Farm Pride (Australia) Market Value
| FRM Stock | 0.24 0.01 4.35% |
| Symbol | Farm |
Farm Pride '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 Pride'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 Farm Pride.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Farm Pride on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Farm Pride Foods or generate 0.0% return on investment in Farm Pride over 90 days. Farm Pride is related to or competes with Catalyst Metals, Ambertech, Ras Technology, WiseTech Global, and Technology One. Farm Pride is entity of Australia. It is traded as Stock on AU exchange. More
Farm Pride 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 Pride'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 Farm Pride Foods upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.24 | |||
| Information Ratio | 0.2318 | |||
| Maximum Drawdown | 30.68 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 10.0 |
Farm Pride Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farm Pride's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farm Pride's standard deviation. In reality, there are many statistical measures that can use Farm Pride historical prices to predict the future Farm Pride's volatility.| Risk Adjusted Performance | 0.195 | |||
| Jensen Alpha | 1.16 | |||
| Total Risk Alpha | 1.9 | |||
| Sortino Ratio | 0.1587 | |||
| Treynor Ratio | (3.33) |
Farm Pride Foods Backtested Returns
Farm Pride is out of control given 3 months investment horizon. Farm Pride Foods secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the company had a 0.22 % return per unit of risk over the last 3 months. We have collected data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.29% are justified by taking the suggested risk. Use Farm Pride Downside Deviation of 8.24, coefficient of variation of 466.67, and Mean Deviation of 4.0 to evaluate company specific risk that cannot be diversified away. Farm Pride holds a performance score of 17 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Farm Pride are expected to decrease at a much lower rate. During the bear market, Farm Pride is likely to outperform the market. Use Farm Pride total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Farm Pride.
Auto-correlation | 0.50 |
Modest predictability
Farm Pride Foods has modest predictability. Overlapping area represents the amount of predictability between Farm Pride time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Farm Pride Foods price movement. The serial correlation of 0.5 indicates that about 50.0% of current Farm Pride price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Farm Pride Foods lagged returns against current returns
Autocorrelation, which is Farm Pride 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 Farm Pride's stock expected returns. We can calculate the autocorrelation of Farm Pride returns to help us make a trade decision. For example, suppose you find that Farm Pride 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 |
Farm Pride 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 Pride stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farm Pride stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farm Pride stock over time.
Current vs Lagged Prices |
| Timeline |
Farm Pride Lagged Returns
When evaluating Farm Pride's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farm Pride stock have on its future price. Farm Pride 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 Pride autocorrelation shows the relationship between Farm Pride stock current value and its past values and can show if there is a momentum factor associated with investing in Farm Pride Foods.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Farm Stock Analysis
When running Farm Pride's price analysis, check to measure Farm Pride'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 Farm Pride is operating at the current time. Most of Farm Pride's value examination focuses on studying past and present price action to predict the probability of Farm Pride's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farm Pride's price. Additionally, you may evaluate how the addition of Farm Pride to your portfolios can decrease your overall portfolio volatility.