Fibra Uno Stock Market Value
| FBASF Stock | USD 1.06 0.02 1.92% |
| Symbol | Fibra |
Fibra UNO '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 UNO's pink sheet 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 UNO.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Fibra UNO on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Fibra UNO or generate 0.0% return on investment in Fibra UNO over 180 days. Fibra UNO is related to or competes with British Land, Global Net, VICI Properties, British Land, W P, Essential Properties, and Gladstone Commercial. Trust FIBRA UNO was established as a real estate investment trust on January 12, 2011 by Fibra UNO Administracin, SA de ... More
Fibra UNO 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 UNO's pink sheet 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 UNO upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 15.84 | |||
| Value At Risk | (5.83) | |||
| Potential Upside | 5.71 |
Fibra UNO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fibra UNO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fibra UNO's standard deviation. In reality, there are many statistical measures that can use Fibra UNO historical prices to predict the future Fibra UNO's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | (0.57) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fibra UNO'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.
Fibra UNO Backtested Returns
Fibra UNO secures Sharpe Ratio (or Efficiency) of -0.0542, which denotes the company had a -0.0542% return per unit of standard deviation over the last 3 months. Fibra UNO exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fibra UNO's Coefficient Of Variation of (1,901), mean deviation of 1.74, and Standard Deviation of 2.82 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.28, which means not very significant fluctuations relative to the market. As returns on the market increase, Fibra UNO's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fibra UNO is expected to be smaller as well. At this point, Fibra UNO has a negative expected return of -0.16%. Please make sure to confirm Fibra UNO's daily balance of power, price action indicator, as well as the relationship between the treynor ratio and variance , to decide if Fibra UNO performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Fibra UNO has below average predictability. Overlapping area represents the amount of predictability between Fibra UNO time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 Fibra UNO price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Fibra UNO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fibra UNO lagged returns against current returns
Autocorrelation, which is Fibra UNO pink sheet'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 UNO's pink sheet expected returns. We can calculate the autocorrelation of Fibra UNO returns to help us make a trade decision. For example, suppose you find that Fibra UNO has exhibited high autocorrelation historically, and you observe that the pink sheet 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 UNO 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 UNO pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fibra UNO pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fibra UNO pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fibra UNO Lagged Returns
When evaluating Fibra UNO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fibra UNO pink sheet have on its future price. Fibra UNO 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 UNO autocorrelation shows the relationship between Fibra UNO pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fibra UNO.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Fibra Pink Sheet
Fibra UNO financial ratios help investors to determine whether Fibra Pink Sheet 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 UNO security.