Fraport Ag Stock Market Value
| FPRUF Stock | USD 52.56 0.00 0.00% |
| Symbol | Fraport |
Fraport AG '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 Fraport AG's pink sheet 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 Fraport AG.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Fraport AG on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Fraport AG or generate 0.0% return on investment in Fraport AG over 30 days. Fraport AG is related to or competes with Aeroports, Corporacion America, Saker Aviation, and AerSale Corp. Fraport AG owns and operates airports in Germany, rest of Europe, Asia, and the United States More
Fraport AG 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 Fraport AG's pink sheet 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 Fraport AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0033 | |||
| Maximum Drawdown | 23.51 | |||
| Potential Upside | 1.51 |
Fraport AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fraport AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fraport AG's standard deviation. In reality, there are many statistical measures that can use Fraport AG historical prices to predict the future Fraport AG's volatility.| Risk Adjusted Performance | 0.037 | |||
| Jensen Alpha | 0.0766 | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.502 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fraport AG'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.
Fraport AG Backtested Returns
Fraport AG secures Sharpe Ratio (or Efficiency) of -0.0687, which denotes the company had a -0.0687% return per unit of standard deviation over the last 3 months. Fraport AG exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fraport AG's Standard Deviation of 2.13, mean deviation of 0.581, and Coefficient Of Variation of 2085.15 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, Fraport AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fraport AG is expected to be smaller as well. Fraport AG has an expected return of -0.0998%. Please make sure to confirm Fraport AG variance, as well as the relationship between the skewness and relative strength index , to decide if Fraport AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Fraport AG has no correlation between past and present. Overlapping area represents the amount of predictability between Fraport AG time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fraport AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fraport AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fraport AG lagged returns against current returns
Autocorrelation, which is Fraport AG pink sheet'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 Fraport AG's pink sheet expected returns. We can calculate the autocorrelation of Fraport AG returns to help us make a trade decision. For example, suppose you find that Fraport AG has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Fraport AG 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 Fraport AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fraport AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fraport AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fraport AG Lagged Returns
When evaluating Fraport AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fraport AG pink sheet have on its future price. Fraport AG 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, Fraport AG autocorrelation shows the relationship between Fraport AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fraport AG.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Fraport AG in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Fraport AG's short interest history, or implied volatility extrapolated from Fraport AG options trading.
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Complementary Tools for Fraport Pink Sheet analysis
When running Fraport AG's price analysis, check to measure Fraport AG'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 Fraport AG is operating at the current time. Most of Fraport AG's value examination focuses on studying past and present price action to predict the probability of Fraport AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fraport AG's price. Additionally, you may evaluate how the addition of Fraport AG to your portfolios can decrease your overall portfolio volatility.
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Fraport AG technical pink sheet 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, pink sheet market cycles, or different charting patterns.