Ferrum SA (Argentina) Technical Analysis
| FERR Stock | ARS 28.90 0.20 0.69% |
As of the 27th of January, Ferrum SA shows the Mean Deviation of 3.79, downside deviation of 3.93, and Coefficient Of Variation of 736.39. Ferrum SA 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.
Ferrum SA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Ferrum, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FerrumFerrum |
Ferrum SA '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 Ferrum SA'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 Ferrum SA.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Ferrum SA on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Ferrum SA or generate 0.0% return on investment in Ferrum SA over 90 days. Ferrum SA is related to or competes with Transportadora, Agrometal SAI, Harmony Gold, and Telecom Argentina. Ferrum Sociedad Anonima de Ceramica y Metalurgia offers sanitary ware products More
Ferrum SA 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 Ferrum SA'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 Ferrum SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.93 | |||
| Information Ratio | 0.1211 | |||
| Maximum Drawdown | 32.93 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 11.34 |
Ferrum SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferrum SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ferrum SA's standard deviation. In reality, there are many statistical measures that can use Ferrum SA historical prices to predict the future Ferrum SA's volatility.| Risk Adjusted Performance | 0.1083 | |||
| Jensen Alpha | 0.656 | |||
| Total Risk Alpha | 0.2049 | |||
| Sortino Ratio | 0.1694 | |||
| Treynor Ratio | 0.6526 |
Ferrum SA January 27, 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 | 0.1083 | |||
| Market Risk Adjusted Performance | 0.6626 | |||
| Mean Deviation | 3.79 | |||
| Semi Deviation | 3.26 | |||
| Downside Deviation | 3.93 | |||
| Coefficient Of Variation | 736.39 | |||
| Standard Deviation | 5.49 | |||
| Variance | 30.18 | |||
| Information Ratio | 0.1211 | |||
| Jensen Alpha | 0.656 | |||
| Total Risk Alpha | 0.2049 | |||
| Sortino Ratio | 0.1694 | |||
| Treynor Ratio | 0.6526 | |||
| Maximum Drawdown | 32.93 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 11.34 | |||
| Downside Variance | 15.42 | |||
| Semi Variance | 10.64 | |||
| Expected Short fall | (5.33) | |||
| Skewness | 1.35 | |||
| Kurtosis | 3.29 |
Ferrum SA Backtested Returns
At this point, Ferrum SA is somewhat reliable. Ferrum SA secures Sharpe Ratio (or Efficiency) of 0.0389, which denotes the company had a 0.0389 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ferrum SA, which you can use to evaluate the volatility of the firm. Please confirm Ferrum SA's Mean Deviation of 3.79, coefficient of variation of 736.39, and Downside Deviation of 3.93 to check if the risk estimate we provide is consistent with the expected return of 0.19%. Ferrum SA has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.13, which means a somewhat significant risk relative to the market. Ferrum SA returns are very sensitive to returns on the market. As the market goes up or down, Ferrum SA is expected to follow. Ferrum SA right now shows a risk of 4.87%. Please confirm Ferrum SA total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Ferrum SA will be following its price patterns.
Auto-correlation | -0.82 |
Excellent reverse predictability
Ferrum SA has excellent reverse predictability. Overlapping area represents the amount of predictability between Ferrum SA time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 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 Ferrum SA price movement. The serial correlation of -0.82 indicates that around 82.0% of current Ferrum SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 5.45 |
Ferrum SA 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.
Ferrum SA 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 Ferrum SA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Ferrum SA 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 Ferrum SA 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 Ferrum SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Ferrum SA price pattern first instead of the macroeconomic environment surrounding Ferrum SA. By analyzing Ferrum SA'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 Ferrum SA'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 Ferrum SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
Ferrum SA January 27, 2026 Technical Indicators
Most technical analysis of Ferrum 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 Ferrum from various momentum indicators to cycle indicators. When you analyze Ferrum 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 | 0.1083 | |||
| Market Risk Adjusted Performance | 0.6626 | |||
| Mean Deviation | 3.79 | |||
| Semi Deviation | 3.26 | |||
| Downside Deviation | 3.93 | |||
| Coefficient Of Variation | 736.39 | |||
| Standard Deviation | 5.49 | |||
| Variance | 30.18 | |||
| Information Ratio | 0.1211 | |||
| Jensen Alpha | 0.656 | |||
| Total Risk Alpha | 0.2049 | |||
| Sortino Ratio | 0.1694 | |||
| Treynor Ratio | 0.6526 | |||
| Maximum Drawdown | 32.93 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 11.34 | |||
| Downside Variance | 15.42 | |||
| Semi Variance | 10.64 | |||
| Expected Short fall | (5.33) | |||
| Skewness | 1.35 | |||
| Kurtosis | 3.29 |
Ferrum SA January 27, 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 Ferrum 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 | 28,989 | ||
| Daily Balance Of Power | (0.14) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 28.90 | ||
| Day Typical Price | 28.90 | ||
| Price Action Indicator | (0.10) |
Complementary Tools for Ferrum Stock analysis
When running Ferrum SA's price analysis, check to measure Ferrum SA'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 Ferrum SA is operating at the current time. Most of Ferrum SA's value examination focuses on studying past and present price action to predict the probability of Ferrum SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrum SA's price. Additionally, you may evaluate how the addition of Ferrum SA to your portfolios can decrease your overall portfolio volatility.
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