Ferrovial (Netherlands) Technical Analysis
| FER Stock | 59.58 0.02 0.03% |
As of the 5th of March, Ferrovial shows the Mean Deviation of 1.16, coefficient of variation of 1702.03, and Downside Deviation of 1.36. Ferrovial SE 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 Ferrovial SE information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if Ferrovial SE is priced favorably, providing market reflects its regular price of 59.58 per share.
Ferrovial Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Ferrovial, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FerrovialFerrovial |
Ferrovial '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 Ferrovial'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 Ferrovial.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Ferrovial on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Ferrovial SE or generate 0.0% return on investment in Ferrovial over 90 days. Ferrovial is related to or competes with Koninklijke BAM, Koninklijke Heijmans, Arcadis NV, SBM Offshore, Amsterdam Commodities, Avantium Holding, and Sif Holding. Ferrovial is entity of Netherlands. It is traded as Stock on AS exchange. More
Ferrovial 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 Ferrovial'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 Ferrovial SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.0315 | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 3.11 |
Ferrovial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferrovial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ferrovial's standard deviation. In reality, there are many statistical measures that can use Ferrovial historical prices to predict the future Ferrovial's volatility.| Risk Adjusted Performance | 0.0495 | |||
| Jensen Alpha | 0.0739 | |||
| Total Risk Alpha | 0.0116 | |||
| Sortino Ratio | 0.0375 | |||
| Treynor Ratio | 0.2578 |
Ferrovial March 5, 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 | 0.0495 | |||
| Market Risk Adjusted Performance | 0.2678 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 1.29 | |||
| Downside Deviation | 1.36 | |||
| Coefficient Of Variation | 1702.03 | |||
| Standard Deviation | 1.62 | |||
| Variance | 2.62 | |||
| Information Ratio | 0.0315 | |||
| Jensen Alpha | 0.0739 | |||
| Total Risk Alpha | 0.0116 | |||
| Sortino Ratio | 0.0375 | |||
| Treynor Ratio | 0.2578 | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 3.11 | |||
| Downside Variance | 1.86 | |||
| Semi Variance | 1.66 | |||
| Expected Short fall | (1.41) | |||
| Skewness | 0.7108 | |||
| Kurtosis | 3.33 |
Ferrovial SE Backtested Returns
Currently, Ferrovial SE is very steady. Ferrovial SE secures Sharpe Ratio (or Efficiency) of 0.0558, which denotes the company had a 0.0558 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Ferrovial SE, which you can use to evaluate the volatility of the firm. Please confirm Ferrovial's Mean Deviation of 1.16, coefficient of variation of 1702.03, and Downside Deviation of 1.36 to check if the risk estimate we provide is consistent with the expected return of 0.0775%. Ferrovial has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Ferrovial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ferrovial is expected to be smaller as well. Ferrovial SE right now shows a risk of 1.39%. Please confirm Ferrovial SE treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Ferrovial SE will be following its price patterns.
Auto-correlation | 0.25 |
Poor predictability
Ferrovial SE has poor predictability. Overlapping area represents the amount of predictability between Ferrovial time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 Ferrovial SE price movement. The serial correlation of 0.25 indicates that over 25.0% of current Ferrovial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 5.05 |
Ferrovial technical stock 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, stock market cycles, or different charting patterns.
Ferrovial SE Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Ferrovial SE across different markets.
About Ferrovial 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 Ferrovial SE 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 Ferrovial SE based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Ferrovial SE price pattern first instead of the macroeconomic environment surrounding Ferrovial SE. By analyzing Ferrovial'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 Ferrovial'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 Ferrovial specific price patterns or momentum indicators. Please read more on our technical analysis page.
Ferrovial March 5, 2026 Technical Indicators
Most technical analysis of Ferrovial 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 Ferrovial from various momentum indicators to cycle indicators. When you analyze Ferrovial 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 | 0.0495 | |||
| Market Risk Adjusted Performance | 0.2678 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 1.29 | |||
| Downside Deviation | 1.36 | |||
| Coefficient Of Variation | 1702.03 | |||
| Standard Deviation | 1.62 | |||
| Variance | 2.62 | |||
| Information Ratio | 0.0315 | |||
| Jensen Alpha | 0.0739 | |||
| Total Risk Alpha | 0.0116 | |||
| Sortino Ratio | 0.0375 | |||
| Treynor Ratio | 0.2578 | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 3.11 | |||
| Downside Variance | 1.86 | |||
| Semi Variance | 1.66 | |||
| Expected Short fall | (1.41) | |||
| Skewness | 0.7108 | |||
| Kurtosis | 3.33 |
Ferrovial March 5, 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 Ferrovial 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 | 89.96 | ||
| Daily Balance Of Power | 0.01 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 59.16 | ||
| Day Typical Price | 59.30 | ||
| Price Action Indicator | 0.43 | ||
| Market Facilitation Index | 0.0009 |
Additional Tools for Ferrovial Stock Analysis
When running Ferrovial's price analysis, check to measure Ferrovial'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 Ferrovial is operating at the current time. Most of Ferrovial's value examination focuses on studying past and present price action to predict the probability of Ferrovial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrovial's price. Additionally, you may evaluate how the addition of Ferrovial to your portfolios can decrease your overall portfolio volatility.