Fortress Transportation And Stock Market Value
| FTAIN Stock | USD 25.25 0.12 0.47% |
| Symbol | Fortress |
Fortress Transportation Price To Book Ratio
Is Industrial Machinery & Supplies & Components 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 Transportation. 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 Transportation listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.24) | Dividend Share 1.2 | Earnings Share (3.47) | Revenue Per Share | Quarterly Revenue Growth 0.595 |
The market value of Fortress Transportation 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 Transportation's value that differs from its market value or its book value, called intrinsic value, which is Fortress Transportation'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 Transportation's market value can be influenced by many factors that don't directly affect Fortress Transportation'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 Transportation's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fortress Transportation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fortress Transportation'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 Transportation '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 Transportation'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 Transportation.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Fortress Transportation on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Fortress Transportation and or generate 0.0% return on investment in Fortress Transportation over 90 days. Fortress Transportation is related to or competes with SiriusPoint, New York, and Compass Diversified. Fortress Transportation and Infrastructure Investors LLC owns and acquires infrastructure and related equipment for the ... More
Fortress Transportation 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 Transportation'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 Transportation and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.1642 | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 0.9407 |
Fortress Transportation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fortress Transportation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fortress Transportation's standard deviation. In reality, there are many statistical measures that can use Fortress Transportation historical prices to predict the future Fortress Transportation's volatility.| Risk Adjusted Performance | 0.0249 | |||
| Jensen Alpha | 0.0078 | |||
| Total Risk Alpha | 0.1055 | |||
| Sortino Ratio | 0.1176 | |||
| Treynor Ratio | (0.28) |
Fortress Transportation Backtested Returns
As of now, Fortress Stock is very steady. Fortress Transportation secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fortress Transportation and, which you can use to evaluate the volatility of the firm. Please confirm Fortress Transportation's Mean Deviation of 0.4779, coefficient of variation of 3270.9, and Downside Deviation of 1.04 to check if the risk estimate we provide is consistent with the expected return of 3.0E-4%. The firm shows a Beta (market volatility) of -0.0448, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fortress Transportation are expected to decrease at a much lower rate. During the bear market, Fortress Transportation is likely to outperform the market. Fortress Transportation right now shows a risk of 0.77%. Please confirm Fortress Transportation skewness, and the relationship between the value at risk and day median price , to decide if Fortress Transportation will be following its price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Fortress Transportation and has modest reverse predictability. Overlapping area represents the amount of predictability between Fortress Transportation time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Transportation price movement. The serial correlation of -0.5 indicates that about 50.0% of current Fortress Transportation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Fortress Transportation lagged returns against current returns
Autocorrelation, which is Fortress Transportation 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 Transportation's stock expected returns. We can calculate the autocorrelation of Fortress Transportation returns to help us make a trade decision. For example, suppose you find that Fortress Transportation 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 |
Fortress Transportation 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 Transportation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fortress Transportation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fortress Transportation stock over time.
Current vs Lagged Prices |
| Timeline |
Fortress Transportation Lagged Returns
When evaluating Fortress Transportation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fortress Transportation stock have on its future price. Fortress Transportation 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 Transportation autocorrelation shows the relationship between Fortress Transportation stock current value and its past values and can show if there is a momentum factor associated with investing in Fortress Transportation and.
Regressed Prices |
| Timeline |
Other Information on Investing in Fortress Stock
Fortress Transportation financial ratios help investors to determine whether Fortress 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 Fortress with respect to the benefits of owning Fortress Transportation security.