Farfetch Stock Market Value

FTCH -  USA Stock  

USD 33.85  0.22  0.65%

Farfetch's market value is the price at which a share of Farfetch stock trades on a public exchange. It measures the collective expectations of Farfetch Ltd Cl investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Farfetch Ltd Cl and determine expected loss or profit from investing in Farfetch over a given investment horizon. Please check Farfetch Hype Analysis, Farfetch Correlation, Farfetch Valuation, Farfetch Volatility, as well as analyze Farfetch Alpha and Beta and Farfetch Performance.
Symbol
Backtest


Is Farfetch'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 Farfetch. If investors know Farfetch 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 Farfetch listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Farfetch Ltd Cl is measured differently than its book value, which is the value of Farfetch that is recorded on the company's balance sheet. Investors also form their own opinion of Farfetch's value that differs from its market value or its book value, called intrinsic value, which is Farfetch'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 Farfetch's market value can be influenced by many factors that don't directly affect Farfetch'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 Farfetch's value and its price as these two are different measures arrived at by different means. Investors typically determine Farfetch value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Farfetch'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.

Farfetch '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 Farfetch'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 Farfetch.
0.00
01/09/2021
No Change 0.00  0.0 
In 10 months and 26 days
12/05/2021
0.00
If you would invest  0.00  in Farfetch on January 9, 2021 and sell it all today you would earn a total of 0.00 from holding Farfetch Ltd Cl or generate 0.0% return on investment in Farfetch over 330 days. Farfetch is related to or competes with Imedia Brands, 1847 Goedeker, Chewy, Lightinthebox Holding, Carvana Co, and Blue Apron. Farfetch Limited, through its subsidiary, Farfetch.com Limited, provides an online marketplace for luxury fashion goods ...

Farfetch 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 Farfetch'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 Farfetch Ltd Cl upside and downside potential and time the market with a certain degree of confidence.

Farfetch Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Farfetch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farfetch's standard deviation. In reality, there are many statistical measures that can use Farfetch historical prices to predict the future Farfetch's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Farfetch'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. Please use the tools below to analyze the current value of Farfetch in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
29.3333.7038.07
Details
Intrinsic
Valuation
LowReal ValueHigh
30.6639.5843.95
Details
Naive
Forecast
LowNext ValueHigh
26.7531.1235.50
Details
9 Analysts
Consensus
LowTarget PriceHigh
38.0056.1077.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Farfetch. Your research has to be compared to or analyzed against Farfetch's peers to derive any actionable benefits. When done correctly, Farfetch's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Farfetch Ltd Cl.

Farfetch Ltd Cl Backtested Returns

Farfetch appears to be very steady, given 24 months investment horizon. Farfetch Ltd Cl secures Sharpe Ratio (or Efficiency) of 0.0793, which denotes the company had 0.0793% of return per unit of risk over the last 24 months. Our standpoint towards predicting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Farfetch Ltd Cl, which you can use to evaluate the future volatility of the firm. Please utilize Farfetch's Mean Deviation of 3.06, coefficient of variation of 1248.44, and Downside Deviation of 3.97 to check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Farfetch holds a performance score of 5. The firm shows a Beta (market volatility) of 0.9991, which means possible diversification benefits within a given portfolio. Let's try to break down what Farfetch's beta means in this case. Farfetch returns are very sensitive to returns on the market. As the market goes up or down, Farfetch is expected to follow. Although it is vital to follow Farfetch Ltd Cl historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing Farfetch Ltd Cl technical indicators, you can presently evaluate if the expected return of 0.34% will be sustainable into the future. Please utilizes Farfetch Ltd Cl semi variance, and the relationship between the maximum drawdown and accumulation distribution to make a quick decision on whether Farfetch price patterns will revert.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.69   

Good predictability

Farfetch Ltd Cl has good predictability. Overlapping area represents the amount of predictability between Farfetch time series from 9th of January 2021 to 23rd of June 2021 and 23rd of June 2021 to 5th of December 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Farfetch Ltd Cl price movement. The serial correlation of 0.69 indicates that around 69.0% of current Farfetch price fluctuation can be explain by its past prices.
Correlation Coefficient0.69
Spearman Rank Test0.66
Residual Average0.0
Price Variance24.55

Farfetch Ltd Cl lagged returns against current returns

Autocorrelation, which is Farfetch 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 Farfetch's stock expected returns. We can calculate the autocorrelation of Farfetch returns to help us make a trade decision. For example, suppose you find that Farfetch stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Farfetch 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 Farfetch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farfetch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farfetch stock over time.
 Current vs Lagged Prices 
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      Timeline 

Farfetch Lagged Returns

When evaluating Farfetch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farfetch stock have on its future price. Farfetch 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, Farfetch autocorrelation shows the relationship between Farfetch stock current value and its past values and can show if there is a momentum factor associated with investing in Farfetch Ltd Cl.
 Regressed Prices 
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      Timeline 

Farfetch Investors Sentiment

The influence of Farfetch's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Farfetch. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Farfetch Implied Volatility

    
  67.47  
Farfetch's implied volatility exposes the market's sentiment of Farfetch Ltd Cl stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Farfetch's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Farfetch stock will not fluctuate a lot when Farfetch's options are near their expiration.
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 Farfetch 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, Farfetch's short interest history, or implied volatility extrapolated from Farfetch options trading.

Current Sentiment - FTCH

Farfetch Ltd Cl Investor Sentiment

Most of Macroaxis portfolio users are currently bearish on Farfetch Ltd Cl. What is your opinion about investing in Farfetch Ltd Cl? Are you bullish or bearish?
Bullish
Bearish
3% Bullish
97% Bearish
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Please check Farfetch Hype Analysis, Farfetch Correlation, Farfetch Valuation, Farfetch Volatility, as well as analyze Farfetch Alpha and Beta and Farfetch Performance. Note that the Farfetch Ltd Cl information on this page should be used as a complementary analysis to other Farfetch's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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When running Farfetch Ltd Cl price analysis, check to measure Farfetch'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 Farfetch is operating at the current time. Most of Farfetch's value examination focuses on studying past and present price action to predict the probability of Farfetch's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Farfetch's price. Additionally, you may evaluate how the addition of Farfetch to your portfolios can decrease your overall portfolio volatility.
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Farfetch 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.
A focus of Farfetch technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Farfetch trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...