Federal Agricultural Mortgage Stock Market Value
| AGM Stock | USD 195.21 5.93 3.13% |
| Symbol | Federal |
Federal Agricultural Price To Book Ratio
Is Commercial & Residential Mortgage Finance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Federal Agricultural. If investors know Federal will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Federal Agricultural listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.236 | Dividend Share 5.6 | Earnings Share 16.45 | Revenue Per Share | Quarterly Revenue Growth 0.156 |
The market value of Federal Agricultural is measured differently than its book value, which is the value of Federal that is recorded on the company's balance sheet. Investors also form their own opinion of Federal Agricultural's value that differs from its market value or its book value, called intrinsic value, which is Federal Agricultural's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Federal Agricultural's market value can be influenced by many factors that don't directly affect Federal Agricultural's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Federal Agricultural's value and its price as these two are different measures arrived at by different means. Investors typically determine if Federal Agricultural is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federal Agricultural'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 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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Federal Agricultural on December 15, 2024 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 90 days. Federal Agricultural is related to or competes with Federal Agricultural, Federal Agricultural, Federal Agricultural, Federal Agricultural, Federal Agricultural, Orix Corp, and FirstCash. 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.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.52 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.04 |
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 | (0.07) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.1177 | |||
| Treynor Ratio | (0.26) |
Federal Agricultural Backtested Returns
Federal Agricultural secures Sharpe Ratio (or Efficiency) of -0.0572, which denotes the company had a -0.0572 % return per unit of risk over the last 3 months. Federal Agricultural Mortgage exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Agricultural's Variance of 2.58, standard deviation of 1.61, and Mean Deviation of 1.08 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.59, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federal Agricultural's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Agricultural is expected to be smaller as well. At this point, Federal Agricultural has a negative expected return of -0.0958%. Please make sure to confirm Federal Agricultural's value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if Federal Agricultural performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.41 |
Modest reverse predictability
Federal Agricultural Mortgage has modest reverse predictability. Overlapping area represents the amount of predictability between Federal Agricultural time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Agricultural price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Federal Agricultural price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 15.74 |
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 |
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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.