Ftai Aviation Ltd Preferred Stock Market Value
| FTAIM Preferred Stock | 27.50 0.52 1.93% |
| Symbol | FTAI |
FTAI Aviation's Earnings Breakdown by Geography
FTAI Aviation '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 FTAI Aviation's preferred 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 FTAI Aviation.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in FTAI Aviation on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding FTAI Aviation Ltd or generate 0.0% return on investment in FTAI Aviation over 360 days. FTAI Aviation is related to or competes with Ryder System, Air Lease, Vestis, Willis Lease, AerCap Holdings, Avis Budget, and FlexShopper. More
FTAI Aviation 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 FTAI Aviation's preferred 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 FTAI Aviation Ltd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7062 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.64 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.38 |
FTAI Aviation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FTAI Aviation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FTAI Aviation's standard deviation. In reality, there are many statistical measures that can use FTAI Aviation historical prices to predict the future FTAI Aviation's volatility.| Risk Adjusted Performance | 0.1103 | |||
| Jensen Alpha | 0.0864 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 1.39 |
FTAI Aviation Backtested Returns
As of now, FTAI Preferred Stock is very steady. FTAI Aviation retains Efficiency (Sharpe Ratio) of 0.16, which denotes the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for FTAI Aviation, which you can use to evaluate the volatility of the firm. Please confirm FTAI Aviation's Downside Deviation of 0.7062, market risk adjusted performance of 1.4, and Coefficient Of Variation of 691.41 to check if the risk estimate we provide is consistent with the expected return of 0.12%. FTAI Aviation has a performance score of 12 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.0679, which means not very significant fluctuations relative to the market. As returns on the market increase, FTAI Aviation's returns are expected to increase less than the market. However, during the bear market, the loss of holding FTAI Aviation is expected to be smaller as well. FTAI Aviation now owns a risk of 0.72%. Please confirm FTAI Aviation Ltd value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to decide if FTAI Aviation Ltd will be following its current price history.
Auto-correlation | 0.77 |
Good predictability
FTAI Aviation Ltd has good predictability. Overlapping area represents the amount of predictability between FTAI Aviation time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FTAI Aviation price movement. The serial correlation of 0.77 indicates that around 77.0% of current FTAI Aviation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
FTAI Aviation lagged returns against current returns
Autocorrelation, which is FTAI Aviation preferred 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 FTAI Aviation's preferred stock expected returns. We can calculate the autocorrelation of FTAI Aviation returns to help us make a trade decision. For example, suppose you find that FTAI Aviation has exhibited high autocorrelation historically, and you observe that the preferred 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 |
FTAI Aviation 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 FTAI Aviation preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FTAI Aviation preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FTAI Aviation preferred stock over time.
Current vs Lagged Prices |
| Timeline |
FTAI Aviation Lagged Returns
When evaluating FTAI Aviation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FTAI Aviation preferred stock have on its future price. FTAI Aviation 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, FTAI Aviation autocorrelation shows the relationship between FTAI Aviation preferred stock current value and its past values and can show if there is a momentum factor associated with investing in FTAI Aviation Ltd.
Regressed Prices |
| Timeline |
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FTAI Aviation financial ratios help investors to determine whether FTAI Preferred Stock 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 FTAI with respect to the benefits of owning FTAI Aviation security.