Farmers And Merchants Stock Market Value
| FMBL Stock | USD 5,722 57.25 0.99% |
| Symbol | Farmers |
Farmers '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' 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 Farmers.
| 06/07/2024 |
| 12/04/2024 |
If you would invest 0.00 in Farmers on June 7, 2024 and sell it all today you would earn a total of 0.00 from holding Farmers And Merchants or generate 0.0% return on investment in Farmers over 180 days. Farmers is related to or competes with Western Asset, Invesco Trust, Logan Ridge, Invesco Advantage, Invesco Municipal, Rand Capital, and Noah Holdings. Farmers Merchants Bank of Long Beach provides various banking products and services to individuals, professionals, and s... More
Farmers 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' 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 Farmers And Merchants upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7876 | |||
| Information Ratio | 0.1501 | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.36 |
Farmers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmers' standard deviation. In reality, there are many statistical measures that can use Farmers historical prices to predict the future Farmers' volatility.| Risk Adjusted Performance | 0.2363 | |||
| Jensen Alpha | 0.1913 | |||
| Total Risk Alpha | 0.1137 | |||
| Sortino Ratio | 0.1344 | |||
| Treynor Ratio | 1.21 |
Farmers And Merchants Backtested Returns
Farmers appears to be very steady, given 3 months investment horizon. Farmers And Merchants secures Sharpe Ratio (or Efficiency) of 0.32, which denotes the company had a 0.32% return per unit of risk over the last 3 months. We have found thirty technical indicators for Farmers And Merchants, which you can use to evaluate the volatility of the firm. Please utilize Farmers' Mean Deviation of 0.5183, coefficient of variation of 321.76, and Downside Deviation of 0.7876 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Farmers holds a performance score of 25. The firm shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, Farmers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Farmers is expected to be smaller as well. Please check Farmers' 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' price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Farmers And Merchants has good predictability. Overlapping area represents the amount of predictability between Farmers time series from 7th of June 2024 to 5th of September 2024 and 5th of September 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 Farmers And Merchants price movement. The serial correlation of 0.79 indicates that around 79.0% of current Farmers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 46.7 K |
Farmers And Merchants lagged returns against current returns
Autocorrelation, which is Farmers 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 Farmers' otc stock expected returns. We can calculate the autocorrelation of Farmers returns to help us make a trade decision. For example, suppose you find that Farmers 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 |
Farmers 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmers otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmers otc stock over time.
Current vs Lagged Prices |
| Timeline |
Farmers Lagged Returns
When evaluating Farmers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmers otc stock have on its future price. Farmers 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 autocorrelation shows the relationship between Farmers otc stock current value and its past values and can show if there is a momentum factor associated with investing in Farmers And Merchants.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Farmers OTC Stock
Farmers financial ratios help investors to determine whether Farmers OTC Stock 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 Farmers with respect to the benefits of owning Farmers security.