Federal Agricultural Mortgage Stock Market Value
| AGM-A Stock | USD 160.97 4.40 2.66% |
| Symbol | Federal |
Federal Agricultural Price To Book Ratio
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.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Federal Agricultural on November 11, 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 30 days. Federal Agricultural is related to or competes with Freedom Bank, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, Via Renewables, and Bondbloxx ETF. 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 | 1.45 | |||
| Information Ratio | 0.0965 | |||
| Maximum Drawdown | 13.54 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 3.43 |
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 | 0.1221 | |||
| Jensen Alpha | 0.3586 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.1298 | |||
| Treynor Ratio | (0.62) |
Federal Agricultural Backtested Returns
Federal Agricultural appears to be very steady, given 3 months investment horizon. Federal Agricultural secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12% 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 Downside Deviation of 1.45, mean deviation of 1.19, and Coefficient Of Variation of 624.0 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 9. The firm shows a Beta (market volatility) of -0.49, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Federal Agricultural are expected to decrease at a much lower rate. During the bear market, Federal Agricultural is likely to outperform the market. 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 | -0.7 |
Very good reverse predictability
Federal Agricultural Mortgage has very good reverse predictability. Overlapping area represents the amount of predictability between Federal Agricultural time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 -0.7 indicates that around 70.0% of current Federal Agricultural price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 6.58 |
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 |
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.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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
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.