First Commerce Bank Stock Market Value
| CMRB Stock | USD 6.20 0.01 0.16% |
| Symbol | First |
First Commerce '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 First Commerce's pink sheet 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 First Commerce.
| 07/23/2024 |
| 01/14/2026 |
If you would invest 0.00 in First Commerce on July 23, 2024 and sell it all today you would earn a total of 0.00 from holding First Commerce Bank or generate 0.0% return on investment in First Commerce over 540 days. First Commerce is related to or competes with United Bancshares, First Keystone, PSB Holdings, CommerceWest Bank, American Bank, Croghan Bancshares, and Dimeco. First Commerce Bank provides various banking products and services to small and medium-sized businesses, professional en... More
First Commerce 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 First Commerce's pink sheet 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 First Commerce Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.1843 | |||
| Maximum Drawdown | 9.69 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 2.92 |
First Commerce Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Commerce's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Commerce's standard deviation. In reality, there are many statistical measures that can use First Commerce historical prices to predict the future First Commerce's volatility.| Risk Adjusted Performance | 0.1898 | |||
| Jensen Alpha | 0.3609 | |||
| Total Risk Alpha | 0.1915 | |||
| Sortino Ratio | 0.2693 | |||
| Treynor Ratio | (4.52) |
First Commerce Bank Backtested Returns
First Commerce appears to be somewhat reliable, given 3 months investment horizon. First Commerce Bank secures Sharpe Ratio (or Efficiency) of 0.28, which denotes the company had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for First Commerce Bank, which you can use to evaluate the volatility of the firm. Please utilize First Commerce's Mean Deviation of 0.8741, standard deviation of 1.47, and Coefficient Of Variation of 404.6 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, First Commerce holds a performance score of 22. The firm shows a Beta (market volatility) of -0.0785, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning First Commerce are expected to decrease at a much lower rate. During the bear market, First Commerce is likely to outperform the market. Please check First Commerce's treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to make a quick decision on whether First Commerce's price patterns will revert.
Auto-correlation | -0.54 |
Good reverse predictability
First Commerce Bank has good reverse predictability. Overlapping area represents the amount of predictability between First Commerce time series from 23rd of July 2024 to 19th of April 2025 and 19th of April 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of First Commerce Bank price movement. The serial correlation of -0.54 indicates that about 54.0% of current First Commerce price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
First Commerce Bank lagged returns against current returns
Autocorrelation, which is First Commerce pink sheet'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 First Commerce's pink sheet expected returns. We can calculate the autocorrelation of First Commerce returns to help us make a trade decision. For example, suppose you find that First Commerce has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
First Commerce 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 First Commerce pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Commerce pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in First Commerce pink sheet over time.
Current vs Lagged Prices |
| Timeline |
First Commerce Lagged Returns
When evaluating First Commerce's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Commerce pink sheet have on its future price. First Commerce 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, First Commerce autocorrelation shows the relationship between First Commerce pink sheet current value and its past values and can show if there is a momentum factor associated with investing in First Commerce Bank.
Regressed Prices |
| Timeline |
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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 First Pink Sheet
First Commerce financial ratios help investors to determine whether First Pink Sheet 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 First with respect to the benefits of owning First Commerce security.