Ferrovial (Spain) Price on November 20, 2024
| FER Stock | EUR 39.02 0.16 0.41% |
If you're considering investing in Ferrovial Stock, it is important to understand the factors that can impact its price. As of today, the current price of Ferrovial stands at 39.02, as last reported on the 1st of December, with the highest price reaching 39.04 and the lowest price hitting 38.72 during the day. At this point, Ferrovial is very steady. Ferrovial secures Sharpe Ratio (or Efficiency) of 0.0606, which denotes the company had a 0.0606% return per unit of risk over the last 3 months. We have found thirty technical indicators for Ferrovial, which you can use to evaluate the volatility of the firm. Please confirm Ferrovial's Mean Deviation of 0.8318, coefficient of variation of 1528.75, and Downside Deviation of 1.3 to check if the risk estimate we provide is consistent with the expected return of 0.0711%.
Ferrovial Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Ferrovial |
Sharpe Ratio = 0.0606
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Estimated Market Risk
| 1.17 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Ferrovial is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ferrovial by adding it to a well-diversified portfolio.
Ferrovial Valuation on November 20, 2024
It is possible to determine the worth of Ferrovial on a given historical date. On November 20, 2024 Ferrovial was worth 36.92 at the beginning of the trading date compared to the closed value of 36.66. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Ferrovial stock. Still, in general, we apply an absolute valuation method to find Ferrovial's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Ferrovial where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Ferrovial's related companies.
| Open | High | Low | Close | Volume | |
| 36.66 | 36.86 | 36.16 | 36.82 | 905,757 | |
11/20/2024 | 36.92 | 37.18 | 36.50 | 36.66 | 1,969,898 |
| 36.52 | 36.74 | 36.32 | 36.72 | 870,401 |
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Ferrovial Trading Date Momentum on November 20, 2024
| On November 21 2024 Ferrovial was traded for 36.72 at the closing time. The maximum traded price for the trading interval was 36.74 and the lowest daily price was 36.32 . The daily volume was recorded at 870.4 K. The volume of trading on 21st of November 2024 played a part in the next trading day price growth. The overall trading delta to the next closing price was 0.16% . The overall trading delta to the closing price today is 5.84% . |
Ferrovial Fundamentals Correlations and Trends
By evaluating Ferrovial's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Ferrovial's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Ferrovial financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Ferrovial Stock history
Ferrovial investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Ferrovial is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Ferrovial will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Ferrovial stock prices may prove useful in developing a viable investing in Ferrovial
Ferrovial, S.A., together with its subsidiaries, operates as an infrastructure operator and municipal services company worldwide. Ferrovial, S.A. was founded in 1952 and is based in Madrid, Spain. FERROVIAL operates under Diversified Conglomerates classification in Spain and is traded on Madrid SE C.A.T.S.. It employs 78316 people.
Ferrovial Stock Technical Analysis
Ferrovial 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.
Price Boundaries
Ferrovial Period Price Range
Low | December 1, 2024
| High |
0.00 | 0.00 |
Ferrovial cannot be verified against its exchange. Please verify the symbol is currently traded on Madrid Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Ferrovial December 1, 2024 Market Strength
Market strength indicators help investors to evaluate how Ferrovial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ferrovial shares will generate the highest return on investment. By undertsting and applying Ferrovial stock market strength indicators, traders can identify Ferrovial entry and exit signals to maximize returns
Ferrovial Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Ferrovial's price direction in advance. Along with the technical and fundamental analysis of Ferrovial Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Ferrovial to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0535 | |||
| Jensen Alpha | 0.0342 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.2613 |
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| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for Ferrovial Stock analysis
When running Ferrovial's price analysis, check to measure Ferrovial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ferrovial is operating at the current time. Most of Ferrovial's value examination focuses on studying past and present price action to predict the probability of Ferrovial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrovial's price. Additionally, you may evaluate how the addition of Ferrovial to your portfolios can decrease your overall portfolio volatility.
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