Flowers Foods (Germany) Market Value
| FWF Stock | EUR 20.20 0.20 0.98% |
| Symbol | Flowers |
Flowers Foods '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 Flowers Foods' 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 Flowers Foods.
| 06/17/2024 |
| 12/14/2024 |
If you would invest 0.00 in Flowers Foods on June 17, 2024 and sell it all today you would earn a total of 0.00 from holding Flowers Foods or generate 0.0% return on investment in Flowers Foods over 180 days. Flowers Foods is related to or competes with Hormel Foods, Superior Plus, SIVERS SEMICONDUCTORS, NorAm Drilling, Norsk Hydro, Reliance Steel, and RYOHIN UNSPADR1. Flowers Foods, Inc. produces and markets bakery products in the United States More
Flowers Foods 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 Flowers Foods' 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 Flowers Foods upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 1.95 |
Flowers Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flowers Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flowers Foods' standard deviation. In reality, there are many statistical measures that can use Flowers Foods historical prices to predict the future Flowers Foods' volatility.| Risk Adjusted Performance | 0.0101 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 1.0E-4 |
Flowers Foods Backtested Returns
Flowers Foods secures Sharpe Ratio (or Efficiency) of -0.0038, which denotes the company had a -0.0038% return per unit of risk over the last 3 months. Flowers Foods exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Flowers Foods' Downside Deviation of 1.38, mean deviation of 0.9974, and Coefficient Of Variation of 12535.35 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.81, which means possible diversification benefits within a given portfolio. As returns on the market increase, Flowers Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Flowers Foods is expected to be smaller as well. At this point, Flowers Foods has a negative expected return of -0.0049%. Please make sure to confirm Flowers Foods' jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if Flowers Foods performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Flowers Foods has poor predictability. Overlapping area represents the amount of predictability between Flowers Foods time series from 17th of June 2024 to 15th of September 2024 and 15th of September 2024 to 14th 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 Flowers Foods price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Flowers Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Flowers Foods lagged returns against current returns
Autocorrelation, which is Flowers Foods 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 Flowers Foods' stock expected returns. We can calculate the autocorrelation of Flowers Foods returns to help us make a trade decision. For example, suppose you find that Flowers Foods 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 |
Flowers Foods 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 Flowers Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flowers Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flowers Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Flowers Foods Lagged Returns
When evaluating Flowers Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flowers Foods stock have on its future price. Flowers Foods 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, Flowers Foods autocorrelation shows the relationship between Flowers Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Flowers Foods.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Flowers Stock
When determining whether Flowers Foods offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Flowers Foods' 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 Flowers Foods Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Flowers Foods Stock:Check out Flowers Foods Correlation, Flowers Foods Volatility and Flowers Foods Alpha and Beta module to complement your research on Flowers Foods. For more detail on how to invest in Flowers Stock please use our How to Invest in Flowers Foods guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Flowers Foods 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.