Federal Screw Works Stock Market Value
| FSCR Stock | USD 9.00 0.30 3.23% |
| Symbol | Federal |
Federal Screw '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 Screw's pink sheet 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 Screw.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Federal Screw on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Federal Screw Works or generate 0.0% return on investment in Federal Screw over 360 days. Federal Screw is related to or competes with Tel-Instrument Electronics, Hallmark Venture, Biomedico Hadarim, Crown Equity, Questor Technology, Liberty Defense, and Avante Logixx. Federal Screw Works manufactures and sells industrial component parts primarily to the automobile industry in the United... More
Federal Screw 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 Screw's pink sheet 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 Screw Works upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 18.83 | |||
| Value At Risk | (4.64) | |||
| Potential Upside | 3.33 |
Federal Screw Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Screw's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Screw's standard deviation. In reality, there are many statistical measures that can use Federal Screw historical prices to predict the future Federal Screw's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.23) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federal Screw'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 Screw Works Backtested Returns
Federal Screw Works secures Sharpe Ratio (or Efficiency) of -0.0257, which denotes the company had a -0.0257 % return per unit of risk over the last 3 months. Federal Screw Works exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Screw's Variance of 8.2, mean deviation of 1.08, and Standard Deviation of 2.86 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federal Screw's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Screw is expected to be smaller as well. At this point, Federal Screw Works has a negative expected return of -0.0736%. Please make sure to confirm Federal Screw's information ratio, as well as the relationship between the skewness and day typical price , to decide if Federal Screw Works performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.21 |
Weak reverse predictability
Federal Screw Works has weak reverse predictability. Overlapping area represents the amount of predictability between Federal Screw time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th of December 2025. 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 Screw Works price movement. The serial correlation of -0.21 indicates that over 21.0% of current Federal Screw price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Federal Screw Works lagged returns against current returns
Autocorrelation, which is Federal Screw pink sheet'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 Screw's pink sheet expected returns. We can calculate the autocorrelation of Federal Screw returns to help us make a trade decision. For example, suppose you find that Federal Screw has exhibited high autocorrelation historically, and you observe that the pink sheet 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 Screw 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 Screw pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Screw pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Screw pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Federal Screw Lagged Returns
When evaluating Federal Screw's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Screw pink sheet have on its future price. Federal Screw 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 Screw autocorrelation shows the relationship between Federal Screw pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Federal Screw Works.
Regressed Prices |
| Timeline |
Pair Trading with Federal Screw
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 Screw 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 Screw will appreciate offsetting losses from the drop in the long position's value.Moving against Federal Pink Sheet
| 0.61 | APGE | Apogee Therapeutics, | PairCorr |
| 0.59 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.58 | HL | Hecla Mining | PairCorr |
| 0.49 | CRRFY | Carrefour SA PK | PairCorr |
| 0.47 | EGP | EastGroup Properties | PairCorr |
The ability to find closely correlated positions to Federal Screw 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 Screw 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 Screw - 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 Screw Works to buy it.
The correlation of Federal Screw 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 Screw moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Federal Screw Works 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 Screw 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.Additional Tools for Federal Pink Sheet Analysis
When running Federal Screw's price analysis, check to measure Federal Screw'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 Screw is operating at the current time. Most of Federal Screw's value examination focuses on studying past and present price action to predict the probability of Federal Screw'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 Screw's price. Additionally, you may evaluate how the addition of Federal Screw to your portfolios can decrease your overall portfolio volatility.