FEDERATED RETAIL HLDGS Market Value
| 314275AC2 | 90.15 1.15 1.29% |
| Symbol | FEDERATED |
FEDERATED '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 FEDERATED's bond 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 FEDERATED.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in FEDERATED on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding FEDERATED RETAIL HLDGS or generate 0.0% return on investment in FEDERATED over 30 days. FEDERATED is related to or competes with Chemours, Japan Tobacco, Sensient Technologies, Vita Coco, Balchem, Diageo PLC, and Constellation Brands. More
FEDERATED 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 FEDERATED's bond 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 FEDERATED RETAIL HLDGS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 27.87 | |||
| Value At Risk | (6.08) | |||
| Potential Upside | 5.86 |
FEDERATED Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FEDERATED's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FEDERATED's standard deviation. In reality, there are many statistical measures that can use FEDERATED historical prices to predict the future FEDERATED's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | (1.14) |
FEDERATED RETAIL HLDGS Backtested Returns
FEDERATED RETAIL HLDGS secures Sharpe Ratio (or Efficiency) of -0.0865, which denotes the bond had a -0.0865% return per unit of return volatility over the last 3 months. FEDERATED RETAIL HLDGS exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FEDERATED's mean deviation of 2.53, and Standard Deviation of 4.0 to check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, FEDERATED's returns are expected to increase less than the market. However, during the bear market, the loss of holding FEDERATED is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
FEDERATED RETAIL HLDGS has insignificant reverse predictability. Overlapping area represents the amount of predictability between FEDERATED time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 FEDERATED RETAIL HLDGS price movement. The serial correlation of -0.16 indicates that over 16.0% of current FEDERATED price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 11.26 |
FEDERATED RETAIL HLDGS lagged returns against current returns
Autocorrelation, which is FEDERATED bond'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 FEDERATED's bond expected returns. We can calculate the autocorrelation of FEDERATED returns to help us make a trade decision. For example, suppose you find that FEDERATED has exhibited high autocorrelation historically, and you observe that the bond 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 |
FEDERATED 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 FEDERATED bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FEDERATED bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FEDERATED bond over time.
Current vs Lagged Prices |
| Timeline |
FEDERATED Lagged Returns
When evaluating FEDERATED's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FEDERATED bond have on its future price. FEDERATED 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, FEDERATED autocorrelation shows the relationship between FEDERATED bond current value and its past values and can show if there is a momentum factor associated with investing in FEDERATED RETAIL HLDGS.
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 FEDERATED Bond
FEDERATED financial ratios help investors to determine whether FEDERATED Bond 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 FEDERATED with respect to the benefits of owning FEDERATED security.