Federal Realty (UK) Market Value
| 0IL1 Stock | 95.19 2.53 2.59% |
| Symbol | Federal |
Federal Realty '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 Realty's 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 Realty.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Federal Realty on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Federal Realty Investment or generate 0.0% return on investment in Federal Realty over 90 days. Federal Realty is related to or competes with Verizon Communications, Cairo Communication, Spirent Communications, Batm Advanced, Orient Telecoms, Bigblu Broadband, and Litigation Capital. Federal Realty is entity of United Kingdom More
Federal Realty 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 Realty's 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 Realty Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 6.97 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 1.68 |
Federal Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Realty's standard deviation. In reality, there are many statistical measures that can use Federal Realty historical prices to predict the future Federal Realty's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 1.12 |
Federal Realty Investment Backtested Returns
Federal Realty Investment secures Sharpe Ratio (or Efficiency) of -0.23, which denotes the company had a -0.23 % return per unit of risk over the last 3 months. Federal Realty Investment exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Realty's Variance of 1.57, standard deviation of 1.25, and Mean Deviation of 0.9696 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Federal Realty are expected to decrease at a much lower rate. During the bear market, Federal Realty is likely to outperform the market. At this point, Federal Realty Investment has a negative expected return of -0.3%. Please make sure to confirm Federal Realty's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Federal Realty Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Federal Realty Investment has below average predictability. Overlapping area represents the amount of predictability between Federal Realty time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Realty Investment price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Federal Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 17.06 |
Federal Realty Investment lagged returns against current returns
Autocorrelation, which is Federal Realty 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 Realty's stock expected returns. We can calculate the autocorrelation of Federal Realty returns to help us make a trade decision. For example, suppose you find that Federal Realty has exhibited high autocorrelation historically, and you observe that the 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 Realty 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 Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Realty Lagged Returns
When evaluating Federal Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Realty stock have on its future price. Federal Realty 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 Realty autocorrelation shows the relationship between Federal Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Realty Investment.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Federal Stock Analysis
When running Federal Realty's price analysis, check to measure Federal Realty'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 Realty is operating at the current time. Most of Federal Realty's value examination focuses on studying past and present price action to predict the probability of Federal Realty'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 Realty's price. Additionally, you may evaluate how the addition of Federal Realty to your portfolios can decrease your overall portfolio volatility.