Finbar (Australia) Market Value

FRI -  Australia Stock  

AUD 0.91  0.02  2.25%

Finbar's market value is the price at which a share of Finbar stock trades on a public exchange. It measures the collective expectations of Finbar Group investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Finbar Group and determine expected loss or profit from investing in Finbar over a given investment horizon. Please check Finbar Hype Analysis, Finbar Correlation, Finbar Valuation, Finbar Volatility, as well as analyze Finbar Alpha and Beta and Finbar Performance.
Symbol
Backtest

Please note, there is a significant difference between Finbar's value and its price as these two are different measures arrived at by different means. Investors typically determine Finbar value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Finbar'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.

Finbar '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 Finbar'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 Finbar.
0.00
06/29/2021
No Change 0.00  0.0 
In 31 days
07/29/2021
0.00
If you would invest  0.00  in Finbar on June 29, 2021 and sell it all today you would earn a total of 0.00 from holding Finbar Group or generate 0.0% return on investment in Finbar over 30 days. Finbar is related to or competes with ARENA REIT, Gdi Property, Charter Hall, DEXUS STAPLED, National Storage, VICINITY STAPLED, and Avjennings. Finbar Group Limited, through its subsidiaries, develops and invests in properties in Australia

Finbar 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 Finbar'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 Finbar Group upside and downside potential and time the market with a certain degree of confidence.

Finbar Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Finbar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Finbar's standard deviation. In reality, there are many statistical measures that can use Finbar historical prices to predict the future Finbar's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Finbar'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. Please use the tools below to analyze the current value of Finbar in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.050.912.59
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Intrinsic
Valuation
LowReal ValueHigh
0.040.892.57
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Finbar. Your research has to be compared to or analyzed against Finbar's peers to derive any actionable benefits. When done correctly, Finbar's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Finbar Group.

Finbar Group Backtested Returns

We consider Finbar very risky. Finbar Group secures Sharpe Ratio (or Efficiency) of 0.0176, which denotes the company had 0.0176% of return per unit of risk over the last 24 months. Our standpoint towards predicting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Finbar Group, which you can use to evaluate the future volatility of the firm. Please confirm Finbar Group Mean Deviation of 1.63, coefficient of variation of 5701.45, and Downside Deviation of 3.23 to check if the risk estimate we provide is consistent with the expected return of 0.0516%.
Finbar has performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.052, which means not very significant fluctuations relative to the market. Let's try to break down what Finbar's beta means in this case. As returns on the market increase, returns on owning Finbar are expected to decrease at a much lower rate. During the bear market, Finbar is likely to outperform the market. Although it is extremely important to respect Finbar Group historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing Finbar Group technical indicators, you can presently evaluate if the expected return of 0.0516% will be sustainable into the future. Finbar Group right now shows a risk of 2.93%. Please confirm Finbar Group standard deviation, information ratio, treynor ratio, as well as the relationship between the variance and jensen alpha to decide if Finbar Group will be following its price patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.16   

Very weak predictability

Finbar Group has very weak predictability. Overlapping area represents the amount of predictability between Finbar time series from 29th of June 2021 to 14th of July 2021 and 14th of July 2021 to 29th of July 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Finbar Group price movement. The serial correlation of 0.16 indicates that over 16.0% of current Finbar price fluctuation can be explain by its past prices.
Correlation Coefficient0.16
Spearman Rank Test0.38
Residual Average0.0
Price Variance0.0

Finbar Group lagged returns against current returns

Autocorrelation, which is Finbar 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 Finbar's stock expected returns. We can calculate the autocorrelation of Finbar returns to help us make a trade decision. For example, suppose you find that Finbar stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Finbar 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 Finbar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Finbar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Finbar stock over time.
 Current vs Lagged Prices 
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      Timeline 

Finbar Lagged Returns

When evaluating Finbar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Finbar stock have on its future price. Finbar 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, Finbar autocorrelation shows the relationship between Finbar stock current value and its past values and can show if there is a momentum factor associated with investing in Finbar Group.
 Regressed Prices 
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      Timeline 

Finbar Investors Sentiment

The influence of Finbar's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Finbar. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - FRI

Finbar Group Investor Sentiment

Most of Macroaxis users are currently bullish on Finbar Group. What is your opinion about investing in Finbar Group? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please check Finbar Hype Analysis, Finbar Correlation, Finbar Valuation, Finbar Volatility, as well as analyze Finbar Alpha and Beta and Finbar Performance. Note that the Finbar Group information on this page should be used as a complementary analysis to other Finbar's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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When running Finbar Group price analysis, check to measure Finbar'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 Finbar is operating at the current time. Most of Finbar's value examination focuses on studying past and present price action to predict the probability of Finbar's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Finbar's price. Additionally, you may evaluate how the addition of Finbar to your portfolios can decrease your overall portfolio volatility.
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Finbar 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.
A focus of Finbar technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Finbar trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...