Federal Bank (India) Market Value
| FEDERALBNK | 178.71 2.53 1.40% |
| Symbol | Federal |
Federal Bank '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 Bank'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 Bank.
| 12/29/2024 |
| 02/27/2025 |
If you would invest 0.00 in Federal Bank on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding The Federal Bank or generate 0.0% return on investment in Federal Bank over 60 days. Federal Bank is related to or competes with Patanjali Foods, Ami Organics, Royal Orchid, Kohinoor Foods, Apollo Sindoori, Univa Foods, and LT Foods. Federal Bank is entity of India. It is traded as Stock on NSE exchange. More
Federal Bank 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 Bank'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 The Federal Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 7.49 | |||
| Value At Risk | (3.55) | |||
| Potential Upside | 2.46 |
Federal Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Bank's standard deviation. In reality, there are many statistical measures that can use Federal Bank historical prices to predict the future Federal Bank's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (2.71) |
Federal Bank Backtested Returns
Federal Bank secures Sharpe Ratio (or Efficiency) of -0.16, which denotes the company had a -0.16 % return per unit of risk over the last 3 months. The Federal Bank exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Bank's Standard Deviation of 1.57, risk adjusted performance of (0.10), and Coefficient Of Variation of (688.16) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0876, which means not very significant fluctuations relative to the market. As returns on the market increase, Federal Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Bank is expected to be smaller as well. At this point, Federal Bank has a negative expected return of -0.25%. Please make sure to confirm Federal Bank's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Federal Bank performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
The Federal Bank has below average predictability. Overlapping area represents the amount of predictability between Federal Bank time series from 29th of December 2024 to 28th of January 2025 and 28th of January 2025 to 27th of February 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 Bank price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Federal Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 6.33 |
Federal Bank lagged returns against current returns
Autocorrelation, which is Federal Bank 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 Bank's stock expected returns. We can calculate the autocorrelation of Federal Bank returns to help us make a trade decision. For example, suppose you find that Federal Bank 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 Bank 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 Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Bank Lagged Returns
When evaluating Federal Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Bank stock have on its future price. Federal Bank 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 Bank autocorrelation shows the relationship between Federal Bank stock current value and its past values and can show if there is a momentum factor associated with investing in The Federal Bank.
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.Other Information on Investing in Federal Stock
Federal Bank financial ratios help investors to determine whether Federal 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 Federal with respect to the benefits of owning Federal Bank security.