Fibra UNO (Mexico) Market Value
| FUNO11 Stock | MXN 23.67 0.86 3.77% |
| Symbol | Fibra |
Fibra UNO '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 UNO'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 UNO.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Fibra UNO on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Fibra UNO or generate 0.0% return on investment in Fibra UNO over 90 days. Fibra UNO is related to or competes with Applied Materials, Air Transport, Burlington Stores, Home Depot, Grupo Sports, GMxico Transportes, and Grupo Hotelero. Trust FIBRA UNO was established as a real estate investment trust on January 12, 2011 by Fibra UNO Administracin, SA de ... More
Fibra UNO 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 UNO'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 UNO upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.1368 | |||
| Maximum Drawdown | 9.78 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 3.44 |
Fibra UNO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fibra UNO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fibra UNO's standard deviation. In reality, there are many statistical measures that can use Fibra UNO historical prices to predict the future Fibra UNO's volatility.| Risk Adjusted Performance | 0.0711 | |||
| Jensen Alpha | 0.1553 | |||
| Total Risk Alpha | 0.3195 | |||
| Sortino Ratio | 0.1773 | |||
| Treynor Ratio | 0.3075 |
Fibra UNO Backtested Returns
At this point, Fibra UNO is very steady. Fibra UNO secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Fibra UNO, which you can use to evaluate the volatility of the firm. Please confirm Fibra UNO's Downside Deviation of 1.26, mean deviation of 1.21, and Semi Deviation of 1.14 to check if the risk estimate we provide is consistent with the expected return of 0.17%. Fibra UNO has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fibra UNO's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fibra UNO is expected to be smaller as well. Fibra UNO right now shows a risk of 1.67%. Please confirm Fibra UNO downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if Fibra UNO will be following its price patterns.
Auto-correlation | 0.39 |
Below average predictability
Fibra UNO has below average predictability. Overlapping area represents the amount of predictability between Fibra UNO 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 Fibra UNO price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Fibra UNO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Fibra UNO lagged returns against current returns
Autocorrelation, which is Fibra UNO 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 UNO's stock expected returns. We can calculate the autocorrelation of Fibra UNO returns to help us make a trade decision. For example, suppose you find that Fibra UNO 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 UNO 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 UNO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fibra UNO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fibra UNO stock over time.
Current vs Lagged Prices |
| Timeline |
Fibra UNO Lagged Returns
When evaluating Fibra UNO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fibra UNO stock have on its future price. Fibra UNO 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 UNO autocorrelation shows the relationship between Fibra UNO stock current value and its past values and can show if there is a momentum factor associated with investing in Fibra UNO.
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 UNO 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 UNO security.