Ferrari Group's market value is the price at which a share of Ferrari Group trades on a public exchange. It measures the collective expectations of Ferrari Group PLC investors about its performance. Ferrari Group is trading at 9.14 as of the 31st of December 2025, a 0.33 percent increase since the beginning of the trading day. The stock's open price was 9.11. With this module, you can estimate the performance of a buy and hold strategy of Ferrari Group PLC and determine expected loss or profit from investing in Ferrari Group over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.
Symbol
Ferrari
Ferrari Group '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 Ferrari Group'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 Ferrari Group.
0.00
06/09/2024
No Change 0.00
0.0
In 1 year 6 months and 25 days
12/31/2025
0.00
If you would invest 0.00 in Ferrari Group on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Ferrari Group PLC or generate 0.0% return on investment in Ferrari Group over 570 days.
Ferrari Group 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 Ferrari Group'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 Ferrari Group PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferrari Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ferrari Group's standard deviation. In reality, there are many statistical measures that can use Ferrari Group historical prices to predict the future Ferrari Group's volatility.
At this point, Ferrari Group is not too volatile. Ferrari Group PLC secures Sharpe Ratio (or Efficiency) of 0.0862, which denotes the company had a 0.0862 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Ferrari Group PLC, which you can use to evaluate the volatility of the firm. Please confirm Ferrari Group's Downside Deviation of 1.63, coefficient of variation of 1159.84, and Mean Deviation of 1.3 to check if the risk estimate we provide is consistent with the expected return of 0.16%. Ferrari Group has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0774, which means not very significant fluctuations relative to the market. As returns on the market increase, Ferrari Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ferrari Group is expected to be smaller as well. Ferrari Group PLC right now shows a risk of 1.82%. Please confirm Ferrari Group PLC skewness, and the relationship between the value at risk and day median price , to decide if Ferrari Group PLC will be following its price patterns.
Auto-correlation
0.88
Very good predictability
Ferrari Group PLC has very good predictability. Overlapping area represents the amount of predictability between Ferrari Group time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Ferrari Group PLC price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Ferrari Group price fluctuation can be explain by its past prices.
Correlation Coefficient
0.88
Spearman Rank Test
0.68
Residual Average
0.0
Price Variance
0.35
Ferrari Group PLC lagged returns against current returns
Autocorrelation, which is Ferrari Group 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 Ferrari Group's stock expected returns. We can calculate the autocorrelation of Ferrari Group returns to help us make a trade decision. For example, suppose you find that Ferrari Group 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
Ferrari Group 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 Ferrari Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ferrari Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ferrari Group stock over time.
Current vs Lagged Prices
Timeline
Ferrari Group Lagged Returns
When evaluating Ferrari Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ferrari Group stock have on its future price. Ferrari Group 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, Ferrari Group autocorrelation shows the relationship between Ferrari Group stock current value and its past values and can show if there is a momentum factor associated with investing in Ferrari Group PLC.
Regressed Prices
Timeline
Thematic Opportunities
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