Federal Agricultural Mortgage Stock Market Value
| AGM Stock | USD 211.31 0.44 0.21% |
| 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 (0.18) | Dividend Share 5.3 | Earnings Share 15.55 | Revenue Per Share 32.007 | Quarterly Revenue Growth (0.11) |
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.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Federal Agricultural on October 30, 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 Federal Agricultural, Federal Agricultural, Federal Agricultural, Federal Agricultural, Orix Corp, FirstCash, and SLM Corp. 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 | 1.4 | |||
| Information Ratio | 0.0172 | |||
| Maximum Drawdown | 12.03 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.86 |
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 | 0.0681 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0241 | |||
| Treynor Ratio | 0.077 |
Federal Agricultural Backtested Returns
As of now, Federal Stock is very steady. Federal Agricultural secures Sharpe Ratio (or Efficiency) of 0.0972, which denotes the company had a 0.0972% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Federal Agricultural Mortgage, which you can use to evaluate the volatility of the firm. Please confirm Federal Agricultural's Downside Deviation of 1.4, coefficient of variation of 1235.99, and Mean Deviation of 1.27 to check if the risk estimate we provide is consistent with the expected return of 0.19%. Federal Agricultural has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.94, 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. Federal Agricultural right now shows a risk of 1.96%. Please confirm Federal Agricultural potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Federal Agricultural will be following its price patterns.
Auto-correlation | 0.45 |
Average predictability
Federal Agricultural Mortgage has average predictability. Overlapping area represents the amount of predictability between Federal Agricultural time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 0.45 indicates that just about 45.0% of current Federal Agricultural price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 10.81 |
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 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck 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 Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
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.