Fbc Hldg Stock Market Value
| FBCD Stock | USD 0.0001 0.00 0.00% |
| Symbol | Fbc |
Fbc Hldg '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 Fbc Hldg'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 Fbc Hldg.
| 09/24/2024 |
| 01/22/2025 |
If you would invest 0.00 in Fbc Hldg on September 24, 2024 and sell it all today you would earn a total of 0.00 from holding Fbc Hldg or generate 0.0% return on investment in Fbc Hldg over 120 days. Fbc Hldg is related to or competes with Cato, Zumiez, Buckle, Citi Trends, JJill, Tillys, and Duluth Holdings. FBC Holding, Inc. markets and sells streetwear clothing, headwear, and accessories for high school students in the Unite... More
Fbc Hldg 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 Fbc Hldg'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 Fbc Hldg upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0756 | |||
| Maximum Drawdown | 150.0 |
Fbc Hldg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fbc Hldg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fbc Hldg's standard deviation. In reality, there are many statistical measures that can use Fbc Hldg historical prices to predict the future Fbc Hldg's volatility.| Risk Adjusted Performance | 0.075 | |||
| Jensen Alpha | 1.53 | |||
| Total Risk Alpha | 0.8916 | |||
| Treynor Ratio | (1.89) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fbc Hldg'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.
Fbc Hldg Backtested Returns
Fbc Hldg is out of control given 3 months investment horizon. Fbc Hldg secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18 % return per unit of standard deviation over the last 3 months. We were able to break down sixteen different technical indicators, which can help you to evaluate if expected returns of 32.79% are justified by taking the suggested risk. Use Fbc Hldg Mean Deviation of 5.97, standard deviation of 19.55, and Coefficient Of Variation of 1290.44 to evaluate company specific risk that cannot be diversified away. Fbc Hldg holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.8, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fbc Hldg are expected to decrease at a much lower rate. During the bear market, Fbc Hldg is likely to outperform the market. Use Fbc Hldg treynor ratio, rate of daily change, and the relationship between the variance and skewness , to analyze future returns on Fbc Hldg.
Auto-correlation | 0.25 |
Poor predictability
Fbc Hldg has poor predictability. Overlapping area represents the amount of predictability between Fbc Hldg time series from 24th of September 2024 to 23rd of November 2024 and 23rd of November 2024 to 22nd of January 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 Fbc Hldg price movement. The serial correlation of 0.25 indicates that over 25.0% of current Fbc Hldg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fbc Hldg lagged returns against current returns
Autocorrelation, which is Fbc Hldg 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 Fbc Hldg's pink sheet expected returns. We can calculate the autocorrelation of Fbc Hldg returns to help us make a trade decision. For example, suppose you find that Fbc Hldg 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 |
Fbc Hldg 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 Fbc Hldg pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fbc Hldg pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fbc Hldg pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fbc Hldg Lagged Returns
When evaluating Fbc Hldg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fbc Hldg pink sheet have on its future price. Fbc Hldg 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, Fbc Hldg autocorrelation shows the relationship between Fbc Hldg pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fbc Hldg.
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 Fbc Pink Sheet
Fbc Hldg financial ratios help investors to determine whether Fbc 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 Fbc with respect to the benefits of owning Fbc Hldg security.