Federal Home Loan Stock Market Value
| FMCCM Stock | USD 16.74 1.08 6.90% |
| 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 otc 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.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Federal Home on October 25, 2025 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 90 days. Federal Home is related to or competes with Komercn Banka, IG Group, Azimut Holding, SCOR SE, IG Group, Investec, and Fukuoka Financial. Federal Home Loan Mortgage Corporation 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 otc 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.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 13.22 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 2.7 |
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 | (0.09) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 6.75 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federal Home's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Federal Home January 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.09) | |||
| Market Risk Adjusted Performance | 6.76 | |||
| Mean Deviation | 1.48 | |||
| Coefficient Of Variation | (769.19) | |||
| Standard Deviation | 2.31 | |||
| Variance | 5.32 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 6.75 | |||
| Maximum Drawdown | 13.22 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 2.7 | |||
| Skewness | (0.58) | |||
| Kurtosis | 3.2 |
Federal Home Loan Backtested Returns
Federal Home Loan secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the company had a -0.13 % return per unit of risk over the last 3 months. Federal Home Loan exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Home's Mean Deviation of 1.48, standard deviation of 2.31, and Variance of 5.32 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0459, which means not very significant fluctuations relative to the market. 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. At this point, Federal Home Loan has a negative expected return of -0.31%. Please make sure to confirm Federal Home's treynor ratio, and the relationship between the variance and daily balance of power , to decide if Federal Home Loan performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.02 |
Virtually no predictability
Federal Home Loan has virtually no predictability. Overlapping area represents the amount of predictability between Federal Home time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 2026. 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 0.02 indicates that only 2.0% of current Federal Home price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1.11 |
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Try AI Portfolio ProphetOther Information on Investing in Federal OTC Stock
Federal Home financial ratios help investors to determine whether Federal OTC 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.