Federal Agricultural Mortgage Stock Probability of Future Stock Price Finishing Under 153.04
| AGM-A Stock | USD 161.79 3.75 2.27% |
Federal |
Federal Agricultural Target Price Odds to finish below 153.04
The tendency of Federal Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 153.04 or more in 90 days |
| 161.79 | 90 days | 153.04 | about 66.87 |
Based on a normal probability distribution, the odds of Federal Agricultural to drop to $ 153.04 or more in 90 days from now is about 66.87 (This Federal Agricultural Mortgage probability density function shows the probability of Federal Stock to fall within a particular range of prices over 90 days) . Probability of Federal Agricultural price to stay between $ 153.04 and its current price of $161.79 at the end of the 90-day period is about 8.32 .
Assuming the 90 days horizon Federal Agricultural Mortgage has a beta of -0.11. This suggests as returns on the benchmark increase, returns on holding Federal Agricultural are expected to decrease at a much lower rate. During a bear market, however, Federal Agricultural Mortgage is likely to outperform the market. Additionally Federal Agricultural Mortgage has an alpha of 0.2627, implying that it can generate a 0.26 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Federal Agricultural Price Density |
| Price |
Predictive Modules for Federal Agricultural
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Federal Agricultural. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Federal Agricultural Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Federal Agricultural is not an exception. The market had few large corrections towards the Federal Agricultural's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Federal Agricultural Mortgage, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Federal Agricultural within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.26 | |
β | Beta against Dow Jones | -0.11 | |
σ | Overall volatility | 35.77 | |
Ir | Information ratio | 0.06 |
Federal Agricultural Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Federal Agricultural for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Federal Agricultural can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Federal Agricultural is not yet fully synchronised with the market data | |
| Federal Agricultural is way too risky over 90 days horizon | |
| Federal Agricultural appears to be risky and price may revert if volatility continues | |
| Federal Agricultural has a poor financial position based on the latest SEC disclosures | |
| On 30th of September 2024 Federal Agricultural paid $ 1.4 per share dividend to its current shareholders | |
| Latest headline from gurufocus.com: FMR LLC Acquires Shares in Federal Agricultural Mortgage Corp |
Federal Agricultural Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Federal Stock often depends not only on the future outlook of the current and potential Federal Agricultural's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Federal Agricultural's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 10.9 M | |
| Cash And Short Term Investments | 5.9 B |
Federal Agricultural Technical Analysis
Federal Agricultural's future price can be derived by breaking down and analyzing its technical indicators over time. Federal Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Federal Agricultural Mortgage. In general, you should focus on analyzing Federal Stock price patterns and their correlations with different microeconomic environments and drivers.
Federal Agricultural Predictive Forecast Models
Federal Agricultural's time-series forecasting models is one of many Federal Agricultural's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Federal Agricultural's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Federal Agricultural
Checking the ongoing alerts about Federal Agricultural for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Federal Agricultural help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Federal Agricultural is not yet fully synchronised with the market data | |
| Federal Agricultural is way too risky over 90 days horizon | |
| Federal Agricultural appears to be risky and price may revert if volatility continues | |
| Federal Agricultural has a poor financial position based on the latest SEC disclosures | |
| On 30th of September 2024 Federal Agricultural paid $ 1.4 per share dividend to its current shareholders | |
| Latest headline from gurufocus.com: FMR LLC Acquires Shares in Federal Agricultural Mortgage Corp |
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.