Ferrexpo Plc Stock Market Value
| FEEXF Stock | USD 1.13 0.18 18.95% |
| Symbol | Ferrexpo |
Ferrexpo PLC '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 Ferrexpo PLC'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 Ferrexpo PLC.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Ferrexpo PLC on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Ferrexpo PLC or generate 0.0% return on investment in Ferrexpo PLC over 90 days. Ferrexpo PLC is related to or competes with ArcelorMittal, Acerinox, Aperam PK, Algoma Steel, BlueScope Steel, Grupo Simec, and Ternium SA. Ferrexpo plc, together with its subsidiaries, mines for, develops, processes, produces, markets, exports, and sells iron... More
Ferrexpo PLC 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 Ferrexpo PLC'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 Ferrexpo PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 59.35 | |||
| Value At Risk | (21.15) | |||
| Potential Upside | 18.95 |
Ferrexpo PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferrexpo PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ferrexpo PLC's standard deviation. In reality, there are many statistical measures that can use Ferrexpo PLC historical prices to predict the future Ferrexpo PLC's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | 1.13 | |||
| Treynor Ratio | (0.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ferrexpo PLC'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.
Ferrexpo PLC Backtested Returns
Ferrexpo PLC secures Sharpe Ratio (or Efficiency) of -0.0128, which denotes the company had a -0.0128 % return per unit of risk over the last 3 months. Ferrexpo PLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ferrexpo PLC's Mean Deviation of 5.71, variance of 102.37, and Standard Deviation of 10.12 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.59, which means possible diversification benefits within a given portfolio. As returns on the market increase, Ferrexpo PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ferrexpo PLC is expected to be smaller as well. At this point, Ferrexpo PLC has a negative expected return of -0.13%. Please make sure to confirm Ferrexpo PLC's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Ferrexpo PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Ferrexpo PLC has below average predictability. Overlapping area represents the amount of predictability between Ferrexpo PLC time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Ferrexpo PLC price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Ferrexpo PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Ferrexpo PLC lagged returns against current returns
Autocorrelation, which is Ferrexpo PLC 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 Ferrexpo PLC's pink sheet expected returns. We can calculate the autocorrelation of Ferrexpo PLC returns to help us make a trade decision. For example, suppose you find that Ferrexpo PLC 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 |
Ferrexpo PLC 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 Ferrexpo PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ferrexpo PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ferrexpo PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ferrexpo PLC Lagged Returns
When evaluating Ferrexpo PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ferrexpo PLC pink sheet have on its future price. Ferrexpo PLC 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, Ferrexpo PLC autocorrelation shows the relationship between Ferrexpo PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ferrexpo PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ferrexpo Pink Sheet
Ferrexpo PLC financial ratios help investors to determine whether Ferrexpo 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 Ferrexpo with respect to the benefits of owning Ferrexpo PLC security.