Federal Home Loan Stock Market Value
| FMCCS Stock | USD 14.75 0.17 1.17% |
| 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.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Federal Home on October 24, 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 30 days. Federal Home is related to or competes with Federal Home, Federal Home, Federal Home, Federal Home, and Federal Home. 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.
| Downside Deviation | 4.73 | |||
| Information Ratio | 0.1919 | |||
| Maximum Drawdown | 71.73 | |||
| Value At Risk | (4.65) | |||
| Potential Upside | 8.09 |
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 | 0.1674 | |||
| Jensen Alpha | 1.95 | |||
| Total Risk Alpha | 0.4344 | |||
| Sortino Ratio | 0.3694 | |||
| Treynor Ratio | (2.74) |
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 Loan Backtested Returns
Federal Home is relatively risky given 3 months investment horizon. Federal Home Loan secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the company had a 0.19% return per unit of risk over the last 3 months. We were able to break down thirty different technical indicators, which can help you to evaluate if expected returns of 1.69% are justified by taking the suggested risk. Use Federal Home Coefficient Of Variation of 484.72, downside deviation of 4.73, and Mean Deviation of 3.83 to evaluate company specific risk that cannot be diversified away. Federal Home holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.68, 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 standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Federal Home.
Auto-correlation | 0.58 |
Modest predictability
Federal Home Loan has modest predictability. Overlapping area represents the amount of predictability between Federal Home time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 0.58 indicates that roughly 58.0% of current Federal Home price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Federal Home Loan lagged returns against current returns
Autocorrelation, which is Federal Home otc 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 otc 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 otc 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Home otc 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 otc 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 otc 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 otc 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 |
Thematic Opportunities
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Additional Tools for Federal OTC Stock Analysis
When running Federal Home's price analysis, check to measure Federal Home'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 Home is operating at the current time. Most of Federal Home's value examination focuses on studying past and present price action to predict the probability of Federal Home'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 Home's price. Additionally, you may evaluate how the addition of Federal Home to your portfolios can decrease your overall portfolio volatility.