Fortress Transp Infra Stock Market Value
| FTAI Stock | USD 168.82 3.50 2.12% |
| Symbol | Fortress |
Fortress Transp Infra Price To Book Ratio
Is Trading Companies & Distributors space 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 Fortress Transp. If investors know Fortress 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 Fortress Transp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.303 | Dividend Share 1.2 | Earnings Share (0.08) | Revenue Per Share 15.341 | Quarterly Revenue Growth 0.6 |
The market value of Fortress Transp Infra is measured differently than its book value, which is the value of Fortress that is recorded on the company's balance sheet. Investors also form their own opinion of Fortress Transp's value that differs from its market value or its book value, called intrinsic value, which is Fortress Transp'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 Fortress Transp's market value can be influenced by many factors that don't directly affect Fortress Transp'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 Fortress Transp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fortress Transp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fortress Transp'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.
Fortress Transp '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 Fortress Transp'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 Fortress Transp.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Fortress Transp on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Fortress Transp Infra or generate 0.0% return on investment in Fortress Transp over 690 days. Fortress Transp is related to or competes with HE Equipment, GATX, McGrath RentCorp, Alta Equipment, Ryder System, Hertz Global, and Herc Holdings. Fortress Transportation and Infrastructure Investors LLC owns and acquires infrastructure and related equipment for the ... More
Fortress Transp 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 Fortress Transp'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 Fortress Transp Infra upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.89 | |||
| Information Ratio | 0.1357 | |||
| Maximum Drawdown | 12.55 | |||
| Value At Risk | (3.86) | |||
| Potential Upside | 5.02 |
Fortress Transp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fortress Transp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fortress Transp's standard deviation. In reality, there are many statistical measures that can use Fortress Transp historical prices to predict the future Fortress Transp's volatility.| Risk Adjusted Performance | 0.1452 | |||
| Jensen Alpha | 0.2545 | |||
| Total Risk Alpha | 0.0732 | |||
| Sortino Ratio | 0.133 | |||
| Treynor Ratio | 0.235 |
Fortress Transp Infra Backtested Returns
Fortress Transp appears to be very steady, given 3 months investment horizon. Fortress Transp Infra secures Sharpe Ratio (or Efficiency) of 0.23, which denotes the company had a 0.23% return per unit of risk over the last 3 months. By reviewing Fortress Transp's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please utilize Fortress Transp's Mean Deviation of 2.07, downside deviation of 2.89, and Coefficient Of Variation of 555.83 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fortress Transp holds a performance score of 17. The firm shows a Beta (market volatility) of 2.13, 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, Fortress Transp will likely underperform. Please check Fortress Transp's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Fortress Transp's price patterns will revert.
Auto-correlation | 0.96 |
Excellent predictability
Fortress Transp Infra has excellent predictability. Overlapping area represents the amount of predictability between Fortress Transp time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 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 Fortress Transp Infra price movement. The serial correlation of 0.96 indicates that 96.0% of current Fortress Transp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.96 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 1306.12 |
Fortress Transp Infra lagged returns against current returns
Autocorrelation, which is Fortress Transp 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 Fortress Transp's stock expected returns. We can calculate the autocorrelation of Fortress Transp returns to help us make a trade decision. For example, suppose you find that Fortress Transp 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 |
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Fortress Transp 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 Fortress Transp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fortress Transp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fortress Transp stock over time.
Current vs Lagged Prices |
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Fortress Transp Lagged Returns
When evaluating Fortress Transp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fortress Transp stock have on its future price. Fortress Transp 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, Fortress Transp autocorrelation shows the relationship between Fortress Transp stock current value and its past values and can show if there is a momentum factor associated with investing in Fortress Transp Infra.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Fortress Transp Infra offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Fortress Transp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Fortress Transp Infra Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Fortress Transp Infra Stock:Check out Fortress Transp Correlation, Fortress Transp Volatility and Fortress Transp Alpha and Beta module to complement your research on Fortress Transp. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Fortress Transp 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.