Farmhouse Stock Market Value
| FMHS Stock | USD 0.07 0 4.70% |
| Symbol | Farmhouse |
Farmhouse '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 Farmhouse'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 Farmhouse.
| 10/27/2023 |
| 12/20/2024 |
If you would invest 0.00 in Farmhouse on October 27, 2023 and sell it all today you would earn a total of 0.00 from holding Farmhouse or generate 0.0% return on investment in Farmhouse over 420 days. Farmhouse is related to or competes with Phonex, and Greystone Logistics. Farmhouse, Inc. operates a platform for regulated cannabis industry More
Farmhouse 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 Farmhouse'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 Farmhouse upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 86.13 | |||
| Value At Risk | (15.79) | |||
| Potential Upside | 7.14 |
Farmhouse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmhouse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmhouse's standard deviation. In reality, there are many statistical measures that can use Farmhouse historical prices to predict the future Farmhouse's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (1.22) | |||
| Total Risk Alpha | (1.57) | |||
| Treynor Ratio | 2.19 |
Farmhouse Backtested Returns
Farmhouse secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11% return per unit of risk over the last 3 months. Farmhouse exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Farmhouse's Standard Deviation of 11.85, variance of 140.31, and Mean Deviation of 5.01 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.56, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Farmhouse are expected to decrease at a much lower rate. During the bear market, Farmhouse is likely to outperform the market. At this point, Farmhouse has a negative expected return of -1.32%. Please make sure to confirm Farmhouse's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Farmhouse performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.29 |
Weak reverse predictability
Farmhouse has weak reverse predictability. Overlapping area represents the amount of predictability between Farmhouse time series from 27th of October 2023 to 24th of May 2024 and 24th of May 2024 to 20th 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 Farmhouse price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Farmhouse price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Farmhouse lagged returns against current returns
Autocorrelation, which is Farmhouse 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 Farmhouse's otc stock expected returns. We can calculate the autocorrelation of Farmhouse returns to help us make a trade decision. For example, suppose you find that Farmhouse 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 |
Farmhouse 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 Farmhouse otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmhouse otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmhouse otc stock over time.
Current vs Lagged Prices |
| Timeline |
Farmhouse Lagged Returns
When evaluating Farmhouse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmhouse otc stock have on its future price. Farmhouse 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, Farmhouse autocorrelation shows the relationship between Farmhouse otc stock current value and its past values and can show if there is a momentum factor associated with investing in Farmhouse.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Farmhouse OTC Stock Analysis
When running Farmhouse's price analysis, check to measure Farmhouse'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 Farmhouse is operating at the current time. Most of Farmhouse's value examination focuses on studying past and present price action to predict the probability of Farmhouse's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farmhouse's price. Additionally, you may evaluate how the addition of Farmhouse to your portfolios can decrease your overall portfolio volatility.