FARM Market Value
| FARM Crypto | USD 53.17 1.76 3.42% |
| Symbol | FARM |
FARM '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's crypto coin 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.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in FARM on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding FARM or generate 0.0% return on investment in FARM over 60 days. FARM is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. FARM is peer-to-peer digital currency powered by the Blockchain technology.
FARM 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's crypto coin 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.65 | |||
| Information Ratio | 0.0508 | |||
| Maximum Drawdown | 22.44 | |||
| Value At Risk | (4.93) | |||
| Potential Upside | 7.77 |
FARM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FARM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FARM's standard deviation. In reality, there are many statistical measures that can use FARM historical prices to predict the future FARM's volatility.| Risk Adjusted Performance | 0.0703 | |||
| Jensen Alpha | 0.326 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0596 | |||
| Treynor Ratio | 3.31 |
FARM Backtested Returns
FARM appears to be very risky, given 3 months investment horizon. FARM secures Sharpe Ratio (or Efficiency) of 0.11, which denotes digital coin had a 0.11% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for FARM, which you can use to evaluate the volatility of coin. Please utilize FARM's Mean Deviation of 3.21, market risk adjusted performance of 3.32, and Downside Deviation of 3.65 to check if our risk estimates are consistent with your expectations. The entity shows a Beta (market volatility) of 0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, FARM's returns are expected to increase less than the market. However, during the bear market, the loss of holding FARM is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
FARM has insignificant reverse predictability. Overlapping area represents the amount of predictability between FARM time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th 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 FARM price movement. The serial correlation of -0.16 indicates that over 16.0% of current FARM price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 31.7 |
FARM lagged returns against current returns
Autocorrelation, which is FARM crypto coin'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's crypto coin expected returns. We can calculate the autocorrelation of FARM returns to help us make a trade decision. For example, suppose you find that FARM has exhibited high autocorrelation historically, and you observe that the crypto coin 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 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 crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FARM crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FARM crypto coin over time.
Current vs Lagged Prices |
| Timeline |
FARM Lagged Returns
When evaluating FARM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FARM crypto coin have on its future price. FARM 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 autocorrelation shows the relationship between FARM crypto coin current value and its past values and can show if there is a momentum factor associated with investing in FARM.
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 FARM offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of FARM's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Farm Crypto.Check out FARM Correlation, FARM Volatility and Investing Opportunities module to complement your research on FARM. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
FARM technical crypto coin 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, crypto market cycles, or different charting patterns.