Farmer Bros Co Stock Market Value
| FARM Stock | USD 3.16 0.03 0.96% |
| Symbol | Farmer |
Farmer Bros Price To Book Ratio
Is Farmer Bros' 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 Farmer Bros. If investors know Farmer 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 Farmer Bros listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.14) | Revenue Per Share 16.889 | Quarterly Revenue Growth 0.006 | Return On Assets (0.06) | Return On Equity (0.35) |
The market value of Farmer Bros is measured differently than its book value, which is the value of Farmer that is recorded on the company's balance sheet. Investors also form their own opinion of Farmer Bros' value that differs from its market value or its book value, called intrinsic value, which is Farmer Bros' 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 Farmer Bros' market value can be influenced by many factors that don't directly affect Farmer Bros' 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 Farmer Bros' value and its price as these two are different measures arrived at by different means. Investors typically determine if Farmer Bros is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Farmer Bros' 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.
Farmer Bros '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 Farmer Bros' 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 Farmer Bros.
| 01/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Farmer Bros on January 26, 2024 and sell it all today you would earn a total of 0.00 from holding Farmer Bros Co or generate 0.0% return on investment in Farmer Bros over 90 days. Farmer Bros is related to or competes with Bridgford Foods, Seneca Foods, Lifeway Foods, J J, Aryzta AG, Coffee Holding, and Lancaster Colony. Co. engages in the roasting, wholesale, equipment servicing, and distribution of coffee, tea, and other allied products ... More
Farmer Bros 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 Farmer Bros' 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 Farmer Bros Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.89 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 25.8 | |||
| Value At Risk | (6.10) | |||
| Potential Upside | 6.53 |
Farmer Bros Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmer Bros' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmer Bros' standard deviation. In reality, there are many statistical measures that can use Farmer Bros historical prices to predict the future Farmer Bros' volatility.| Risk Adjusted Performance | 0.0132 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.55) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0165 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Farmer Bros' 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.
Farmer Bros Backtested Returns
Farmer Bros secures Sharpe Ratio (or Efficiency) of -0.0482, which denotes the company had a -0.0482% return per unit of risk over the last 3 months. Farmer Bros Co exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Farmer Bros' Downside Deviation of 3.89, mean deviation of 3.06, and Coefficient Of Variation of 13390.34 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.28, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Farmer Bros will likely underperform. Farmer Bros has an expected return of -0.19%. Please make sure to confirm Farmer Bros skewness, and the relationship between the value at risk and day median price , to decide if Farmer Bros performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Farmer Bros Co has insignificant reverse predictability. Overlapping area represents the amount of predictability between Farmer Bros time series from 26th of January 2024 to 11th of March 2024 and 11th of March 2024 to 25th 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 Farmer Bros price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Farmer Bros price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Farmer Bros lagged returns against current returns
Autocorrelation, which is Farmer Bros 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 Farmer Bros' stock expected returns. We can calculate the autocorrelation of Farmer Bros returns to help us make a trade decision. For example, suppose you find that Farmer Bros 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 |
Farmer Bros 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 Farmer Bros stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmer Bros stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmer Bros stock over time.
Current vs Lagged Prices |
| Timeline |
Farmer Bros Lagged Returns
When evaluating Farmer Bros' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmer Bros stock have on its future price. Farmer Bros 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, Farmer Bros autocorrelation shows the relationship between Farmer Bros stock current value and its past values and can show if there is a momentum factor associated with investing in Farmer Bros Co.
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 Farmer Bros 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, Farmer Bros' short interest history, or implied volatility extrapolated from Farmer Bros options trading.
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Complementary Tools for Farmer Stock analysis
When running Farmer Bros' price analysis, check to measure Farmer Bros' 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 Farmer Bros is operating at the current time. Most of Farmer Bros' value examination focuses on studying past and present price action to predict the probability of Farmer Bros' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farmer Bros' price. Additionally, you may evaluate how the addition of Farmer Bros to your portfolios can decrease your overall portfolio volatility.
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Farmer Bros 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.