FARM 51 (Germany) Market Value
| F51 Stock | EUR 2.92 0.09 3.18% |
| Symbol | FARM |
Please note, there is a significant difference between FARM 51's value and its price as these two are different measures arrived at by different means. Investors typically determine if FARM 51 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FARM 51'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.
FARM 51 '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 51'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 51.
| 07/02/2024 |
| 12/29/2024 |
FARM 51 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 51'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 51 GROUP upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.09 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 4.5 |
FARM 51 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FARM 51's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FARM 51's standard deviation. In reality, there are many statistical measures that can use FARM 51 historical prices to predict the future FARM 51's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.58) |
FARM 51 GROUP Backtested Returns
FARM 51 GROUP secures Sharpe Ratio (or Efficiency) of -0.0545, which denotes the company had a -0.0545% return per unit of volatility over the last 3 months. FARM 51 GROUP exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FARM 51's Standard Deviation of 2.3, market risk adjusted performance of (0.57), and Mean Deviation of 1.59 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, FARM 51's returns are expected to increase less than the market. However, during the bear market, the loss of holding FARM 51 is expected to be smaller as well. At this point, FARM 51 GROUP has a negative expected return of -0.12%. Please make sure to confirm FARM 51's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if FARM 51 GROUP performance from the past will be repeated in the future.
Auto-correlation | -0.35 |
Poor reverse predictability
FARM 51 GROUP has poor reverse predictability. Overlapping area represents the amount of predictability between FARM 51 time series from 2nd of July 2024 to 30th of September 2024 and 30th of September 2024 to 29th 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 FARM 51 GROUP price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current FARM 51 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
FARM 51 GROUP lagged returns against current returns
Autocorrelation, which is FARM 51 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 51's stock expected returns. We can calculate the autocorrelation of FARM 51 returns to help us make a trade decision. For example, suppose you find that FARM 51 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 51 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 51 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FARM 51 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FARM 51 stock over time.
Current vs Lagged Prices |
| Timeline |
FARM 51 Lagged Returns
When evaluating FARM 51's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FARM 51 stock have on its future price. FARM 51 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 51 autocorrelation shows the relationship between FARM 51 stock current value and its past values and can show if there is a momentum factor associated with investing in FARM 51 GROUP.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in FARM Stock
FARM 51 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 51 security.