Federal Realty (UK) Market Value
| 0IL1 Stock | 115.25 0.90 0.77% |
| Symbol | Federal |
Federal Realty '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 Federal Realty'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 Federal Realty.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Federal Realty on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Federal Realty Investment or generate 0.0% return on investment in Federal Realty over 720 days. Federal Realty is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, Reliance Industries, SoftBank Group, and Hon Hai. Federal Realty is entity of United Kingdom More
Federal Realty 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 Federal Realty'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 Federal Realty Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8825 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.45 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.4 |
Federal Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Realty's standard deviation. In reality, there are many statistical measures that can use Federal Realty historical prices to predict the future Federal Realty's volatility.| Risk Adjusted Performance | 0.0514 | |||
| Jensen Alpha | 0.0145 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.1697 |
Federal Realty Investment Backtested Returns
Currently, Federal Realty Investment is very steady. Federal Realty Investment secures Sharpe Ratio (or Efficiency) of 0.0445, which denotes the company had a 0.0445% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Federal Realty Investment, which you can use to evaluate the volatility of the firm. Please confirm Federal Realty's Mean Deviation of 0.7021, coefficient of variation of 1528.58, and Downside Deviation of 0.8825 to check if the risk estimate we provide is consistent with the expected return of 0.0373%. Federal Realty has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.28, which means not very significant fluctuations relative to the market. As returns on the market increase, Federal Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Realty is expected to be smaller as well. Federal Realty Investment right now shows a risk of 0.84%. Please confirm Federal Realty Investment mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Federal Realty Investment will be following its price patterns.
Auto-correlation | -0.37 |
Poor reverse predictability
Federal Realty Investment has poor reverse predictability. Overlapping area represents the amount of predictability between Federal Realty time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 Federal Realty Investment price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Federal Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 44.57 |
Federal Realty Investment lagged returns against current returns
Autocorrelation, which is Federal Realty 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 Federal Realty's stock expected returns. We can calculate the autocorrelation of Federal Realty returns to help us make a trade decision. For example, suppose you find that Federal Realty 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 |
Federal Realty 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 Federal Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Realty Lagged Returns
When evaluating Federal Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Realty stock have on its future price. Federal Realty 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, Federal Realty autocorrelation shows the relationship between Federal Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Realty Investment.
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 Federal Stock Analysis
When running Federal Realty's price analysis, check to measure Federal Realty'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 Federal Realty is operating at the current time. Most of Federal Realty's value examination focuses on studying past and present price action to predict the probability of Federal Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Federal Realty's price. Additionally, you may evaluate how the addition of Federal Realty to your portfolios can decrease your overall portfolio volatility.