Ferrexpo Plc Stock Market Value
| FEEXY Stock | USD 3.06 0.01 0.33% |
| Symbol | Ferrexpo |
Ferrexpo Plc '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 Ferrexpo Plc'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 Ferrexpo Plc.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Ferrexpo Plc on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Ferrexpo plc or generate 0.0% return on investment in Ferrexpo Plc over 30 days. Ferrexpo Plc is related to or competes with Sayona Mining, Mount Gibson, SGL Carbon, Fireweed Zinc, Boswell J, Metals X, and Freegold Ventures. Ferrexpo plc, together with its subsidiaries, mines for, develops, processes, produces, markets, exports, and sells iron... More
Ferrexpo Plc 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 Ferrexpo Plc'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 Ferrexpo plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 31.72 | |||
| Value At Risk | (0.33) |
Ferrexpo Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferrexpo Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ferrexpo Plc's standard deviation. In reality, there are many statistical measures that can use Ferrexpo Plc historical prices to predict the future Ferrexpo Plc's volatility.| Risk Adjusted Performance | 0.0057 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ferrexpo Plc's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ferrexpo plc Backtested Returns
Ferrexpo plc secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Ferrexpo plc exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ferrexpo Plc's Variance of 10.66, standard deviation of 3.26, and Mean Deviation of 0.7303 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.56, which means possible diversification benefits within a given portfolio. As returns on the market increase, Ferrexpo Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ferrexpo Plc is expected to be smaller as well. At this point, Ferrexpo plc has a negative expected return of -0.0098%. Please make sure to confirm Ferrexpo Plc's total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Ferrexpo plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Ferrexpo plc has perfect predictability. Overlapping area represents the amount of predictability between Ferrexpo Plc time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 Ferrexpo plc price movement. The serial correlation of 1.0 indicates that 100.0% of current Ferrexpo Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ferrexpo plc lagged returns against current returns
Autocorrelation, which is Ferrexpo Plc 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 Ferrexpo Plc's pink sheet expected returns. We can calculate the autocorrelation of Ferrexpo Plc returns to help us make a trade decision. For example, suppose you find that Ferrexpo Plc 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 |
Ferrexpo Plc 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 Ferrexpo Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ferrexpo Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ferrexpo Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ferrexpo Plc Lagged Returns
When evaluating Ferrexpo Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ferrexpo Plc pink sheet have on its future price. Ferrexpo Plc 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, Ferrexpo Plc autocorrelation shows the relationship between Ferrexpo Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ferrexpo plc.
Regressed Prices |
| Timeline |
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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.Additional Tools for Ferrexpo Pink Sheet Analysis
When running Ferrexpo Plc's price analysis, check to measure Ferrexpo Plc'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 Ferrexpo Plc is operating at the current time. Most of Ferrexpo Plc's value examination focuses on studying past and present price action to predict the probability of Ferrexpo Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrexpo Plc's price. Additionally, you may evaluate how the addition of Ferrexpo Plc to your portfolios can decrease your overall portfolio volatility.