FIBRA Prologis (Mexico) Market Value
| FIBRAPL14 | MXN 60.97 0.09 0.15% |
| Symbol | FIBRA |
FIBRA Prologis '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 Prologis' 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 Prologis.
| 11/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in FIBRA Prologis on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding FIBRA Prologis or generate 0.0% return on investment in FIBRA Prologis over 60 days. FIBRA Prologis is related to or competes with FIBRA Macquarie, Fibra Terrafina, Fibra Mty, Fibra Danhos, and Fibra UNO. FIBRA Prologis is a leading owner and operator of Class-A industrial real estate in Mexico More
FIBRA Prologis 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 Prologis' 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 Prologis upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 6.48 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 2.3 |
FIBRA Prologis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FIBRA Prologis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FIBRA Prologis' standard deviation. In reality, there are many statistical measures that can use FIBRA Prologis historical prices to predict the future FIBRA Prologis' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.5099 |
FIBRA Prologis Backtested Returns
FIBRA Prologis retains Efficiency (Sharpe Ratio) of -0.0678, which denotes the company had a -0.0678 % return per unit of risk over the last 3 months. FIBRA Prologis exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FIBRA Prologis' Variance of 2.42, market risk adjusted performance of 0.5199, and Standard Deviation of 1.56 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.3, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FIBRA Prologis are expected to decrease at a much lower rate. During the bear market, FIBRA Prologis is likely to outperform the market. At this point, FIBRA Prologis has a negative expected return of -0.11%. Please make sure to confirm FIBRA Prologis' potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if FIBRA Prologis performance from the past will be repeated in the future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
FIBRA Prologis has insignificant reverse predictability. Overlapping area represents the amount of predictability between FIBRA Prologis time series from 25th of November 2024 to 25th of December 2024 and 25th of December 2024 to 24th 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 Prologis price movement. The serial correlation of -0.17 indicates that over 17.0% of current FIBRA Prologis price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 2.01 |
FIBRA Prologis lagged returns against current returns
Autocorrelation, which is FIBRA Prologis 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 Prologis' stock expected returns. We can calculate the autocorrelation of FIBRA Prologis returns to help us make a trade decision. For example, suppose you find that FIBRA Prologis 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 Prologis 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 Prologis stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FIBRA Prologis stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FIBRA Prologis stock over time.
Current vs Lagged Prices |
| Timeline |
FIBRA Prologis Lagged Returns
When evaluating FIBRA Prologis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FIBRA Prologis stock have on its future price. FIBRA Prologis 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 Prologis autocorrelation shows the relationship between FIBRA Prologis stock current value and its past values and can show if there is a momentum factor associated with investing in FIBRA Prologis.
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 Prologis 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 Prologis security.