Ferrovial (Netherlands) Market Value
| FER Stock | 45.35 0.09 0.20% |
| Symbol | Ferrovial |
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.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Ferrovial on April 20, 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 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 | 2.72 | |||
| Information Ratio | 0.06 | |||
| Maximum Drawdown | 13.23 | |||
| Value At Risk | (4.32) | |||
| Potential Upside | 4.13 |
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 | 0.1151 | |||
| Jensen Alpha | 0.2436 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0549 | |||
| Treynor Ratio | 1.0 |
Ferrovial SE Backtested Returns
Ferrovial appears to be very steady, given 3 months investment horizon. Ferrovial SE secures Sharpe Ratio (or Efficiency) of 0.0934, which denotes the company had a 0.0934 % 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 utilize Ferrovial's Mean Deviation of 1.87, downside deviation of 2.72, and Coefficient Of Variation of 857.7 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ferrovial holds a performance score of 7. The firm shows a Beta (market volatility) of 0.28, which means not very significant fluctuations relative to the market. 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. Please check Ferrovial's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Ferrovial's price patterns will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
Ferrovial SE has very weak reverse predictability. Overlapping area represents the amount of predictability between Ferrovial time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. 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 -0.09 indicates that less than 9.0% of current Ferrovial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Ferrovial SE lagged returns against current returns
Autocorrelation, which is Ferrovial stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ferrovial's stock expected returns. We can calculate the autocorrelation of Ferrovial returns to help us make a trade decision. For example, suppose you find that Ferrovial has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ferrovial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ferrovial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ferrovial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ferrovial stock over time.
Current vs Lagged Prices |
| Timeline |
Ferrovial Lagged Returns
When evaluating Ferrovial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ferrovial stock have on its future price. Ferrovial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ferrovial autocorrelation shows the relationship between Ferrovial stock current value and its past values and can show if there is a momentum factor associated with investing in Ferrovial SE.
Regressed Prices |
| Timeline |
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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.