Ferrovial (Spain) Price on May 10, 2024
If you're considering investing in Ferrovial Stock, it is important to understand the factors that can impact its price. At this point, Ferrovial is very steady. Ferrovial secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Ferrovial, which you can use to evaluate the volatility of the firm. Please confirm Ferrovial's Mean Deviation of 0.8719, coefficient of variation of 882.51, and Downside Deviation of 1.35 to check if the risk estimate we provide is consistent with the expected return of 0.14%.
Ferrovial Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Ferrovial |
Sharpe Ratio = 0.1133
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Estimated Market Risk
| 1.22 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Ferrovial is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ferrovial by adding it to a well-diversified portfolio.
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.
Price Boundaries
Ferrovial Period Price Range
Low | December 13, 2024
| High |
0.00 | 0.00 |
Ferrovial cannot be verified against its exchange. Please verify the symbol is currently traded on Madrid Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Ferrovial December 13, 2024 Market Strength
Market strength indicators help investors to evaluate how Ferrovial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ferrovial shares will generate the highest return on investment. By undertsting and applying Ferrovial stock market strength indicators, traders can identify Ferrovial entry and exit signals to maximize returns
Ferrovial Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Ferrovial's price direction in advance. Along with the technical and fundamental analysis of Ferrovial Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Ferrovial to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0862 | |||
| Jensen Alpha | 0.1035 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0286 | |||
| Treynor Ratio | 0.4613 |
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Complementary 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.
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