbol | Fidelity |
Fidelity National Price To Book Ratio
Is Fidelity National's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Fidelity National. If investors know Fidelity will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Fidelity National listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.202 | Dividend Share 2.08 | Earnings Share 0.85 | Revenue Per Share 16.618 | Quarterly Revenue Growth (0.01) |
The market value of Fidelity National is measured differently than its book value, which is the value of Fidelity that is recorded on the company's balance sheet. Investors also form their own opinion of Fidelity National's value that differs from its market value or its book value, called intrinsic value, which is Fidelity National's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Fidelity National's market value can be influenced by many factors that don't directly affect Fidelity National's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Fidelity National's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fidelity National is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fidelity National's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fidelity National '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 Fidelity National'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 Fidelity National.
| 06/30/2022 |
| 04/20/2024 |
If you would invest 0.00 in Fidelity National on June 30, 2022 and sell it all today you would earn a total of 0.00 from holding Fidelity National Information or generate 0.0% return on investment in Fidelity National over 660 days. Fidelity National is related to or competes with CACI International, CDW Corp, Broadridge Financial, ExlService Holdings, Gartner, Cognizant Technology, and ASGN. Fidelity National Information Services, Inc More
Fidelity National 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 Fidelity National'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 Fidelity National Information upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.136 | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 2.3 |
Fidelity National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity National's standard deviation. In reality, there are many statistical measures that can use Fidelity National historical prices to predict the future Fidelity National's volatility.| Risk Adjusted Performance | 0.1269 | |||
| Jensen Alpha | 0.1853 | |||
| Total Risk Alpha | 0.093 | |||
| Sortino Ratio | 0.1594 | |||
| Treynor Ratio | 0.2581 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fidelity National'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.
Fidelity National Backtested Returns
Fidelity National appears to be very steady, given 3 months investment horizon. Fidelity National secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fidelity National Information, which you can use to evaluate the volatility of the firm. Please utilize Fidelity National's Coefficient Of Variation of 504.13, downside deviation of 1.17, and Mean Deviation of 1.06 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fidelity National holds a performance score of 13. The firm shows a Beta (market volatility) of 1.01, which means a somewhat significant risk relative to the market. Fidelity National returns are very sensitive to returns on the market. As the market goes up or down, Fidelity National is expected to follow. Please check Fidelity National's standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Fidelity National's price patterns will revert.
Auto-correlation | -0.55 |
Good reverse predictability
Fidelity National Information has good reverse predictability. Overlapping area represents the amount of predictability between Fidelity National time series from 30th of June 2022 to 26th of May 2023 and 26th of May 2023 to 20th 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 Fidelity National price movement. The serial correlation of -0.55 indicates that about 55.0% of current Fidelity National price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 43.58 |
Fidelity National lagged returns against current returns
Autocorrelation, which is Fidelity National 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 Fidelity National's stock expected returns. We can calculate the autocorrelation of Fidelity National returns to help us make a trade decision. For example, suppose you find that Fidelity National 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 |
Fidelity National 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 Fidelity National stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelity National stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelity National stock over time.
Current vs Lagged Prices |
| Timeline |
Fidelity National Lagged Returns
When evaluating Fidelity National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelity National stock have on its future price. Fidelity National 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, Fidelity National autocorrelation shows the relationship between Fidelity National stock current value and its past values and can show if there is a momentum factor associated with investing in Fidelity National Information.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Fidelity National Correlation, Fidelity National Volatility and Fidelity National Alpha and Beta module to complement your research on Fidelity National. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Complementary Tools for Fidelity Stock analysis
When running Fidelity National's price analysis, check to measure Fidelity National'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 Fidelity National is operating at the current time. Most of Fidelity National's value examination focuses on studying past and present price action to predict the probability of Fidelity National's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fidelity National's price. Additionally, you may evaluate how the addition of Fidelity National to your portfolios can decrease your overall portfolio volatility.
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Fidelity National 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.