Farmmi Inc Stock Market Value
| FAMI Stock | USD 0.83 0.01 1.22% |
| Symbol | Farmmi |
Farmmi Inc Price To Book Ratio
Is Farmmi's industry 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 Farmmi. If investors know Farmmi 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 Farmmi 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 (0.91) | Earnings Share 2.4 | Revenue Per Share 30.413 | Quarterly Revenue Growth (0.13) | Return On Assets 0.0075 |
The market value of Farmmi Inc is measured differently than its book value, which is the value of Farmmi that is recorded on the company's balance sheet. Investors also form their own opinion of Farmmi's value that differs from its market value or its book value, called intrinsic value, which is Farmmi's 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 Farmmi's market value can be influenced by many factors that don't directly affect Farmmi's 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 Farmmi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Farmmi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Farmmi's 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.
Farmmi '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 Farmmi's 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 Farmmi.
| 02/24/2024 |
| 04/24/2024 |
If you would invest 0.00 in Farmmi on February 24, 2024 and sell it all today you would earn a total of 0.00 from holding Farmmi Inc or generate 0.0% return on investment in Farmmi over 60 days. Farmmi is related to or competes with ConAgra Foods, and McCormick Company. Farmmi, Inc., together with its subsidiaries, processes and sells agricultural products in China, the United States, Jap... More
Farmmi 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 Farmmi's 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 Farmmi Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 23.92 | |||
| Value At Risk | (7.56) | |||
| Potential Upside | 7.55 |
Farmmi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmmi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmmi's standard deviation. In reality, there are many statistical measures that can use Farmmi historical prices to predict the future Farmmi's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | (0.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Farmmi's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Farmmi Inc Backtested Returns
Farmmi Inc secures Sharpe Ratio (or Efficiency) of -0.0905, which denotes the company had a -0.0905% return per unit of risk over the last 3 months. Farmmi Inc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Farmmi's Standard Deviation of 4.22, variance of 17.85, and Mean Deviation of 3.03 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.48, which means possible diversification benefits within a given portfolio. As returns on the market increase, Farmmi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Farmmi is expected to be smaller as well. Farmmi Inc has an expected return of -0.39%. Please make sure to confirm Farmmi Inc skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Farmmi Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.03 |
Virtually no predictability
Farmmi Inc has virtually no predictability. Overlapping area represents the amount of predictability between Farmmi time series from 24th of February 2024 to 25th of March 2024 and 25th of March 2024 to 24th of April 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 Farmmi Inc price movement. The serial correlation of 0.03 indicates that only 3.0% of current Farmmi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Farmmi Inc lagged returns against current returns
Autocorrelation, which is Farmmi 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 Farmmi's stock expected returns. We can calculate the autocorrelation of Farmmi returns to help us make a trade decision. For example, suppose you find that Farmmi 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 |
Farmmi 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 Farmmi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmmi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmmi stock over time.
Current vs Lagged Prices |
| Timeline |
Farmmi Lagged Returns
When evaluating Farmmi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmmi stock have on its future price. Farmmi 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, Farmmi autocorrelation shows the relationship between Farmmi stock current value and its past values and can show if there is a momentum factor associated with investing in Farmmi Inc.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Farmmi in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Farmmi's short interest history, or implied volatility extrapolated from Farmmi options trading.
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Try AI Portfolio ArchitectCheck out Farmmi Correlation, Farmmi Volatility and Farmmi Alpha and Beta module to complement your research on Farmmi. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Complementary Tools for Farmmi Stock analysis
When running Farmmi's price analysis, check to measure Farmmi'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 Farmmi is operating at the current time. Most of Farmmi's value examination focuses on studying past and present price action to predict the probability of Farmmi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farmmi's price. Additionally, you may evaluate how the addition of Farmmi to your portfolios can decrease your overall portfolio volatility.
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Farmmi 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.