Fibra Terrafina Stock Market Value
| CBAOF Stock | USD 1.80 0.00 0.00% |
| 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 pink sheet 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.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Fibra Terrafina on December 13, 2022 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 720 days. Fibra Terrafina is related to or competes with Big Yellow, Plymouth Industrial, LXP Industrial, Terreno Realty, and EastGroup Properties. 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 pink sheet 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 | (0.11) | |||
| Maximum Drawdown | 16.16 | |||
| Value At Risk | (2.13) |
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 | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 0.7551 |
Fibra Terrafina Backtested Returns
Fibra Terrafina secures Sharpe Ratio (or Efficiency) of -0.0228, which denotes the company had a -0.0228% return per unit of standard deviation over the last 3 months. Fibra Terrafina exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fibra Terrafina's Mean Deviation of 0.7213, coefficient of variation of (1,896), and Standard Deviation of 2.26 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.17, which means not very significant fluctuations relative to the market. 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. At this point, Fibra Terrafina has a negative expected return of -0.0513%. Please make sure to confirm Fibra Terrafina's information ratio, and the relationship between the coefficient of variation and value at risk , to decide if Fibra Terrafina performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Fibra Terrafina has very weak reverse predictability. Overlapping area represents the amount of predictability between Fibra Terrafina time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 2024. 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 -0.01 indicates that just 1.0% of current Fibra Terrafina price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Fibra Terrafina lagged returns against current returns
Autocorrelation, which is Fibra Terrafina pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fibra Terrafina pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fibra Terrafina pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fibra Terrafina.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Fibra Pink Sheet
Fibra Terrafina financial ratios help investors to determine whether Fibra Pink Sheet 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.