Federal Home (Germany) Market Value
| FHL Stock | EUR 2.94 0.30 9.26% |
| Symbol | Federal |
Federal Home '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 Home'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 Home.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Federal Home on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Federal Home Loan or generate 0.0% return on investment in Federal Home over 60 days. Federal Home is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. Freddie Mac operates in the secondary mortgage market in the United States More
Federal Home 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 Home'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 Home Loan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.51 | |||
| Information Ratio | 0.2411 | |||
| Maximum Drawdown | 39.19 | |||
| Value At Risk | (6.87) | |||
| Potential Upside | 16.57 |
Federal Home Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Home's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Home's standard deviation. In reality, there are many statistical measures that can use Federal Home historical prices to predict the future Federal Home's volatility.| Risk Adjusted Performance | 0.2075 | |||
| Jensen Alpha | 1.84 | |||
| Total Risk Alpha | 0.7099 | |||
| Sortino Ratio | 0.3676 | |||
| Treynor Ratio | (3.34) |
Federal Home Loan Backtested Returns
Federal Home is dangerous given 3 months investment horizon. Federal Home Loan 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 were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.86% are justified by taking the suggested risk. Use Federal Home Mean Deviation of 4.62, downside deviation of 4.51, and Coefficient Of Variation of 384.9 to evaluate company specific risk that cannot be diversified away. Federal Home holds a performance score of 21 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.53, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Federal Home are expected to decrease at a much lower rate. During the bear market, Federal Home is likely to outperform the market. Use Federal Home mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to analyze future returns on Federal Home.
Auto-correlation | 0.78 |
Good predictability
Federal Home Loan has good predictability. Overlapping area represents the amount of predictability between Federal Home time series from 27th of September 2024 to 27th of October 2024 and 27th of October 2024 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 Home Loan price movement. The serial correlation of 0.78 indicates that around 78.0% of current Federal Home price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Federal Home Loan lagged returns against current returns
Autocorrelation, which is Federal Home 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 Home's stock expected returns. We can calculate the autocorrelation of Federal Home returns to help us make a trade decision. For example, suppose you find that Federal Home 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 Home 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 Home stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Home stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Home stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Home Lagged Returns
When evaluating Federal Home's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Home stock have on its future price. Federal Home 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 Home autocorrelation shows the relationship between Federal Home stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Home Loan.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Federal Stock
Federal Home financial ratios help investors to determine whether Federal Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Federal with respect to the benefits of owning Federal Home security.