Federated Investors B Stock Market Value
| FHI Stock | USD 42.75 0.09 0.21% |
| Symbol | Federated |
Federated Investors Price To Book Ratio
Is Asset Management & Custody 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 Federated Investors. If investors know Federated 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 Federated Investors 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 0.237 | Dividend Share 1.18 | Earnings Share 3.16 | Revenue Per Share 19.903 | Quarterly Revenue Growth 0.014 |
The market value of Federated Investors is measured differently than its book value, which is the value of Federated that is recorded on the company's balance sheet. Investors also form their own opinion of Federated Investors' value that differs from its market value or its book value, called intrinsic value, which is Federated Investors' 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 Federated Investors' market value can be influenced by many factors that don't directly affect Federated Investors' 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 Federated Investors' value and its price as these two are different measures arrived at by different means. Investors typically determine if Federated Investors is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federated Investors' 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.
Federated Investors '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 Investors' 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 Federated Investors.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in Federated Investors on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Investors B or generate 0.0% return on investment in Federated Investors over 90 days. Federated Investors is related to or competes with Federated Premier, Blackrock Muniyield, Diamond Hill, NXG NextGen, Blackrock Muni, Blackrock Muniyield, and Blackrock Muniyield. Federated Hermes, Inc. is a publicly owned asset management holding company More
Federated Investors 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 Investors' 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 Federated Investors B upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9927 | |||
| Information Ratio | 0.1938 | |||
| Maximum Drawdown | 5.65 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 2.04 |
Federated Investors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Investors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Investors' standard deviation. In reality, there are many statistical measures that can use Federated Investors historical prices to predict the future Federated Investors' volatility.| Risk Adjusted Performance | 0.2389 | |||
| Jensen Alpha | 0.2526 | |||
| Total Risk Alpha | 0.1601 | |||
| Sortino Ratio | 0.2359 | |||
| Treynor Ratio | 0.4228 |
Federated Investors Backtested Returns
Federated Investors appears to be very steady, given 3 months investment horizon. Federated Investors secures Sharpe Ratio (or Efficiency) of 0.28, which denotes the company had a 0.28% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Federated Investors B, which you can use to evaluate the volatility of the firm. Please utilize Federated Investors' Downside Deviation of 0.9927, mean deviation of 0.9676, and Coefficient Of Variation of 325.0 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Federated Investors holds a performance score of 22. The firm shows a Beta (market volatility) of 0.86, which means possible diversification benefits within a given portfolio. Federated Investors returns are very sensitive to returns on the market. As the market goes up or down, Federated Investors is expected to follow. Please check Federated Investors' potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Federated Investors' price patterns will revert.
Auto-correlation | 0.88 |
Very good predictability
Federated Investors B has very good predictability. Overlapping area represents the amount of predictability between Federated Investors time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th of November 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 Investors price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Federated Investors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 2.88 |
Federated Investors lagged returns against current returns
Autocorrelation, which is Federated Investors 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 Federated Investors' stock expected returns. We can calculate the autocorrelation of Federated Investors returns to help us make a trade decision. For example, suppose you find that Federated Investors 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 |
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Federated Investors 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 Investors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Investors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federated Investors stock over time.
Current vs Lagged Prices |
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Federated Investors Lagged Returns
When evaluating Federated Investors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Investors stock have on its future price. Federated Investors 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 Investors autocorrelation shows the relationship between Federated Investors stock current value and its past values and can show if there is a momentum factor associated with investing in Federated Investors B.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Federated Investors offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Federated Investors' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Federated Investors B Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Federated Investors B Stock:Check out Federated Investors Correlation, Federated Investors Volatility and Federated Investors Alpha and Beta module to complement your research on Federated Investors. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Federated Investors 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.