Ftai Infrastructure Stock Market Value
| FIP Stock | USD 7.44 0.34 4.37% |
| Symbol | FTAI |
FTAI Infrastructure Price To Book Ratio
Is FTAI Infrastructure's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of FTAI Infrastructure. If investors know FTAI will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about FTAI Infrastructure listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.12 | Earnings Share (1.79) | Revenue Per Share 3.113 | Quarterly Revenue Growth 0.141 | Return On Assets (0.01) |
The market value of FTAI Infrastructure is measured differently than its book value, which is the value of FTAI that is recorded on the company's balance sheet. Investors also form their own opinion of FTAI Infrastructure's value that differs from its market value or its book value, called intrinsic value, which is FTAI Infrastructure's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because FTAI Infrastructure's market value can be influenced by many factors that don't directly affect FTAI Infrastructure's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between FTAI Infrastructure's value and its price as these two are different measures arrived at by different means. Investors typically determine if FTAI Infrastructure is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FTAI Infrastructure's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
FTAI Infrastructure '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 FTAI Infrastructure'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 FTAI Infrastructure.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in FTAI Infrastructure on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding FTAI Infrastructure or generate 0.0% return on investment in FTAI Infrastructure over 30 days. FTAI Infrastructure is related to or competes with Steel Partners, Brookfield Business, Griffon, Tejon Ranch, Compass Diversified, RCM Technologies, and NN. FTAI Infrastructure Inc. focuses on acquiring, developing, and operating assets and businesses that represent infrastruc... More
FTAI Infrastructure 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 FTAI Infrastructure'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 FTAI Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.43 | |||
| Information Ratio | 0.3306 | |||
| Maximum Drawdown | 13.34 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 6.3 |
FTAI Infrastructure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FTAI Infrastructure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FTAI Infrastructure's standard deviation. In reality, there are many statistical measures that can use FTAI Infrastructure historical prices to predict the future FTAI Infrastructure's volatility.| Risk Adjusted Performance | 0.2329 | |||
| Jensen Alpha | 0.9286 | |||
| Total Risk Alpha | 0.7002 | |||
| Sortino Ratio | 0.4309 | |||
| Treynor Ratio | 0.4704 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FTAI Infrastructure'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.
FTAI Infrastructure Backtested Returns
FTAI Infrastructure appears to be slightly risky, given 3 months investment horizon. FTAI Infrastructure retains Efficiency (Sharpe Ratio) of 0.29, which denotes the company had a 0.29% return per unit of risk over the last 3 months. By analyzing FTAI Infrastructure's technical indicators, you can evaluate if the expected return of 0.95% is justified by implied risk. Please utilize FTAI Infrastructure's Coefficient Of Variation of 277.32, downside deviation of 2.43, and Market Risk Adjusted Performance of 0.4804 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FTAI Infrastructure holds a performance score of 22. The firm owns a Beta (Systematic Risk) of 2.41, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, FTAI Infrastructure will likely underperform. Please check FTAI Infrastructure's coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether FTAI Infrastructure's current price history will revert.
Auto-correlation | 0.44 |
Average predictability
FTAI Infrastructure has average predictability. Overlapping area represents the amount of predictability between FTAI Infrastructure 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 FTAI Infrastructure price movement. The serial correlation of 0.44 indicates that just about 44.0% of current FTAI Infrastructure price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
FTAI Infrastructure lagged returns against current returns
Autocorrelation, which is FTAI Infrastructure 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 FTAI Infrastructure's stock expected returns. We can calculate the autocorrelation of FTAI Infrastructure returns to help us make a trade decision. For example, suppose you find that FTAI Infrastructure 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 |
FTAI Infrastructure 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 FTAI Infrastructure stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FTAI Infrastructure stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FTAI Infrastructure stock over time.
Current vs Lagged Prices |
| Timeline |
FTAI Infrastructure Lagged Returns
When evaluating FTAI Infrastructure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FTAI Infrastructure stock have on its future price. FTAI Infrastructure 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, FTAI Infrastructure autocorrelation shows the relationship between FTAI Infrastructure stock current value and its past values and can show if there is a momentum factor associated with investing in FTAI Infrastructure.
Regressed Prices |
| Timeline |
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Complementary Tools for FTAI Stock analysis
When running FTAI Infrastructure's price analysis, check to measure FTAI Infrastructure'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 FTAI Infrastructure is operating at the current time. Most of FTAI Infrastructure's value examination focuses on studying past and present price action to predict the probability of FTAI Infrastructure's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FTAI Infrastructure's price. Additionally, you may evaluate how the addition of FTAI Infrastructure to your portfolios can decrease your overall portfolio volatility.
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FTAI Infrastructure 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.