Federal Hme 655 Stock Market Value
| FMCKI Stock | USD 12.54 0.23 1.80% |
| Symbol | Federal |
Federal Hme '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 Hme'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 Hme.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Federal Hme on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Federal Hme 655 or generate 0.0% return on investment in Federal Hme over 30 days. Federal Hme is related to or competes with Investec, IG Group, Onex Corp, EFG International, IG Group, Unicaja Banco, and Hiscox. Federal Home Loan Mortgage Corporation operates in the secondary mortgage market in the United States More
Federal Hme 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 Hme'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 Hme 655 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 10.01 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.97 |
Federal Hme Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Hme's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Hme's standard deviation. In reality, there are many statistical measures that can use Federal Hme historical prices to predict the future Federal Hme's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 4.55 |
Federal Hme 655 Backtested Returns
Federal Hme 655 secures Sharpe Ratio (or Efficiency) of -0.0711, which denotes the company had a -0.0711 % return per unit of risk over the last 3 months. Federal Hme 655 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Hme's Standard Deviation of 1.87, variance of 3.49, and Mean Deviation of 1.46 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0414, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Federal Hme are expected to decrease at a much lower rate. During the bear market, Federal Hme is likely to outperform the market. At this point, Federal Hme 655 has a negative expected return of -0.13%. Please make sure to confirm Federal Hme's maximum drawdown, and the relationship between the information ratio and accumulation distribution , to decide if Federal Hme 655 performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.19 |
Very weak predictability
Federal Hme 655 has very weak predictability. Overlapping area represents the amount of predictability between Federal Hme time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Hme 655 price movement. The serial correlation of 0.19 indicates that over 19.0% of current Federal Hme price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Federal Hme 655 lagged returns against current returns
Autocorrelation, which is Federal Hme 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 Hme's otc stock expected returns. We can calculate the autocorrelation of Federal Hme returns to help us make a trade decision. For example, suppose you find that Federal Hme 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 Hme 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 Hme otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Hme 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 Hme otc stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Hme Lagged Returns
When evaluating Federal Hme's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Hme otc stock have on its future price. Federal Hme 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 Hme autocorrelation shows the relationship between Federal Hme otc stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Hme 655.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Federal OTC Stock
Federal Hme 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 Hme security.