The Farmers Bank Stock Market Value
| FBPA Stock | USD 22.42 0.02 0.09% |
| Symbol | Farmers |
Farmers Bank '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 Bank'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 Farmers Bank.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Farmers Bank on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding The Farmers Bank or generate 0.0% return on investment in Farmers Bank over 30 days. Farmers Bank is related to or competes with PSB Holdings, and United Overseas. The Farmers Bank of Appomattox provides personal and business banking products and services More
Farmers Bank 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 Bank'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 The Farmers Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.95 |
Farmers Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmers Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmers Bank's standard deviation. In reality, there are many statistical measures that can use Farmers Bank historical prices to predict the future Farmers Bank's volatility.| Risk Adjusted Performance | 0.0066 | |||
| Jensen Alpha | 0.0172 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0242 |
Farmers Bank Backtested Returns
At this point, Farmers Bank is very steady. Farmers Bank secures Sharpe Ratio (or Efficiency) of 0.0377, which denotes the company had a 0.0377% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The Farmers Bank, which you can use to evaluate the volatility of the firm. Please confirm Farmers Bank's Downside Deviation of 1.64, risk adjusted performance of 0.0066, and Semi Deviation of 0.7611 to check if the risk estimate we provide is consistent with the expected return of 0.0331%. Farmers Bank has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Farmers Bank are expected to decrease at a much lower rate. During the bear market, Farmers Bank is likely to outperform the market. Farmers Bank right now shows a risk of 0.88%. Please confirm Farmers Bank coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to decide if Farmers Bank will be following its price patterns.
Auto-correlation | 0.46 |
Average predictability
The Farmers Bank has average predictability. Overlapping area represents the amount of predictability between Farmers Bank time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. 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 Bank price movement. The serial correlation of 0.46 indicates that about 46.0% of current Farmers Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Farmers Bank lagged returns against current returns
Autocorrelation, which is Farmers Bank 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 Farmers Bank's otc stock expected returns. We can calculate the autocorrelation of Farmers Bank returns to help us make a trade decision. For example, suppose you find that Farmers Bank 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 |
Farmers Bank 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 Bank otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmers Bank otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmers Bank otc stock over time.
Current vs Lagged Prices |
| Timeline |
Farmers Bank Lagged Returns
When evaluating Farmers Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmers Bank otc stock have on its future price. Farmers Bank 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 Bank autocorrelation shows the relationship between Farmers Bank otc stock current value and its past values and can show if there is a momentum factor associated with investing in The Farmers Bank.
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 Farmers OTC Stock
Farmers Bank financial ratios help investors to determine whether Farmers 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 Farmers with respect to the benefits of owning Farmers Bank security.