Federal Home's market value is the price at which a share of Federal Home trades on a public exchange. It measures the collective expectations of Federal Home 530 investors about its performance. Federal Home is selling at 16.80 as of the 28th of January 2026; that is 6.67% down since the beginning of the trading day. The stock's last reported lowest price was 16.8. With this module, you can estimate the performance of a buy and hold strategy of Federal Home 530 and determine expected loss or profit from investing in Federal Home over a given investment horizon. Check out Federal Home Correlation, Federal Home Volatility and Federal Home Alpha and Beta module to complement your research on Federal Home.
Please note, there is a significant difference between Federal Home's value and its price as these two are different measures arrived at by different means. Investors typically determine if Federal Home is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federal Home's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
0.00
10/30/2025
No Change 0.00
0.0
In 2 months and 31 days
01/28/2026
0.00
If you would invest 0.00 in Federal Home on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Federal Home 530 or generate 0.0% return on investment in Federal Home over 90 days. Federal Home is related to or competes with Edenred Malakoff, SCOR SE, Discovery, Turkiye Vakiflar, Nedbank Group, Nedbank, and Commercial International. 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 530 upside and downside potential and time the market with a certain degree of confidence.
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.
Federal Home 530 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. Federal Home 530 exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Home's Variance of 5.06, mean deviation of 1.25, and Standard Deviation of 2.25 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.39, 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. At this point, Federal Home 530 has a negative expected return of -0.6%. Please make sure to confirm Federal Home's total risk alpha, as well as the relationship between the kurtosis and day typical price , to decide if Federal Home 530 performance from the past will be repeated at some point in the near future.
Auto-correlation
0.61
Good predictability
Federal Home 530 has good predictability. Overlapping area represents the amount of predictability between Federal Home time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 530 price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Federal Home price fluctuation can be explain by its past prices.
Correlation Coefficient
0.61
Spearman Rank Test
0.5
Residual Average
0.0
Price Variance
3.77
Pair Trading with Federal Home
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Federal Home position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Federal Home will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Federal Home could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Federal Home when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Federal Home - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Federal Home 530 to buy it.
The correlation of Federal Home is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Federal Home moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Federal Home 530 moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Federal Home can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
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.