Ferrovial Se Stock Market Value
| FER Stock | 68.11 0.18 0.26% |
| Symbol | Ferrovial |
Can Construction & Engineering industry sustain growth momentum? Does Ferrovial have expansion opportunities? Factors like these will boost the valuation of Ferrovial. Market participants price Ferrovial higher when confident in its future expansion prospects. Determining accurate worth demands scrutiny of both present operating results and projected expansion capacity. Evaluating Ferrovial demands reviewing these metrics collectively while recognizing certain factors exert disproportionate influence.
Quarterly Earnings Growth 0.316 | Dividend Share 0.907 | Earnings Share 5.61 | Revenue Per Share | Quarterly Revenue Growth 0.047 |
Investors evaluate Ferrovial SE using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Ferrovial's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Ferrovial's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Ferrovial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ferrovial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Ferrovial's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Ferrovial on October 31, 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 WW Grainger, Ferguson Plc, Ametek, Delta Air, Paychex, Waste Connections, and PACCAR. Ferrovial is entity of United States. It is traded as Stock on NASDAQ 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 | 1.13 | |||
| Information Ratio | 0.0361 | |||
| Maximum Drawdown | 6.8 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.6 |
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 | 0.0648 | |||
| Jensen Alpha | 0.0655 | |||
| Total Risk Alpha | 0.0063 | |||
| Sortino Ratio | 0.0415 | |||
| Treynor Ratio | 0.1537 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ferrovial'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.
Ferrovial January 29, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0648 | |||
| Market Risk Adjusted Performance | 0.1637 | |||
| Mean Deviation | 0.9622 | |||
| Semi Deviation | 0.9822 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 1201.61 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.69 | |||
| Information Ratio | 0.0361 | |||
| Jensen Alpha | 0.0655 | |||
| Total Risk Alpha | 0.0063 | |||
| Sortino Ratio | 0.0415 | |||
| Treynor Ratio | 0.1537 | |||
| Maximum Drawdown | 6.8 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.6 | |||
| Downside Variance | 1.28 | |||
| Semi Variance | 0.9647 | |||
| Expected Short fall | (1.13) | |||
| Skewness | 0.6582 | |||
| Kurtosis | 1.29 |
Ferrovial SE Backtested Returns
Currently, Ferrovial SE is very steady. Ferrovial SE secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ferrovial SE, which you can use to evaluate the volatility of the firm. Please confirm Ferrovial's Mean Deviation of 0.9622, coefficient of variation of 1201.61, and Downside Deviation of 1.13 to check if the risk estimate we provide is consistent with the expected return of 0.17%. Ferrovial has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.64, 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 1.29%. Please confirm Ferrovial SE value at risk, as well as the relationship between the skewness and day median price , to decide if Ferrovial SE will be following its price patterns.
Auto-correlation | 0.51 |
Modest predictability
Ferrovial SE has modest predictability. Overlapping area represents the amount of predictability between Ferrovial time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Ferrovial SE price movement. The serial correlation of 0.51 indicates that about 51.0% of current Ferrovial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 1.57 |
Pair Trading with Ferrovial
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ferrovial position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ferrovial will appreciate offsetting losses from the drop in the long position's value.Moving together with Ferrovial Stock
Moving against Ferrovial Stock
| 0.68 | 600545 | Saurer Intelligent | PairCorr |
| 0.55 | 601789 | Ningbo Construction | PairCorr |
| 0.51 | 300732 | Henan Provincial Com | PairCorr |
| 0.5 | 603176 | Huitong Construction | PairCorr |
| 0.5 | 600512 | Tengda Construction | PairCorr |
The ability to find closely correlated positions to Ferrovial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ferrovial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ferrovial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ferrovial SE to buy it.
The correlation of Ferrovial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ferrovial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ferrovial SE moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ferrovial can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.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.