Focus Home's market value is the price at which a share of Focus Home trades on a public exchange. It measures the collective expectations of Focus Home Interactive investors about its performance. Focus Home is trading at 22.70 as of the 28th of July 2025. This is a 2.37% down since the beginning of the trading day. The stock's lowest day price was 22.7. With this module, you can estimate the performance of a buy and hold strategy of Focus Home Interactive and determine expected loss or profit from investing in Focus Home over a given investment horizon. Check out Focus Home Correlation, Focus Home Volatility and Focus Home Alpha and Beta module to complement your research on Focus Home.
Please note, there is a significant difference between Focus Home's value and its price as these two are different measures arrived at by different means. Investors typically determine if Focus Home is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Focus Home'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.
Focus Home '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 Focus Home'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 Focus Home.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Focus Home'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 Focus Home Interactive upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Focus Home's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Focus Home's standard deviation. In reality, there are many statistical measures that can use Focus Home historical prices to predict the future Focus Home's volatility.
Focus Home appears to be not too volatile, given 3 months investment horizon. Focus Home Interactive secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the company had a 0.19 % return per unit of standard deviation over the last 3 months. By reviewing Focus Home's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please utilize Focus Home's Semi Deviation of 2.27, downside deviation of 2.8, and Mean Deviation of 2.35 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Focus Home holds a performance score of 15. 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, Focus Home's returns are expected to increase less than the market. However, during the bear market, the loss of holding Focus Home is expected to be smaller as well. Please check Focus Home's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Focus Home's price patterns will revert.
Auto-correlation
0.62
Good predictability
Focus Home Interactive has good predictability. Overlapping area represents the amount of predictability between Focus Home time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Focus Home Interactive price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Focus Home price fluctuation can be explain by its past prices.
Correlation Coefficient
0.62
Spearman Rank Test
0.68
Residual Average
0.0
Price Variance
3.71
Focus Home Interactive lagged returns against current returns
Autocorrelation, which is Focus Home 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 Focus Home's stock expected returns. We can calculate the autocorrelation of Focus Home returns to help us make a trade decision. For example, suppose you find that Focus Home 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
Focus Home 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 Focus Home stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Focus Home stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Focus Home stock over time.
Current vs Lagged Prices
Timeline
Focus Home Lagged Returns
When evaluating Focus Home's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Focus Home stock have on its future price. Focus Home 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, Focus Home autocorrelation shows the relationship between Focus Home stock current value and its past values and can show if there is a momentum factor associated with investing in Focus Home Interactive.
Focus Home financial ratios help investors to determine whether Focus Stock 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 Focus with respect to the benefits of owning Focus Home security.