Ferro SA (Poland) Technical Analysis
| FRO Stock | 30.50 0.50 1.61% |
As of the 3rd of March, Ferro SA shows the Downside Deviation of 1.43, mean deviation of 1.1, and Coefficient Of Variation of 1759.82. Ferro 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. Please confirm Ferro SA variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if Ferro SA is priced favorably, providing market reflects its regular price of 30.5 per share.
Ferro 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 Ferro, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FerroFerro |
Ferro 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 Ferro 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 Ferro SA.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Ferro SA on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Ferro SA or generate 0.0% return on investment in Ferro SA over 90 days. Ferro SA is related to or competes with Polski Koncern, Amica SA, ULMA Construccion, Quantum Software, and Komputronik. More
Ferro 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 Ferro 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 Ferro SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.0036 | |||
| Maximum Drawdown | 8.1 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 3.01 |
Ferro SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferro SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ferro SA's standard deviation. In reality, there are many statistical measures that can use Ferro SA historical prices to predict the future Ferro SA's volatility.| Risk Adjusted Performance | 0.0484 | |||
| Jensen Alpha | 0.0643 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0038 | |||
| Treynor Ratio | 0.4471 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ferro SA'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.
Ferro SA March 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 | 0.0484 | |||
| Market Risk Adjusted Performance | 0.4571 | |||
| Mean Deviation | 1.1 | |||
| Semi Deviation | 1.19 | |||
| Downside Deviation | 1.43 | |||
| Coefficient Of Variation | 1759.82 | |||
| Standard Deviation | 1.52 | |||
| Variance | 2.31 | |||
| Information Ratio | 0.0036 | |||
| Jensen Alpha | 0.0643 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0038 | |||
| Treynor Ratio | 0.4471 | |||
| Maximum Drawdown | 8.1 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 3.01 | |||
| Downside Variance | 2.04 | |||
| Semi Variance | 1.42 | |||
| Expected Short fall | (1.29) | |||
| Skewness | 1.09 | |||
| Kurtosis | 3.19 |
Ferro SA Backtested Returns
Ferro SA appears to be very steady, given 3 months investment horizon. Ferro SA secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Ferro SA, which you can use to evaluate the volatility of the firm. Please utilize Ferro SA's Downside Deviation of 1.43, coefficient of variation of 1759.82, and Mean Deviation of 1.1 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ferro SA holds a performance score of 12. The firm shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, Ferro SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ferro SA is expected to be smaller as well. Please check Ferro SA's maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to make a quick decision on whether Ferro SA's price patterns will revert.
Auto-correlation | 0.32 |
Below average predictability
Ferro SA has below average predictability. Overlapping area represents the amount of predictability between Ferro SA time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd 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 Ferro SA price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Ferro SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Ferro 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.
Ferro SA 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 Ferro SA across different markets.
About Ferro 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 Ferro 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 Ferro SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Ferro SA price pattern first instead of the macroeconomic environment surrounding Ferro SA. By analyzing Ferro 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 Ferro 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 Ferro SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
Ferro SA March 3, 2026 Technical Indicators
Most technical analysis of Ferro 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 Ferro from various momentum indicators to cycle indicators. When you analyze Ferro 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 | 0.0484 | |||
| Market Risk Adjusted Performance | 0.4571 | |||
| Mean Deviation | 1.1 | |||
| Semi Deviation | 1.19 | |||
| Downside Deviation | 1.43 | |||
| Coefficient Of Variation | 1759.82 | |||
| Standard Deviation | 1.52 | |||
| Variance | 2.31 | |||
| Information Ratio | 0.0036 | |||
| Jensen Alpha | 0.0643 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0038 | |||
| Treynor Ratio | 0.4471 | |||
| Maximum Drawdown | 8.1 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 3.01 | |||
| Downside Variance | 2.04 | |||
| Semi Variance | 1.42 | |||
| Expected Short fall | (1.29) | |||
| Skewness | 1.09 | |||
| Kurtosis | 3.19 |
Ferro SA March 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 Ferro 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 | 407.30 | ||
| Daily Balance Of Power | (0.63) | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 30.50 | ||
| Day Typical Price | 30.50 | ||
| Price Action Indicator | (0.25) |
Additional Tools for Ferro Stock Analysis
When running Ferro SA's price analysis, check to measure Ferro 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 Ferro SA is operating at the current time. Most of Ferro SA's value examination focuses on studying past and present price action to predict the probability of Ferro 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 Ferro SA's price. Additionally, you may evaluate how the addition of Ferro SA to your portfolios can decrease your overall portfolio volatility.