Federal Agricultural (Germany) Market Value
| A35 Stock | EUR 199.00 1.00 0.50% |
| Symbol | Federal |
Federal Agricultural '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 Agricultural'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 Agricultural.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Federal Agricultural on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Federal Agricultural Mortgage or generate 0.0% return on investment in Federal Agricultural over 360 days. Federal Agricultural is related to or competes with Lamar Advertising, Apollo Medical, CompuGroup Medical, Carsales, MARKET VECTR, and Avanos Medical. Federal Agricultural Mortgage Corporation provides a secondary market for various loans made to borrowers in the United ... More
Federal Agricultural 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 Agricultural'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 Agricultural Mortgage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | 0.0394 | |||
| Maximum Drawdown | 12.2 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 2.67 |
Federal Agricultural Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Agricultural's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Agricultural's standard deviation. In reality, there are many statistical measures that can use Federal Agricultural historical prices to predict the future Federal Agricultural's volatility.| Risk Adjusted Performance | 0.0869 | |||
| Jensen Alpha | 0.0238 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0511 | |||
| Treynor Ratio | 0.1439 |
Federal Agricultural Backtested Returns
Federal Agricultural appears to be very steady, given 3 months investment horizon. Federal Agricultural secures Sharpe Ratio (or Efficiency) of 0.0973, which denotes the company had a 0.0973% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Federal Agricultural Mortgage, which you can use to evaluate the volatility of the firm. Please utilize Federal Agricultural's Coefficient Of Variation of 948.57, mean deviation of 1.34, and Downside Deviation of 1.61 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Federal Agricultural holds a performance score of 7. The firm shows a Beta (market volatility) of 1.46, 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 Agricultural will likely underperform. Please check Federal Agricultural's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Federal Agricultural's price patterns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Federal Agricultural Mortgage has virtually no predictability. Overlapping area represents the amount of predictability between Federal Agricultural time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 Agricultural price movement. The serial correlation of 0.01 indicates that just 1.0% of current Federal Agricultural price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 141.11 |
Federal Agricultural lagged returns against current returns
Autocorrelation, which is Federal Agricultural 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 Agricultural's stock expected returns. We can calculate the autocorrelation of Federal Agricultural returns to help us make a trade decision. For example, suppose you find that Federal Agricultural 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 Agricultural 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 Agricultural stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Agricultural stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Agricultural stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Agricultural Lagged Returns
When evaluating Federal Agricultural's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Agricultural stock have on its future price. Federal Agricultural 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 Agricultural autocorrelation shows the relationship between Federal Agricultural stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Agricultural Mortgage.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Federal Stock
When determining whether Federal Agricultural is a strong investment it is important to analyze Federal Agricultural's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Federal Agricultural's future performance. For an informed investment choice regarding Federal Stock, refer to the following important reports:Check out Federal Agricultural Correlation, Federal Agricultural Volatility and Federal Agricultural Alpha and Beta module to complement your research on Federal Agricultural. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Federal Agricultural technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.