FARM FRESH (Malaysia) Market Value
| 5306 Stock | 1.72 0.02 1.18% |
| Symbol | FARM |
FARM FRESH '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 FARM FRESH'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 FARM FRESH.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in FARM FRESH on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding FARM FRESH BERHAD or generate 0.0% return on investment in FARM FRESH over 90 days. FARM FRESH is related to or competes with Awanbiru Technology. More
FARM FRESH 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 FARM FRESH'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 FARM FRESH BERHAD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.014 | |||
| Maximum Drawdown | 6.78 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 2.27 |
FARM FRESH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FARM FRESH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FARM FRESH's standard deviation. In reality, there are many statistical measures that can use FARM FRESH historical prices to predict the future FARM FRESH's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 0.0942 | |||
| Treynor Ratio | 0.6998 |
FARM FRESH BERHAD Backtested Returns
FARM FRESH BERHAD secures Sharpe Ratio (or Efficiency) of -0.0424, which denotes the company had a -0.0424 % return per unit of volatility over the last 3 months. FARM FRESH BERHAD exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FARM FRESH's Mean Deviation of 1.22, market risk adjusted performance of 0.7098, and Standard Deviation of 1.54 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FARM FRESH are expected to decrease at a much lower rate. During the bear market, FARM FRESH is likely to outperform the market. At this point, FARM FRESH BERHAD has a negative expected return of -0.0653%. Please make sure to confirm FARM FRESH's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if FARM FRESH BERHAD performance from the past will be repeated in the future.
Auto-correlation | 0.31 |
Below average predictability
FARM FRESH BERHAD has below average predictability. Overlapping area represents the amount of predictability between FARM FRESH time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 FARM FRESH BERHAD price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current FARM FRESH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FARM FRESH BERHAD lagged returns against current returns
Autocorrelation, which is FARM FRESH 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 FARM FRESH's stock expected returns. We can calculate the autocorrelation of FARM FRESH returns to help us make a trade decision. For example, suppose you find that FARM FRESH 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 |
FARM FRESH 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 FARM FRESH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FARM FRESH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FARM FRESH stock over time.
Current vs Lagged Prices |
| Timeline |
FARM FRESH Lagged Returns
When evaluating FARM FRESH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FARM FRESH stock have on its future price. FARM FRESH 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, FARM FRESH autocorrelation shows the relationship between FARM FRESH stock current value and its past values and can show if there is a momentum factor associated with investing in FARM FRESH BERHAD.
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.Other Information on Investing in FARM Stock
FARM FRESH financial ratios help investors to determine whether FARM 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 FARM with respect to the benefits of owning FARM FRESH security.