Fedex Stock Market Value

FDX
 Stock
  

USD 176.70  0.34  0.19%   

Fedex Corp's market value is the price at which a share of Fedex Corp stock trades on a public exchange. It measures the collective expectations of Fedex Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Fedex Corp and determine expected loss or profit from investing in Fedex Corp over a given investment horizon. Please check Fedex Corp Correlation, Fedex Corp Volatility and Fedex Corp Alpha and Beta module to complement your research on Fedex Corp.
Symbol


Is Fedex Corp'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 Fedex Corp. If investors know Fedex 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 Fedex Corp 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 YOY
(0.19) 
Market Capitalization
46 B
Quarterly Revenue Growth YOY
0.056
Return On Assets
0.0421
Return On Equity
0.15
The market value of Fedex Corp is measured differently than its book value, which is the value of Fedex that is recorded on the company's balance sheet. Investors also form their own opinion of Fedex Corp's value that differs from its market value or its book value, called intrinsic value, which is Fedex Corp'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 Fedex Corp's market value can be influenced by many factors that don't directly affect Fedex Corp'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 Fedex Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Fedex Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fedex Corp'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.

Fedex Corp '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 Fedex Corp'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 Fedex Corp.
0.00
01/06/2021
No Change 0.00  0.0 
In 1 year 10 months and 22 days
11/27/2022
0.00
If you would invest  0.00  in Fedex Corp on January 6, 2021 and sell it all today you would earn a total of 0.00 from holding Fedex Corp or generate 0.0% return on investment in Fedex Corp over 690 days. Fedex Corp is related to or competes with Knight-Swift Transporation, CSX Corp, Brinks, and Arcbest Corp. FedEx Corporation provides transportation, e-commerce, and business services in the United States and internationally More

Fedex Corp 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 Fedex Corp'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 Fedex Corp upside and downside potential and time the market with a certain degree of confidence.

Fedex Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Fedex Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fedex Corp's standard deviation. In reality, there are many statistical measures that can use Fedex Corp historical prices to predict the future Fedex Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Fedex Corp'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. Please use the tools below to analyze the current value of Fedex Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
173.06176.41179.76
Details
Intrinsic
Valuation
LowReal ValueHigh
159.03212.98216.33
Details
Naive
Forecast
LowNext ValueHigh
182.62185.97189.33
Details
15 Analysts
Consensus
LowTarget PriceHigh
260.00321.07380.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fedex Corp. Your research has to be compared to or analyzed against Fedex Corp's peers to derive any actionable benefits. When done correctly, Fedex Corp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Fedex Corp.

Fedex Corp Backtested Returns

Fedex Corp secures Sharpe Ratio (or Efficiency) of -0.0729, which denotes the company had -0.0729% of return per unit of risk over the last 3 months. Macroaxis standpoint towards predicting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Fedex Corp exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Fedex Corp mean deviation of 1.93, and Coefficient Of Variation of (1,112) to check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.1573, which means a somewhat significant risk relative to the market. Let's try to break down what Fedex's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fedex Corp will likely underperform. Even though it is essential to pay attention to Fedex Corp historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Fedex Corp exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Fedex Corp has an expected return of -0.24%. Please be advised to confirm Fedex Corp maximum drawdown, and the relationship between the information ratio and expected short fall to decide if Fedex Corp performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.33  

Below average predictability

Fedex Corp has below average predictability. Overlapping area represents the amount of predictability between Fedex Corp time series from 6th of January 2021 to 17th of December 2021 and 17th of December 2021 to 27th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fedex Corp price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Fedex Corp price fluctuation can be explain by its past prices.
Correlation Coefficient0.33
Spearman Rank Test0.24
Residual Average0.0
Price Variance918.92

Fedex Corp lagged returns against current returns

Autocorrelation, which is Fedex Corp 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 Fedex Corp's stock expected returns. We can calculate the autocorrelation of Fedex Corp returns to help us make a trade decision. For example, suppose you find that Fedex Corp stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Fedex Corp 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 Fedex Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fedex Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fedex Corp stock over time.
   Current vs Lagged Prices   
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       Timeline  

Fedex Corp Lagged Returns

When evaluating Fedex Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fedex Corp stock have on its future price. Fedex Corp 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, Fedex Corp autocorrelation shows the relationship between Fedex Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Fedex Corp.
   Regressed Prices   
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       Timeline  

Fedex Corp Investors Sentiment

The influence of Fedex Corp's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Fedex. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Fedex Corp's public news can be used to forecast risks associated with investment in Fedex. The trend in average sentiment can be used to explain how an investor holding Fedex can time the market purely based on public headlines and social activities around Fedex Corp. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Fedex Corp's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Fedex Corp's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Fedex Corp's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Fedex Corp.

Fedex Corp Implied Volatility

    
  22.11  
Fedex Corp's implied volatility exposes the market's sentiment of Fedex Corp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Fedex Corp's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Fedex Corp stock will not fluctuate a lot when Fedex Corp's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Fedex Corp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Fedex Corp's short interest history, or implied volatility extrapolated from Fedex Corp options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Fedex Corp using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check Fedex Corp Correlation, Fedex Corp Volatility and Fedex Corp Alpha and Beta module to complement your research on Fedex Corp. Note that the Fedex Corp information on this page should be used as a complementary analysis to other Fedex Corp'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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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When running Fedex Corp price analysis, check to measure Fedex Corp'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 Fedex Corp is operating at the current time. Most of Fedex Corp's value examination focuses on studying past and present price action to predict the probability of Fedex Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Fedex Corp's price. Additionally, you may evaluate how the addition of Fedex Corp to your portfolios can decrease your overall portfolio volatility.
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Fedex Corp 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.
A focus of Fedex Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fedex Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...