Farmers Bancorp Stock Market Value
| FABP Stock | USD 37.00 0.12 0.33% |
| Symbol | Farmers |
Farmers Bancorp '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 Farmers Bancorp'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 Farmers Bancorp.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Farmers Bancorp on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Farmers Bancorp or generate 0.0% return on investment in Farmers Bancorp over 30 days. Farmers Bancorp is related to or competes with First Farmers, Farmers Merchants, Lakeland Financial, Eagle Financial, FFW, Alpine Banks, and Community West. Farmers Bancorp operates as the holding company of The Farmers Bank that provides a range of banking products and servic... More
Farmers Bancorp 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 Farmers Bancorp'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 Farmers Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.16 | |||
| Information Ratio | 0.1244 | |||
| Maximum Drawdown | 13.28 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 2.71 |
Farmers Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmers Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmers Bancorp's standard deviation. In reality, there are many statistical measures that can use Farmers Bancorp historical prices to predict the future Farmers Bancorp's volatility.| Risk Adjusted Performance | 0.1036 | |||
| Jensen Alpha | 0.2072 | |||
| Total Risk Alpha | 0.1983 | |||
| Sortino Ratio | 0.0946 | |||
| Treynor Ratio | 0.4795 |
Farmers Bancorp Backtested Returns
Farmers Bancorp appears to be very steady, given 3 months investment horizon. Farmers Bancorp secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Farmers Bancorp, which you can use to evaluate the volatility of the firm. Please utilize Farmers Bancorp's Mean Deviation of 0.9563, downside deviation of 2.16, and Coefficient Of Variation of 749.11 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Farmers Bancorp holds a performance score of 8. The firm shows a Beta (market volatility) of 0.44, which means possible diversification benefits within a given portfolio. As returns on the market increase, Farmers Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Farmers Bancorp is expected to be smaller as well. Please check Farmers Bancorp's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Farmers Bancorp's price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
Farmers Bancorp has below average predictability. Overlapping area represents the amount of predictability between Farmers Bancorp time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Farmers Bancorp price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Farmers Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Farmers Bancorp lagged returns against current returns
Autocorrelation, which is Farmers Bancorp 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 Farmers Bancorp's pink sheet expected returns. We can calculate the autocorrelation of Farmers Bancorp returns to help us make a trade decision. For example, suppose you find that Farmers Bancorp 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 |
Farmers Bancorp 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 Farmers Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmers Bancorp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmers Bancorp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Farmers Bancorp Lagged Returns
When evaluating Farmers Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmers Bancorp pink sheet have on its future price. Farmers Bancorp 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, Farmers Bancorp autocorrelation shows the relationship between Farmers Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Farmers Bancorp.
Regressed Prices |
| Timeline |
Additional Tools for Farmers Pink Sheet Analysis
When running Farmers Bancorp's price analysis, check to measure Farmers Bancorp'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 Farmers Bancorp is operating at the current time. Most of Farmers Bancorp's value examination focuses on studying past and present price action to predict the probability of Farmers Bancorp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farmers Bancorp's price. Additionally, you may evaluate how the addition of Farmers Bancorp to your portfolios can decrease your overall portfolio volatility.