Fortress Transp Infra Stock Market Value
| FTAI Stock | USD 104.31 3.43 3.40% |
| Symbol | Fortress |
Is Trading Companies & Distributors space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Fortress Transp. If investors know Fortress will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Fortress Transp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Fortress Transp Infra is measured differently than its book value, which is the value of Fortress that is recorded on the company's balance sheet. Investors also form their own opinion of Fortress Transp's value that differs from its market value or its book value, called intrinsic value, which is Fortress Transp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Fortress Transp's market value can be influenced by many factors that don't directly affect Fortress Transp's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Fortress Transp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fortress Transp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fortress Transp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fortress Transp '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 Fortress Transp'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 Fortress Transp.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Fortress Transp on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Fortress Transp Infra or generate 0.0% return on investment in Fortress Transp over 90 days. Fortress Transp is related to or competes with McGrath RentCorp, Custom Truck, Herc Holdings, Alta Equipment, PROG Holdings, HE Equipment, and GATX. Fortress Transportation and Infrastructure Investors LLC owns and acquires infrastructure and related equipment for the ... More
Fortress Transp 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 Fortress Transp'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 Fortress Transp Infra upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 2.0E-4 | |||
| Maximum Drawdown | 39.3 | |||
| Value At Risk | (10.08) | |||
| Potential Upside | 9.79 |
Fortress Transp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fortress Transp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fortress Transp's standard deviation. In reality, there are many statistical measures that can use Fortress Transp historical prices to predict the future Fortress Transp's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 0.794 | |||
| Treynor Ratio | 0.2181 |
Fortress Transp Infra Backtested Returns
Fortress Transp Infra secures Sharpe Ratio (or Efficiency) of -0.0135, which denotes the company had a -0.0135 % return per unit of risk over the last 3 months. Fortress Transp Infra exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fortress Transp's Variance of 51.79, mean deviation of 5.2, and Standard Deviation of 7.2 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.49, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fortress Transp are expected to decrease at a much lower rate. During the bear market, Fortress Transp is likely to outperform the market. At this point, Fortress Transp Infra has a negative expected return of -0.0973%. Please make sure to confirm Fortress Transp's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Fortress Transp Infra performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.44 |
Average predictability
Fortress Transp Infra has average predictability. Overlapping area represents the amount of predictability between Fortress Transp time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Fortress Transp Infra price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Fortress Transp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 140.35 |
Fortress Transp Infra lagged returns against current returns
Autocorrelation, which is Fortress Transp 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 Fortress Transp's stock expected returns. We can calculate the autocorrelation of Fortress Transp returns to help us make a trade decision. For example, suppose you find that Fortress Transp 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 |
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Fortress Transp 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 Fortress Transp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fortress Transp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fortress Transp stock over time.
Current vs Lagged Prices |
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Fortress Transp Lagged Returns
When evaluating Fortress Transp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fortress Transp stock have on its future price. Fortress Transp 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, Fortress Transp autocorrelation shows the relationship between Fortress Transp stock current value and its past values and can show if there is a momentum factor associated with investing in Fortress Transp Infra.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Fortress Transp Infra offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Fortress Transp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Fortress Transp Infra Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Fortress Transp Infra Stock:Check out Fortress Transp Correlation, Fortress Transp Volatility and Fortress Transp Alpha and Beta module to complement your research on Fortress Transp. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Fortress Transp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.