Fibra Danhos (Mexico) Market Value
| DANHOS13 | MXN 22.16 0.15 0.68% |
| Symbol | Fibra |
Fibra Danhos '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 Fibra Danhos' 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 Fibra Danhos.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Fibra Danhos on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Fibra Danhos or generate 0.0% return on investment in Fibra Danhos over 90 days. Fibra Danhos is related to or competes with FIBRA Macquarie, Fibra UNO, Fibra Mty, FIBRA Prologis, and Fibra Terrafina. Fibra Danhos is a Mexican trust established primarily to develop, own, lease, operate and acquire iconic and premier qua... More
Fibra Danhos 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 Fibra Danhos' 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 Fibra Danhos upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.1154 | |||
| Maximum Drawdown | 6.96 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.58 |
Fibra Danhos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fibra Danhos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fibra Danhos' standard deviation. In reality, there are many statistical measures that can use Fibra Danhos historical prices to predict the future Fibra Danhos' volatility.| Risk Adjusted Performance | 0.0483 | |||
| Jensen Alpha | 0.0683 | |||
| Total Risk Alpha | 0.2584 | |||
| Sortino Ratio | 0.1154 | |||
| Treynor Ratio | 6.72 |
Fibra Danhos Backtested Returns
At this point, Fibra Danhos is very steady. Fibra Danhos secures Sharpe Ratio (or Efficiency) of 0.0864, which denotes the company had a 0.0864 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Fibra Danhos, which you can use to evaluate the volatility of the firm. Please confirm Fibra Danhos' Downside Deviation of 1.53, mean deviation of 1.09, and Semi Deviation of 1.35 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Fibra Danhos has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.01, which means not very significant fluctuations relative to the market. As returns on the market increase, Fibra Danhos' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fibra Danhos is expected to be smaller as well. Fibra Danhos right now shows a risk of 1.51%. Please confirm Fibra Danhos coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Fibra Danhos will be following its price patterns.
Auto-correlation | 0.56 |
Modest predictability
Fibra Danhos has modest predictability. Overlapping area represents the amount of predictability between Fibra Danhos time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Fibra Danhos price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Fibra Danhos price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Fibra Danhos lagged returns against current returns
Autocorrelation, which is Fibra Danhos 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 Fibra Danhos' stock expected returns. We can calculate the autocorrelation of Fibra Danhos returns to help us make a trade decision. For example, suppose you find that Fibra Danhos 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 |
Fibra Danhos 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 Fibra Danhos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fibra Danhos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fibra Danhos stock over time.
Current vs Lagged Prices |
| Timeline |
Fibra Danhos Lagged Returns
When evaluating Fibra Danhos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fibra Danhos stock have on its future price. Fibra Danhos 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, Fibra Danhos autocorrelation shows the relationship between Fibra Danhos stock current value and its past values and can show if there is a momentum factor associated with investing in Fibra Danhos.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Fibra Stock
Fibra Danhos financial ratios help investors to determine whether Fibra 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 Fibra with respect to the benefits of owning Fibra Danhos security.