Fibra Shop (Mexico) Market Value
| FSHOP13 Stock | MXN 8.65 0.25 2.81% |
| Symbol | Fibra |
Fibra Shop '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 Shop'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 Shop.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in Fibra Shop on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Fibra Shop or generate 0.0% return on investment in Fibra Shop over 30 days. Fibra Shop is related to or competes with Samsung Electronics, McEwen Mining, Capital One, First Majestic, and Ameriprise Financial. FibraShop , is the only real estate option in Mexico offering a specialization in the shopping centers segment that has ... More
Fibra Shop 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 Shop'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 Shop upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.0665 | |||
| Maximum Drawdown | 10.29 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 3.29 |
Fibra Shop Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fibra Shop's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fibra Shop's standard deviation. In reality, there are many statistical measures that can use Fibra Shop historical prices to predict the future Fibra Shop's volatility.| Risk Adjusted Performance | 0.0876 | |||
| Jensen Alpha | 0.1805 | |||
| Total Risk Alpha | 0.0683 | |||
| Sortino Ratio | 0.0772 | |||
| Treynor Ratio | (0.46) |
Fibra Shop Backtested Returns
At this point, Fibra Shop is somewhat reliable. Fibra Shop secures Sharpe Ratio (or Efficiency) of 0.0973, which denotes the company had a 0.0973 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Fibra Shop, which you can use to evaluate the volatility of the firm. Please confirm Fibra Shop's Semi Deviation of 1.22, mean deviation of 1.3, and Downside Deviation of 1.54 to check if the risk estimate we provide is consistent with the expected return of 0.17%. Fibra Shop has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fibra Shop are expected to decrease at a much lower rate. During the bear market, Fibra Shop is likely to outperform the market. Fibra Shop right now shows a risk of 1.79%. Please confirm Fibra Shop standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Fibra Shop will be following its price patterns.
Auto-correlation | 0.09 |
Virtually no predictability
Fibra Shop has virtually no predictability. Overlapping area represents the amount of predictability between Fibra Shop time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th 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 Shop price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Fibra Shop price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Fibra Shop lagged returns against current returns
Autocorrelation, which is Fibra Shop 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 Shop's stock expected returns. We can calculate the autocorrelation of Fibra Shop returns to help us make a trade decision. For example, suppose you find that Fibra Shop 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 Shop 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 Shop stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fibra Shop stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fibra Shop stock over time.
Current vs Lagged Prices |
| Timeline |
Fibra Shop Lagged Returns
When evaluating Fibra Shop's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fibra Shop stock have on its future price. Fibra Shop 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 Shop autocorrelation shows the relationship between Fibra Shop stock current value and its past values and can show if there is a momentum factor associated with investing in Fibra Shop.
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 Shop 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 Shop security.