Finbar (Australia) Market Value
| FRI Stock | 0.85 0.02 2.30% |
| Symbol | Finbar |
Finbar '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 Finbar'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 Finbar.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Finbar on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Finbar Group or generate 0.0% return on investment in Finbar over 30 days. Finbar is related to or competes with Scentre, Vicinity Centres, Charter Hall, Cromwell Property, Carindale Property, GDI Property, and Australian Unity. Finbar is entity of Australia. It is traded as Stock on AU exchange. More
Finbar 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 Finbar'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 Finbar Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.64 | |||
| Information Ratio | 0.0021 | |||
| Maximum Drawdown | 13.98 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 4.76 |
Finbar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Finbar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Finbar's standard deviation. In reality, there are many statistical measures that can use Finbar historical prices to predict the future Finbar's volatility.| Risk Adjusted Performance | 0.0308 | |||
| Jensen Alpha | 0.0084 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0021 | |||
| Treynor Ratio | 0.084 |
Finbar Group Backtested Returns
Currently, Finbar Group is dangerous. Finbar Group secures Sharpe Ratio (or Efficiency) of 0.027, which denotes the company had a 0.027 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Finbar Group, which you can use to evaluate the volatility of the firm. Please confirm Finbar's Downside Deviation of 2.64, coefficient of variation of 3002.28, and Mean Deviation of 2.07 to check if the risk estimate we provide is consistent with the expected return of 0.0735%. Finbar has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.96, which means possible diversification benefits within a given portfolio. Finbar returns are very sensitive to returns on the market. As the market goes up or down, Finbar is expected to follow. Finbar Group right now shows a risk of 2.72%. Please confirm Finbar Group standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Finbar Group will be following its price patterns.
Auto-correlation | 0.12 |
Insignificant predictability
Finbar Group has insignificant predictability. Overlapping area represents the amount of predictability between Finbar time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Finbar Group price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Finbar price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Finbar Group lagged returns against current returns
Autocorrelation, which is Finbar 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 Finbar's stock expected returns. We can calculate the autocorrelation of Finbar returns to help us make a trade decision. For example, suppose you find that Finbar 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 |
Finbar 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 Finbar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Finbar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Finbar stock over time.
Current vs Lagged Prices |
| Timeline |
Finbar Lagged Returns
When evaluating Finbar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Finbar stock have on its future price. Finbar 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, Finbar autocorrelation shows the relationship between Finbar stock current value and its past values and can show if there is a momentum factor associated with investing in Finbar Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Finbar Stock Analysis
When running Finbar's price analysis, check to measure Finbar'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 Finbar is operating at the current time. Most of Finbar's value examination focuses on studying past and present price action to predict the probability of Finbar's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Finbar's price. Additionally, you may evaluate how the addition of Finbar to your portfolios can decrease your overall portfolio volatility.