Fibra Macquarie Mxico Stock Market Value
| DBMBF Stock | USD 1.92 0.18 10.34% |
| Symbol | FIBRA |
FIBRA Macquarie '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 Macquarie'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 Macquarie.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in FIBRA Macquarie on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding FIBRA Macquarie Mxico or generate 0.0% return on investment in FIBRA Macquarie over 30 days. FIBRA Macquarie is related to or competes with Fibra Terrafina, Mercialys, Primaris Real, Reit 1, InterRent Real, Champion Real, and Mainstreet Equity. FIBRA Macquarie Mxico is a real estate investment trust , or FIBRA, listed on the Mexican Stock Exchange targeting indus... More
FIBRA Macquarie 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 Macquarie'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 Macquarie Mxico upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.03 | |||
| Information Ratio | 0.042 | |||
| Maximum Drawdown | 24.01 | |||
| Value At Risk | (3.98) | |||
| Potential Upside | 5.73 |
FIBRA Macquarie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FIBRA Macquarie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FIBRA Macquarie's standard deviation. In reality, there are many statistical measures that can use FIBRA Macquarie historical prices to predict the future FIBRA Macquarie's volatility.| Risk Adjusted Performance | 0.0656 | |||
| Jensen Alpha | 0.2634 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.025 | |||
| Treynor Ratio | (0.94) |
FIBRA Macquarie Mxico Backtested Returns
FIBRA Macquarie appears to be very risky, given 3 months investment horizon. FIBRA Macquarie Mxico retains Efficiency (Sharpe Ratio) of 0.0963, which denotes the company had a 0.0963 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for FIBRA Macquarie, which you can use to evaluate the volatility of the firm. Please utilize FIBRA Macquarie's Market Risk Adjusted Performance of (0.93), coefficient of variation of 1217.26, and Downside Deviation of 5.03 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FIBRA Macquarie holds a performance score of 7. The firm owns a Beta (Systematic Risk) of -0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FIBRA Macquarie are expected to decrease at a much lower rate. During the bear market, FIBRA Macquarie is likely to outperform the market. Please check FIBRA Macquarie's sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to make a quick decision on whether FIBRA Macquarie's current price history will revert.
Auto-correlation | 0.25 |
Poor predictability
FIBRA Macquarie Mxico has poor predictability. Overlapping area represents the amount of predictability between FIBRA Macquarie time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th of January 2026. 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 Macquarie Mxico price movement. The serial correlation of 0.25 indicates that over 25.0% of current FIBRA Macquarie price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FIBRA Macquarie Mxico lagged returns against current returns
Autocorrelation, which is FIBRA Macquarie 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 Macquarie's pink sheet expected returns. We can calculate the autocorrelation of FIBRA Macquarie returns to help us make a trade decision. For example, suppose you find that FIBRA Macquarie 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 Macquarie 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 Macquarie pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FIBRA Macquarie 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 Macquarie pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FIBRA Macquarie Lagged Returns
When evaluating FIBRA Macquarie's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FIBRA Macquarie pink sheet have on its future price. FIBRA Macquarie 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 Macquarie autocorrelation shows the relationship between FIBRA Macquarie pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FIBRA Macquarie Mxico.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FIBRA Pink Sheet
FIBRA Macquarie 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 Macquarie security.