FLOWERS FOODS INC Market Value
| 343498AB7 | 93.74 4.01 4.10% |
| Symbol | FLOWERS |
FLOWERS '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'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 FLOWERS.
| 12/26/2022 |
| 12/15/2024 |
If you would invest 0.00 in FLOWERS on December 26, 2022 and sell it all today you would earn a total of 0.00 from holding FLOWERS FOODS INC or generate 0.0% return on investment in FLOWERS over 720 days. FLOWERS is related to or competes with Sun Life, Hf Foods, LGI Homes, Tyson Foods, JBG SMITH, and Aegon NV. More
FLOWERS 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'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 FLOWERS FOODS INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 0.6668 |
FLOWERS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FLOWERS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FLOWERS's standard deviation. In reality, there are many statistical measures that can use FLOWERS historical prices to predict the future FLOWERS's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.99) |
FLOWERS FOODS INC Backtested Returns
FLOWERS FOODS INC secures Sharpe Ratio (or Efficiency) of -0.15, which denotes the bond had a -0.15% return per unit of risk over the last 3 months. FLOWERS FOODS INC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FLOWERS's Coefficient Of Variation of (1,560), standard deviation of 0.7846, and Mean Deviation of 0.4378 to check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0609, which means not very significant fluctuations relative to the market. As returns on the market increase, FLOWERS's returns are expected to increase less than the market. However, during the bear market, the loss of holding FLOWERS is expected to be smaller as well.
Auto-correlation | -0.43 |
Modest reverse predictability
FLOWERS FOODS INC has modest reverse predictability. Overlapping area represents the amount of predictability between FLOWERS time series from 26th of December 2022 to 21st of December 2023 and 21st of December 2023 to 15th 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 INC price movement. The serial correlation of -0.43 indicates that just about 43.0% of current FLOWERS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.96 |
FLOWERS FOODS INC lagged returns against current returns
Autocorrelation, which is FLOWERS 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 FLOWERS's bond expected returns. We can calculate the autocorrelation of FLOWERS returns to help us make a trade decision. For example, suppose you find that FLOWERS 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 |
FLOWERS 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FLOWERS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FLOWERS bond over time.
Current vs Lagged Prices |
| Timeline |
FLOWERS Lagged Returns
When evaluating FLOWERS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FLOWERS bond have on its future price. FLOWERS 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 autocorrelation shows the relationship between FLOWERS bond current value and its past values and can show if there is a momentum factor associated with investing in FLOWERS FOODS INC.
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 FLOWERS Bond
FLOWERS financial ratios help investors to determine whether FLOWERS 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 FLOWERS with respect to the benefits of owning FLOWERS security.