Ftai Aviation Ltd Preferred Stock Market Value

FTAIM Preferred Stock   26.05  0.19  0.72%   
FTAI Aviation's market value is the price at which a share of FTAI Aviation trades on a public exchange. It measures the collective expectations of FTAI Aviation Ltd investors about its performance. FTAI Aviation is selling at 26.05 as of the 15th of March 2025; that is 0.72 percent down since the beginning of the trading day. The preferred stock's lowest day price was 26.04.
With this module, you can estimate the performance of a buy and hold strategy of FTAI Aviation Ltd and determine expected loss or profit from investing in FTAI Aviation over a given investment horizon. Check out FTAI Aviation Correlation, FTAI Aviation Volatility and FTAI Aviation Alpha and Beta module to complement your research on FTAI Aviation.
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Please note, there is a significant difference between FTAI Aviation's value and its price as these two are different measures arrived at by different means. Investors typically determine if FTAI Aviation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FTAI Aviation'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.

FTAI Aviation '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 FTAI Aviation's preferred 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 FTAI Aviation.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in FTAI Aviation on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding FTAI Aviation Ltd or generate 0.0% return on investment in FTAI Aviation over 90 days. FTAI Aviation is related to or competes with Intuitive Surgical, Cardinal Health, Merit Medical, KVH Industries, HUTCHMED DRC, and Cytek Biosciences. More

FTAI Aviation 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 FTAI Aviation's preferred 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 FTAI Aviation Ltd upside and downside potential and time the market with a certain degree of confidence.

FTAI Aviation Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for FTAI Aviation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FTAI Aviation's standard deviation. In reality, there are many statistical measures that can use FTAI Aviation historical prices to predict the future FTAI Aviation's volatility.
Hype
Prediction
LowEstimatedHigh
25.2826.1927.10
Details
Intrinsic
Valuation
LowRealHigh
24.9725.8826.79
Details

FTAI Aviation Backtested Returns

FTAI Aviation retains Efficiency (Sharpe Ratio) of -0.0136, which denotes the company had a -0.0136 % return per unit of risk over the last 3 months. FTAI Aviation exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FTAI Aviation's Standard Deviation of 0.9669, variance of 0.9349, and Market Risk Adjusted Performance of (0.25) to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, FTAI Aviation's returns are expected to increase less than the market. However, during the bear market, the loss of holding FTAI Aviation is expected to be smaller as well. At this point, FTAI Aviation has a negative expected return of -0.0123%. Please make sure to confirm FTAI Aviation's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if FTAI Aviation performance from the past will be repeated in the future.

Auto-correlation

    
  -0.6  

Good reverse predictability

FTAI Aviation Ltd has good reverse predictability. Overlapping area represents the amount of predictability between FTAI Aviation 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 FTAI Aviation price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current FTAI Aviation price fluctuation can be explain by its past prices.
Correlation Coefficient-0.6
Spearman Rank Test-0.65
Residual Average0.0
Price Variance0.16

FTAI Aviation lagged returns against current returns

Autocorrelation, which is FTAI Aviation preferred 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 FTAI Aviation's preferred stock expected returns. We can calculate the autocorrelation of FTAI Aviation returns to help us make a trade decision. For example, suppose you find that FTAI Aviation has exhibited high autocorrelation historically, and you observe that the preferred 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  

FTAI Aviation 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 FTAI Aviation preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FTAI Aviation preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FTAI Aviation preferred stock over time.
   Current vs Lagged Prices   
       Timeline  

FTAI Aviation Lagged Returns

When evaluating FTAI Aviation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FTAI Aviation preferred stock have on its future price. FTAI Aviation 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, FTAI Aviation autocorrelation shows the relationship between FTAI Aviation preferred stock current value and its past values and can show if there is a momentum factor associated with investing in FTAI Aviation Ltd.
   Regressed Prices   
       Timeline  

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Other Information on Investing in FTAI Preferred Stock

FTAI Aviation financial ratios help investors to determine whether FTAI Preferred 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 FTAI with respect to the benefits of owning FTAI Aviation security.