Farmers Merchants Bancorp Stock Market Value
| FMAO Stock | USD 31.92 1.11 3.36% |
| Symbol | Farmers |
Farmers Merchants Bancorp Price To Book Ratio
Is Regional Banks 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 Farmers Merchants. If investors know Farmers 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 Farmers Merchants 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 0.36 | Dividend Share 0.881 | Earnings Share 1.66 | Revenue Per Share 7.25 | Quarterly Revenue Growth 0.113 |
The market value of Farmers Merchants Bancorp is measured differently than its book value, which is the value of Farmers that is recorded on the company's balance sheet. Investors also form their own opinion of Farmers Merchants' value that differs from its market value or its book value, called intrinsic value, which is Farmers Merchants' 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 Farmers Merchants' market value can be influenced by many factors that don't directly affect Farmers Merchants' 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 Farmers Merchants' value and its price as these two are different measures arrived at by different means. Investors typically determine if Farmers Merchants is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Farmers Merchants' 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.
Farmers Merchants '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 Farmers Merchants' 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 Farmers Merchants.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Farmers Merchants on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Farmers Merchants Bancorp or generate 0.0% return on investment in Farmers Merchants over 720 days. Farmers Merchants is related to or competes with Home Federal, First Financial, First Northwest, First Capital, Community West, Great Southern, and HomeTrust Bancshares. Farmers Merchants Bancorp, Inc. operates as the bank holding company for The Farmers Merchants State Bank that provides ... More
Farmers Merchants 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 Farmers Merchants' 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 Farmers Merchants Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.1166 | |||
| Maximum Drawdown | 15.56 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 3.85 |
Farmers Merchants Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmers Merchants' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmers Merchants' standard deviation. In reality, there are many statistical measures that can use Farmers Merchants historical prices to predict the future Farmers Merchants' volatility.| Risk Adjusted Performance | 0.1272 | |||
| Jensen Alpha | 0.314 | |||
| Total Risk Alpha | 0.0483 | |||
| Sortino Ratio | 0.1542 | |||
| Treynor Ratio | 0.7044 |
Farmers Merchants Bancorp Backtested Returns
Farmers Merchants appears to be very steady, given 3 months investment horizon. Farmers Merchants Bancorp secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found thirty technical indicators for Farmers Merchants Bancorp, which you can use to evaluate the volatility of the firm. Please utilize Farmers Merchants' Downside Deviation of 1.72, coefficient of variation of 603.3, and Mean Deviation of 1.5 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Farmers Merchants holds a performance score of 9. The firm shows a Beta (market volatility) of 0.52, which means possible diversification benefits within a given portfolio. As returns on the market increase, Farmers Merchants' returns are expected to increase less than the market. However, during the bear market, the loss of holding Farmers Merchants is expected to be smaller as well. Please check Farmers Merchants' maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to make a quick decision on whether Farmers Merchants' price patterns will revert.
Auto-correlation | -0.45 |
Modest reverse predictability
Farmers Merchants Bancorp has modest reverse predictability. Overlapping area represents the amount of predictability between Farmers Merchants time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Farmers Merchants Bancorp price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Farmers Merchants price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 14.74 |
Farmers Merchants Bancorp lagged returns against current returns
Autocorrelation, which is Farmers Merchants 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 Farmers Merchants' stock expected returns. We can calculate the autocorrelation of Farmers Merchants returns to help us make a trade decision. For example, suppose you find that Farmers Merchants 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 |
Farmers Merchants 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 Farmers Merchants stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmers Merchants stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmers Merchants stock over time.
Current vs Lagged Prices |
| Timeline |
Farmers Merchants Lagged Returns
When evaluating Farmers Merchants' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmers Merchants stock have on its future price. Farmers Merchants 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, Farmers Merchants autocorrelation shows the relationship between Farmers Merchants stock current value and its past values and can show if there is a momentum factor associated with investing in Farmers Merchants Bancorp.
Regressed Prices |
| Timeline |
Pair Trading with Farmers Merchants
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Farmers Merchants position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Farmers Merchants will appreciate offsetting losses from the drop in the long position's value.Moving together with Farmers Stock
| 0.98 | AX | Axos Financial | PairCorr |
| 0.96 | BY | Byline Bancorp Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.97 | PB | Prosperity Bancshares Fiscal Year End 22nd of January 2025 | PairCorr |
Moving against Farmers Stock
| 0.79 | CFG-PE | Citizens Financial | PairCorr |
| 0.73 | TFC-PR | Truist Financial | PairCorr |
| 0.72 | TFC-PO | Truist Financial | PairCorr |
| 0.4 | WF | Woori Financial Group | PairCorr |
The ability to find closely correlated positions to Farmers Merchants could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Farmers Merchants when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Farmers Merchants - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Farmers Merchants Bancorp to buy it.
The correlation of Farmers Merchants is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Farmers Merchants moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Farmers Merchants Bancorp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Farmers Merchants can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Farmers Merchants Correlation, Farmers Merchants Volatility and Farmers Merchants Alpha and Beta module to complement your research on Farmers Merchants. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Farmers Merchants 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.