Freddie Mac (UK) Market Value
| 0IKZ Stock | 3.12 0.01 0.32% |
| Symbol | Freddie |
Freddie Mac '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 Freddie Mac'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 Freddie Mac.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Freddie Mac on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Freddie Mac or generate 0.0% return on investment in Freddie Mac over 720 days. Freddie Mac is related to or competes with Edita Food, InterContinental, Southwest Airlines, BW Offshore, Fresenius Medical, CompuGroup Medical, and Ebro Foods. Freddie Mac is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Freddie Mac 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 Freddie Mac'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 Freddie Mac upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.28 | |||
| Information Ratio | 0.2462 | |||
| Maximum Drawdown | 39.98 | |||
| Value At Risk | (7.77) | |||
| Potential Upside | 14.02 |
Freddie Mac Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Freddie Mac's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Freddie Mac's standard deviation. In reality, there are many statistical measures that can use Freddie Mac historical prices to predict the future Freddie Mac's volatility.| Risk Adjusted Performance | 0.2086 | |||
| Jensen Alpha | 1.58 | |||
| Total Risk Alpha | 0.9099 | |||
| Sortino Ratio | 0.2744 | |||
| Treynor Ratio | 0.7419 |
Freddie Mac Backtested Returns
Freddie Mac is dangerous given 3 months investment horizon. Freddie Mac secures Sharpe Ratio (or Efficiency) of 0.27, which denotes the company had a 0.27% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.89% are justified by taking the suggested risk. Use Freddie Mac Coefficient Of Variation of 381.94, downside deviation of 6.28, and Mean Deviation of 4.63 to evaluate company specific risk that cannot be diversified away. Freddie Mac holds a performance score of 20 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 2.46, 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, Freddie Mac will likely underperform. Use Freddie Mac mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to analyze future returns on Freddie Mac.
Auto-correlation | 0.20 |
Weak predictability
Freddie Mac has weak predictability. Overlapping area represents the amount of predictability between Freddie Mac time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Freddie Mac price movement. The serial correlation of 0.2 indicates that over 20.0% of current Freddie Mac price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Freddie Mac lagged returns against current returns
Autocorrelation, which is Freddie Mac 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 Freddie Mac's stock expected returns. We can calculate the autocorrelation of Freddie Mac returns to help us make a trade decision. For example, suppose you find that Freddie Mac 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 |
Freddie Mac 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 Freddie Mac stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Freddie Mac stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Freddie Mac stock over time.
Current vs Lagged Prices |
| Timeline |
Freddie Mac Lagged Returns
When evaluating Freddie Mac's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Freddie Mac stock have on its future price. Freddie Mac 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, Freddie Mac autocorrelation shows the relationship between Freddie Mac stock current value and its past values and can show if there is a momentum factor associated with investing in Freddie Mac.
Regressed Prices |
| Timeline |
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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.Additional Tools for Freddie Stock Analysis
When running Freddie Mac's price analysis, check to measure Freddie Mac'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 Freddie Mac is operating at the current time. Most of Freddie Mac's value examination focuses on studying past and present price action to predict the probability of Freddie Mac's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Freddie Mac's price. Additionally, you may evaluate how the addition of Freddie Mac to your portfolios can decrease your overall portfolio volatility.