FIBRA Macquarie (Mexico) Market Value
| FIBRAMQ12 | MXN 30.94 0.10 0.32% |
| Symbol | FIBRA |
FIBRA Macquarie '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 Macquarie'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 FIBRA Macquarie.
| 03/29/2024 |
| 01/23/2025 |
If you would invest 0.00 in FIBRA Macquarie on March 29, 2024 and sell it all today you would earn a total of 0.00 from holding FIBRA Macquarie Mxico or generate 0.0% return on investment in FIBRA Macquarie over 300 days. FIBRA Macquarie is related to or competes with FIBRA Prologis, Fibra UNO, Fibra Danhos, Fibra Terrafina, and Fibra Mty. FIBRA Macquarie Mxico is a real estate investment trust , or FIBRA, listed on the Mexican Stock Exchange targeting indus... More
FIBRA Macquarie 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 Macquarie'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 FIBRA Macquarie Mxico upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 1.64 |
FIBRA Macquarie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FIBRA Macquarie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FIBRA Macquarie's standard deviation. In reality, there are many statistical measures that can use FIBRA Macquarie historical prices to predict the future FIBRA Macquarie's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | 0.2909 |
FIBRA Macquarie Mxico Backtested Returns
FIBRA Macquarie Mxico retains Efficiency (Sharpe Ratio) of -0.0356, which denotes the company had a -0.0356 % return per unit of risk over the last 3 months. FIBRA Macquarie exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FIBRA Macquarie's Standard Deviation of 1.3, variance of 1.69, and Market Risk Adjusted Performance of 0.3009 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FIBRA Macquarie are expected to decrease at a much lower rate. During the bear market, FIBRA Macquarie is likely to outperform the market. At this point, FIBRA Macquarie Mxico has a negative expected return of -0.0466%. Please make sure to confirm FIBRA Macquarie's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if FIBRA Macquarie Mxico performance from the past will be repeated in the future.
Auto-correlation | -0.26 |
Weak reverse predictability
FIBRA Macquarie Mxico has weak reverse predictability. Overlapping area represents the amount of predictability between FIBRA Macquarie time series from 29th of March 2024 to 26th of August 2024 and 26th of August 2024 to 23rd of January 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 Macquarie Mxico price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current FIBRA Macquarie price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.7 |
FIBRA Macquarie Mxico lagged returns against current returns
Autocorrelation, which is FIBRA Macquarie 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 Macquarie's stock expected returns. We can calculate the autocorrelation of FIBRA Macquarie returns to help us make a trade decision. For example, suppose you find that FIBRA Macquarie 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 Macquarie 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 Macquarie stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FIBRA Macquarie stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FIBRA Macquarie stock over time.
Current vs Lagged Prices |
| Timeline |
FIBRA Macquarie Lagged Returns
When evaluating FIBRA Macquarie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FIBRA Macquarie stock have on its future price. FIBRA Macquarie 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 Macquarie autocorrelation shows the relationship between FIBRA Macquarie stock current value and its past values and can show if there is a momentum factor associated with investing in FIBRA Macquarie Mxico.
Regressed Prices |
| Timeline |
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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.Additional Tools for FIBRA Stock Analysis
When running FIBRA Macquarie's price analysis, check to measure FIBRA Macquarie'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 FIBRA Macquarie is operating at the current time. Most of FIBRA Macquarie's value examination focuses on studying past and present price action to predict the probability of FIBRA Macquarie's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FIBRA Macquarie's price. Additionally, you may evaluate how the addition of FIBRA Macquarie to your portfolios can decrease your overall portfolio volatility.