Federal Hme 655 Stock Market Value
| FMCKI Stock | USD 8.13 0.13 1.63% |
| 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.
| 12/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in Federal Hme on December 29, 2023 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 330 days. Federal Hme is related to or competes with Federal Home, Federal Home, Federal Home, Federal National, Federal Home, Federal National, and Federal Home. 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.
| Downside Deviation | 4.29 | |||
| Information Ratio | 0.1759 | |||
| Maximum Drawdown | 75.99 | |||
| Value At Risk | (6.38) | |||
| Potential Upside | 8.11 |
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 | 0.1544 | |||
| Jensen Alpha | 1.11 | |||
| Total Risk Alpha | 0.2995 | |||
| Sortino Ratio | 0.3979 | |||
| Treynor Ratio | 0.3058 |
Federal Hme 655 Backtested Returns
Federal Hme is risky given 3 months investment horizon. Federal Hme 655 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 collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.85% are justified by taking the suggested risk. Use Federal Hme Coefficient Of Variation of 528.08, downside deviation of 4.29, and Mean Deviation of 4.19 to evaluate company specific risk that cannot be diversified away. Federal Hme holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 5.98, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Federal Hme will likely underperform. Use Federal Hme potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to analyze future returns on Federal Hme.
Auto-correlation | 0.56 |
Modest predictability
Federal Hme 655 has modest predictability. Overlapping area represents the amount of predictability between Federal Hme time series from 29th of December 2023 to 11th of June 2024 and 11th of June 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 Hme 655 price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Federal Hme price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1.53 |
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 |
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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.