California First National Stock Market Value
| CFNB Stock | USD 22.10 0.90 3.91% |
| Symbol | California |
California First '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 California First's otc 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 California First.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in California First on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding California First National or generate 0.0% return on investment in California First over 30 days. California First is related to or competes with First Northern, Malaga Financial, City Of, Pacific Current, Premier Miton, TISCO Financial, and Exchange Bank. California First Leasing Corporation provides loans and lease financing for universities, businesses, and other commerci... More
California First 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 California First's otc 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 California First National upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.0822 | |||
| Maximum Drawdown | 6.74 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 2.51 |
California First Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for California First's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as California First's standard deviation. In reality, there are many statistical measures that can use California First historical prices to predict the future California First's volatility.| Risk Adjusted Performance | 0.113 | |||
| Jensen Alpha | 0.1544 | |||
| Total Risk Alpha | 0.051 | |||
| Sortino Ratio | 0.0474 | |||
| Treynor Ratio | 1.93 |
California First National Backtested Returns
At this point, California First is very steady. California First National secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for California First National, which you can use to evaluate the volatility of the firm. Please confirm California First's Mean Deviation of 0.5924, risk adjusted performance of 0.113, and Downside Deviation of 1.9 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. California First has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0829, which signifies not very significant fluctuations relative to the market. As returns on the market increase, California First's returns are expected to increase less than the market. However, during the bear market, the loss of holding California First is expected to be smaller as well. California First National right now shows a risk of 1.33%. Please confirm California First National potential upside, daily balance of power, and the relationship between the treynor ratio and expected short fall , to decide if California First National will be following its price patterns.
Auto-correlation | -0.08 |
Very weak reverse predictability
California First National has very weak reverse predictability. Overlapping area represents the amount of predictability between California First time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 California First National price movement. The serial correlation of -0.08 indicates that barely 8.0% of current California First price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
California First National lagged returns against current returns
Autocorrelation, which is California First otc 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 California First's otc stock expected returns. We can calculate the autocorrelation of California First returns to help us make a trade decision. For example, suppose you find that California First has exhibited high autocorrelation historically, and you observe that the otc 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 |
California First 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 California First otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if California First otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in California First otc stock over time.
Current vs Lagged Prices |
| Timeline |
California First Lagged Returns
When evaluating California First's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of California First otc stock have on its future price. California First 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, California First autocorrelation shows the relationship between California First otc stock current value and its past values and can show if there is a momentum factor associated with investing in California First National.
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 California OTC Stock
California First financial ratios help investors to determine whether California OTC 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 California with respect to the benefits of owning California First security.