Fibra Terrafina (Mexico) Market Value
| TERRA13 Stock | MXN 36.45 0.07 0.19% |
| Symbol | Fibra |
Fibra Terrafina '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 Terrafina'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 Terrafina.
| 11/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Fibra Terrafina on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Fibra Terrafina or generate 0.0% return on investment in Fibra Terrafina over 60 days. Fibra Terrafina is related to or competes with FIBRA Macquarie, FIBRA Prologis, Fibra Danhos, Fibra UNO, and Fibra Shop. Terrafina is a Mexican real estate investment trust formed primarily to acquire, develop, lease and manage industrial re... More
Fibra Terrafina 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 Terrafina'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 Terrafina upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 22.31 | |||
| Value At Risk | (4.73) | |||
| Potential Upside | 5.84 |
Fibra Terrafina Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fibra Terrafina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fibra Terrafina's standard deviation. In reality, there are many statistical measures that can use Fibra Terrafina historical prices to predict the future Fibra Terrafina's volatility.| Risk Adjusted Performance | 4.0E-4 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.0798 |
Fibra Terrafina Backtested Returns
At this point, Fibra Terrafina is not too volatile. Fibra Terrafina secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Fibra Terrafina, which you can use to evaluate the volatility of the firm. Please confirm Fibra Terrafina's Standard Deviation of 3.24, coefficient of variation of (12,139), and Mean Deviation of 2.13 to check if the risk estimate we provide is consistent with the expected return of 0.0184%. The firm shows a Beta (market volatility) of -0.46, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fibra Terrafina are expected to decrease at a much lower rate. During the bear market, Fibra Terrafina is likely to outperform the market. Fibra Terrafina right now shows a risk of 3.39%. Please confirm Fibra Terrafina potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Fibra Terrafina will be following its price patterns.
Auto-correlation | 0.13 |
Insignificant predictability
Fibra Terrafina has insignificant predictability. Overlapping area represents the amount of predictability between Fibra Terrafina time series from 25th of November 2024 to 25th of December 2024 and 25th of December 2024 to 24th 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 Terrafina price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Fibra Terrafina price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
Fibra Terrafina lagged returns against current returns
Autocorrelation, which is Fibra Terrafina 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 Terrafina's stock expected returns. We can calculate the autocorrelation of Fibra Terrafina returns to help us make a trade decision. For example, suppose you find that Fibra Terrafina 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 Terrafina 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 Terrafina stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fibra Terrafina stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fibra Terrafina stock over time.
Current vs Lagged Prices |
| Timeline |
Fibra Terrafina Lagged Returns
When evaluating Fibra Terrafina's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fibra Terrafina stock have on its future price. Fibra Terrafina 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 Terrafina autocorrelation shows the relationship between Fibra Terrafina stock current value and its past values and can show if there is a momentum factor associated with investing in Fibra Terrafina.
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 Terrafina 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 Terrafina security.