Faraday Future Intelligent Market Value
| FFIEWDelisted Stock | USD 0.04 0.0009 2.01% |
| Symbol | Faraday |
Faraday Future '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 Faraday Future'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 Faraday Future.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Faraday Future on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Faraday Future Intelligent or generate 0.0% return on investment in Faraday Future over 90 days. Faraday Future is related to or competes with NextNav Warrant, Inspira Technologies, and AppTech Payments. More
Faraday Future 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 Faraday Future'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 Faraday Future Intelligent upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.81 | |||
| Information Ratio | 0.1342 | |||
| Maximum Drawdown | 178.68 | |||
| Value At Risk | (21.27) | |||
| Potential Upside | 28.54 |
Faraday Future Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Faraday Future's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Faraday Future's standard deviation. In reality, there are many statistical measures that can use Faraday Future historical prices to predict the future Faraday Future's volatility.| Risk Adjusted Performance | 0.1227 | |||
| Jensen Alpha | 2.74 | |||
| Total Risk Alpha | 5.85 | |||
| Sortino Ratio | 0.2853 | |||
| Treynor Ratio | (1.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Faraday Future's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Faraday Future Intel Backtested Returns
Faraday Future is out of control given 3 months investment horizon. Faraday Future Intel secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 3.49% are justified by taking the suggested risk. Use Faraday Future Coefficient Of Variation of 769.97, mean deviation of 12.64, and Downside Deviation of 10.81 to evaluate company specific risk that cannot be diversified away. Faraday Future holds a performance score of 11 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.15, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Faraday Future are expected to decrease by larger amounts. On the other hand, during market turmoil, Faraday Future is expected to outperform it. Use Faraday Future value at risk and the relationship between the skewness and relative strength index , to analyze future returns on Faraday Future.
Auto-correlation | 0.37 |
Below average predictability
Faraday Future Intelligent has below average predictability. Overlapping area represents the amount of predictability between Faraday Future time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Faraday Future Intel price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Faraday Future price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Faraday Future Intel lagged returns against current returns
Autocorrelation, which is Faraday Future 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 Faraday Future's stock expected returns. We can calculate the autocorrelation of Faraday Future returns to help us make a trade decision. For example, suppose you find that Faraday Future 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 |
Faraday Future 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 Faraday Future stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Faraday Future stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Faraday Future stock over time.
Current vs Lagged Prices |
| Timeline |
Faraday Future Lagged Returns
When evaluating Faraday Future's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Faraday Future stock have on its future price. Faraday Future 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, Faraday Future autocorrelation shows the relationship between Faraday Future stock current value and its past values and can show if there is a momentum factor associated with investing in Faraday Future Intelligent.
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.Check out Faraday Future Correlation, Faraday Future Volatility and Faraday Future Alpha and Beta module to complement your research on Faraday Future. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Other Consideration for investing in Faraday Stock
If you are still planning to invest in Faraday Future Intel check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Faraday Future's history and understand the potential risks before investing.
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