Ferrexpo Plc Stock Technical Analysis
| FEEXF Stock | USD 1.08 0.03 2.70% |
As of the 3rd of February, Ferrexpo PLC shows the Coefficient Of Variation of 1119.32, downside deviation of 8.1, and Mean Deviation of 3.47. Ferrexpo PLC technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm's future prices. Please confirm Ferrexpo PLC variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if Ferrexpo PLC is priced favorably, providing market reflects its regular price of 1.08 per share. Given that Ferrexpo PLC is a hitting penny stock territory we advise to closely look at its total risk alpha.
Ferrexpo PLC Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Ferrexpo, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FerrexpoFerrexpo |
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.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Ferrexpo PLC on November 5, 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 90 days. Ferrexpo PLC is related to or competes with SGL Carbon, DL Industries, BCI Minerals, Thor Explorations, Mount Gibson, Chalice Mining, and Sayona Mining. 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.
| Downside Deviation | 8.1 | |||
| Information Ratio | 0.0815 | |||
| Maximum Drawdown | 42.83 | |||
| Value At Risk | (8.91) | |||
| Potential Upside | 12.96 |
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 | 0.0745 | |||
| Jensen Alpha | 0.5476 | |||
| Total Risk Alpha | 0.1968 | |||
| Sortino Ratio | 0.0676 | |||
| Treynor Ratio | 0.5913 |
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 February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0745 | |||
| Market Risk Adjusted Performance | 0.6013 | |||
| Mean Deviation | 3.47 | |||
| Semi Deviation | 3.76 | |||
| Downside Deviation | 8.1 | |||
| Coefficient Of Variation | 1119.32 | |||
| Standard Deviation | 6.72 | |||
| Variance | 45.18 | |||
| Information Ratio | 0.0815 | |||
| Jensen Alpha | 0.5476 | |||
| Total Risk Alpha | 0.1968 | |||
| Sortino Ratio | 0.0676 | |||
| Treynor Ratio | 0.5913 | |||
| Maximum Drawdown | 42.83 | |||
| Value At Risk | (8.91) | |||
| Potential Upside | 12.96 | |||
| Downside Variance | 65.58 | |||
| Semi Variance | 14.11 | |||
| Expected Short fall | (10.22) | |||
| Skewness | 1.89 | |||
| Kurtosis | 8.55 |
Ferrexpo PLC Backtested Returns
Ferrexpo PLC appears to be abnormally volatile, given 3 months investment horizon. Ferrexpo PLC secures Sharpe Ratio (or Efficiency) of 0.0893, which denotes the company had a 0.0893 % return per unit of risk over the last 3 months. By reviewing Ferrexpo PLC's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please utilize Ferrexpo PLC's Mean Deviation of 3.47, downside deviation of 8.1, and Coefficient Of Variation of 1119.32 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ferrexpo PLC holds a performance score of 7. The firm shows a Beta (market volatility) of 1.0, which means possible diversification benefits within a given portfolio. Ferrexpo PLC returns are very sensitive to returns on the market. As the market goes up or down, Ferrexpo PLC is expected to follow. Please check Ferrexpo PLC's rate of daily change, period momentum indicator, as well as the relationship between the semi variance and maximum drawdown , to make a quick decision on whether Ferrexpo PLC's price patterns will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
Ferrexpo PLC has weak reverse predictability. Overlapping area represents the amount of predictability between Ferrexpo PLC time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. 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 -0.3 indicates that nearly 30.0% of current Ferrexpo PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ferrexpo PLC technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.
Ferrexpo PLC Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Ferrexpo PLC volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Ferrexpo PLC Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Ferrexpo PLC on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Ferrexpo PLC based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Ferrexpo PLC price pattern first instead of the macroeconomic environment surrounding Ferrexpo PLC. By analyzing Ferrexpo PLC's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Ferrexpo PLC's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Ferrexpo PLC specific price patterns or momentum indicators. Please read more on our technical analysis page.
Ferrexpo PLC February 3, 2026 Technical Indicators
Most technical analysis of Ferrexpo help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Ferrexpo from various momentum indicators to cycle indicators. When you analyze Ferrexpo charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0745 | |||
| Market Risk Adjusted Performance | 0.6013 | |||
| Mean Deviation | 3.47 | |||
| Semi Deviation | 3.76 | |||
| Downside Deviation | 8.1 | |||
| Coefficient Of Variation | 1119.32 | |||
| Standard Deviation | 6.72 | |||
| Variance | 45.18 | |||
| Information Ratio | 0.0815 | |||
| Jensen Alpha | 0.5476 | |||
| Total Risk Alpha | 0.1968 | |||
| Sortino Ratio | 0.0676 | |||
| Treynor Ratio | 0.5913 | |||
| Maximum Drawdown | 42.83 | |||
| Value At Risk | (8.91) | |||
| Potential Upside | 12.96 | |||
| Downside Variance | 65.58 | |||
| Semi Variance | 14.11 | |||
| Expected Short fall | (10.22) | |||
| Skewness | 1.89 | |||
| Kurtosis | 8.55 |
Ferrexpo PLC February 3, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Ferrexpo stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.97 | ||
| Day Median Price | 1.08 | ||
| Day Typical Price | 1.08 | ||
| Price Action Indicator | (0.02) |
Complementary 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.
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