Federal Home Loan Stock Market Value

FMCKP Stock  USD 18.00  0.50  2.70%   
Federal Home's market value is the price at which a share of Federal Home trades on a public exchange. It measures the collective expectations of Federal Home Loan investors about its performance. Federal Home is selling at 18.00 as of the 2nd of March 2025; that is 2.7% down since the beginning of the trading day. The stock's last reported lowest price was 18.0.
With this module, you can estimate the performance of a buy and hold strategy of Federal Home Loan and determine expected loss or profit from investing in Federal Home over a given investment horizon. Check out Federal Home Correlation, Federal Home Volatility and Federal Home Alpha and Beta module to complement your research on Federal Home.
Symbol

Please note, there is a significant difference between Federal Home's value and its price as these two are different measures arrived at by different means. Investors typically determine if Federal Home is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federal Home'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.

Federal Home '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 Home's otc 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 Home.
0.00
01/31/2025
No Change 0.00  0.0 
In 31 days
03/02/2025
0.00
If you would invest  0.00  in Federal Home on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Federal Home Loan or generate 0.0% return on investment in Federal Home over 30 days. Federal Home is related to or competes with Federal Home, Federal Home, Federal National, Federal Home, Federal Home, Federal Home, and Federal Home. Federal Home Loan Mortgage Corporation operates in the secondary mortgage market in the United States More

Federal Home 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 Home's otc 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 Federal Home Loan upside and downside potential and time the market with a certain degree of confidence.

Federal Home Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Home's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Home's standard deviation. In reality, there are many statistical measures that can use Federal Home historical prices to predict the future Federal Home's volatility.
Hype
Prediction
LowEstimatedHigh
15.6118.0020.39
Details
Intrinsic
Valuation
LowRealHigh
16.3218.7121.10
Details
Naive
Forecast
LowNextHigh
15.4817.8720.27
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.0117.9218.83
Details

Federal Home Loan Backtested Returns

Federal Home appears to be not too volatile, given 3 months investment horizon. Federal Home Loan secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Federal Home Loan, which you can use to evaluate the volatility of the firm. Please utilize Federal Home's Downside Deviation of 2.48, coefficient of variation of 704.28, and Mean Deviation of 1.78 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Federal Home holds a performance score of 10. 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, Federal Home's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Home is expected to be smaller as well. Please check Federal Home's maximum drawdown, and the relationship between the information ratio and expected short fall , to make a quick decision on whether Federal Home's price patterns will revert.

Auto-correlation

    
  -0.06  

Very weak reverse predictability

Federal Home Loan has very weak reverse predictability. Overlapping area represents the amount of predictability between Federal Home time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Federal Home Loan price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Federal Home price fluctuation can be explain by its past prices.
Correlation Coefficient-0.06
Spearman Rank Test-0.09
Residual Average0.0
Price Variance0.03

Federal Home Loan lagged returns against current returns

Autocorrelation, which is Federal Home otc 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 Home's otc stock expected returns. We can calculate the autocorrelation of Federal Home returns to help us make a trade decision. For example, suppose you find that Federal Home has exhibited high autocorrelation historically, and you observe that the otc 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 Home 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 Home otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Home otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Home otc stock over time.
   Current vs Lagged Prices   
       Timeline  

Federal Home Lagged Returns

When evaluating Federal Home's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Home otc stock have on its future price. Federal Home 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 Home autocorrelation shows the relationship between Federal Home otc stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Home Loan.
   Regressed Prices   
       Timeline  

Additional Tools for Federal OTC Stock Analysis

When running Federal Home's price analysis, check to measure Federal Home's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Federal Home is operating at the current time. Most of Federal Home's value examination focuses on studying past and present price action to predict the probability of Federal Home's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Federal Home's price. Additionally, you may evaluate how the addition of Federal Home to your portfolios can decrease your overall portfolio volatility.