Ferrellgas Partners Lp Stock Market Value
| FGPR Stock | USD 18.25 0.50 2.67% |
| Symbol | Ferrellgas |
Ferrellgas Partners '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 Ferrellgas Partners' 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 Ferrellgas Partners.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Ferrellgas Partners on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Ferrellgas Partners LP or generate 0.0% return on investment in Ferrellgas Partners over 30 days. Ferrellgas Partners is related to or competes with Tidewater Midstream, Bonterra Energy, Capricorn Energy, SPT Energy, and Condor Petroleum. Ferrellgas Partners, L.P. distributes and sells propane and related equipment and supplies More
Ferrellgas Partners 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 Ferrellgas Partners' 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 Ferrellgas Partners LP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.0926 | |||
| Maximum Drawdown | 26.73 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 3.67 |
Ferrellgas Partners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferrellgas Partners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ferrellgas Partners' standard deviation. In reality, there are many statistical measures that can use Ferrellgas Partners historical prices to predict the future Ferrellgas Partners' volatility.| Risk Adjusted Performance | 0.0908 | |||
| Jensen Alpha | 0.3086 | |||
| Total Risk Alpha | 0.0265 | |||
| Sortino Ratio | 0.1801 | |||
| Treynor Ratio | 0.3886 |
Ferrellgas Partners Backtested Returns
Ferrellgas Partners appears to be not too volatile, given 3 months investment horizon. Ferrellgas Partners secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Ferrellgas Partners LP, which you can use to evaluate the volatility of the firm. Please utilize Ferrellgas Partners' Mean Deviation of 1.63, downside deviation of 1.71, and Coefficient Of Variation of 845.75 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ferrellgas Partners holds a performance score of 9. The firm shows a Beta (market volatility) of 0.99, which means possible diversification benefits within a given portfolio. Ferrellgas Partners returns are very sensitive to returns on the market. As the market goes up or down, Ferrellgas Partners is expected to follow. Please check Ferrellgas Partners' skewness, and the relationship between the value at risk and day median price , to make a quick decision on whether Ferrellgas Partners' price patterns will revert.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Ferrellgas Partners LP has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ferrellgas Partners time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Ferrellgas Partners price movement. The serial correlation of -0.72 indicates that around 72.0% of current Ferrellgas Partners price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Ferrellgas Partners lagged returns against current returns
Autocorrelation, which is Ferrellgas Partners 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 Ferrellgas Partners' pink sheet expected returns. We can calculate the autocorrelation of Ferrellgas Partners returns to help us make a trade decision. For example, suppose you find that Ferrellgas Partners 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 |
Ferrellgas Partners 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 Ferrellgas Partners pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ferrellgas Partners pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ferrellgas Partners pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ferrellgas Partners Lagged Returns
When evaluating Ferrellgas Partners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ferrellgas Partners pink sheet have on its future price. Ferrellgas Partners 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, Ferrellgas Partners autocorrelation shows the relationship between Ferrellgas Partners pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ferrellgas Partners LP.
Regressed Prices |
| Timeline |
Pair Trading with Ferrellgas Partners
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ferrellgas Partners position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ferrellgas Partners will appreciate offsetting losses from the drop in the long position's value.Moving together with Ferrellgas Pink Sheet
Moving against Ferrellgas Pink Sheet
The ability to find closely correlated positions to Ferrellgas Partners could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ferrellgas Partners when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ferrellgas Partners - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ferrellgas Partners LP to buy it.
The correlation of Ferrellgas Partners is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ferrellgas Partners moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ferrellgas Partners moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ferrellgas Partners can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Ferrellgas Pink Sheet Analysis
When running Ferrellgas Partners' price analysis, check to measure Ferrellgas Partners' 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 Ferrellgas Partners is operating at the current time. Most of Ferrellgas Partners' value examination focuses on studying past and present price action to predict the probability of Ferrellgas Partners' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrellgas Partners' price. Additionally, you may evaluate how the addition of Ferrellgas Partners to your portfolios can decrease your overall portfolio volatility.