Ferrum SA (Argentina) Market Value
| FERR Stock | ARS 24.40 0.30 1.21% |
| Symbol | Ferrum |
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.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Ferrum SA on April 22, 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 Harmony Gold, Agrometal SAI, and Transportadora. 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 | 2.98 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.6 | |||
| Value At Risk | (4.97) | |||
| Potential Upside | 4.91 |
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 | 0.0069 | |||
| Jensen Alpha | 0.094 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0119 |
Ferrum SA Backtested Returns
At this point, Ferrum SA is not too volatile. Ferrum SA secures Sharpe Ratio (or Efficiency) of 0.0454, which denotes the company had a 0.0454 % 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 Downside Deviation of 2.98, mean deviation of 2.03, and Coefficient Of Variation of 512874.88 to check if the risk estimate we provide is consistent with the expected return of 0.12%. Ferrum SA has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.79, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ferrum SA are expected to decrease at a much lower rate. During the bear market, Ferrum SA is likely to outperform the market. Ferrum SA right now shows a risk of 2.55%. 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 | -0.73 |
Almost perfect reverse predictability
Ferrum SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ferrum SA time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Ferrum SA price movement. The serial correlation of -0.73 indicates that around 73.0% of current Ferrum SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 2.8 |
Ferrum SA lagged returns against current returns
Autocorrelation, which is Ferrum SA 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 Ferrum SA's stock expected returns. We can calculate the autocorrelation of Ferrum SA returns to help us make a trade decision. For example, suppose you find that Ferrum SA 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 |
Ferrum SA 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 Ferrum SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ferrum SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ferrum SA stock over time.
Current vs Lagged Prices |
| Timeline |
Ferrum SA Lagged Returns
When evaluating Ferrum SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ferrum SA stock have on its future price. Ferrum SA 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, Ferrum SA autocorrelation shows the relationship between Ferrum SA stock current value and its past values and can show if there is a momentum factor associated with investing in Ferrum SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Ferrum Stock
Ferrum SA financial ratios help investors to determine whether Ferrum Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ferrum with respect to the benefits of owning Ferrum SA security.