Federal Realty (UK) Market Value

0IL1 Stock   108.75  0.65  0.60%   
Federal Realty's market value is the price at which a share of Federal Realty trades on a public exchange. It measures the collective expectations of Federal Realty Investment investors about its performance. Federal Realty is selling for under 108.75 as of the 31st of January 2025; that is 0.60 percent up since the beginning of the trading day. The stock's lowest day price was 108.14.
With this module, you can estimate the performance of a buy and hold strategy of Federal Realty Investment and determine expected loss or profit from investing in Federal Realty over a given investment horizon. Check out Federal Realty Correlation, Federal Realty Volatility and Federal Realty Alpha and Beta module to complement your research on Federal Realty.
Symbol

Please note, there is a significant difference between Federal Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Federal Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federal Realty'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.

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.
0.00
01/01/2025
No Change 0.00  0.0 
In 30 days
01/31/2025
0.00
If you would invest  0.00  in Federal Realty on January 1, 2025 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 30 days. Federal Realty is related to or competes with Morgan Advanced, Sartorius Stedim, Air Products, Impax Asset, Liontrust Asset, Global Net, and Polar Capital. 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.

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.
Hype
Prediction
LowEstimatedHigh
107.69108.79109.89
Details
Intrinsic
Valuation
LowRealHigh
108.01109.11110.21
Details
Naive
Forecast
LowNextHigh
111.68112.78113.87
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
101.32108.20115.08
Details

Federal Realty Investment Backtested Returns

Federal Realty Investment secures Sharpe Ratio (or Efficiency) of -0.0137, which denotes the company had a -0.0137 % return per unit of risk over the last 3 months. Federal Realty Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Realty's Mean Deviation of 0.8627, standard deviation of 1.09, and Variance of 1.18 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.17, 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. At this point, Federal Realty Investment has a negative expected return of -0.015%. Please make sure to confirm Federal Realty's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Federal Realty Investment performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.52  

Good reverse predictability

Federal Realty Investment has good reverse predictability. Overlapping area represents the amount of predictability between Federal Realty time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 2025. 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 -0.52 indicates that about 52.0% of current Federal Realty price fluctuation can be explain by its past prices.
Correlation Coefficient-0.52
Spearman Rank Test-0.67
Residual Average0.0
Price Variance3.8

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.