First Bancorp Of Stock Market Value
| FBPI Stock | USD 12.00 0.13 1.07% |
| Symbol | First |
First 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 First 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 First Bancorp.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in First Bancorp on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding First Bancorp of or generate 0.0% return on investment in First Bancorp over 360 days. First Bancorp is related to or competes with Crazy Woman, Logansport Financial, First Bancshares, Seneca Financial, MCNB Banks, WVS Financial, and CBC Holding. First Bancorp of Indiana, Inc. operates as the bank holding company for First Federal Savings Bank that provides various... More
First 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 First 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 First Bancorp of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.1092 | |||
| Maximum Drawdown | 5.19 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.41 |
First Bancorp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Bancorp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Bancorp's standard deviation. In reality, there are many statistical measures that can use First Bancorp historical prices to predict the future First Bancorp's volatility.| Risk Adjusted Performance | 0.1472 | |||
| Jensen Alpha | 0.1409 | |||
| Total Risk Alpha | 0.0815 | |||
| Sortino Ratio | 0.08 | |||
| Treynor Ratio | 0.8147 |
First Bancorp Backtested Returns
First Bancorp is very steady at the moment. First Bancorp secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Bancorp of, which you can use to evaluate the volatility of the firm. Please confirm First Bancorp's Coefficient Of Variation of 499.31, mean deviation of 0.489, and Downside Deviation of 1.11 to check if the risk estimate we provide is consistent with the expected return of 0.11%. First Bancorp has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, First Bancorp's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Bancorp is expected to be smaller as well. First Bancorp right now shows a risk of 0.74%. Please confirm First Bancorp semi variance, and the relationship between the maximum drawdown and daily balance of power , to decide if First Bancorp will be following its price patterns.
Auto-correlation | -0.29 |
Weak reverse predictability
First Bancorp of has weak reverse predictability. Overlapping area represents the amount of predictability between First Bancorp time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th 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 Bancorp price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current First Bancorp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
First Bancorp lagged returns against current returns
Autocorrelation, which is First 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 First Bancorp's pink sheet expected returns. We can calculate the autocorrelation of First Bancorp returns to help us make a trade decision. For example, suppose you find that First 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 |
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First 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 First Bancorp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First 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 First Bancorp pink sheet over time.
Current vs Lagged Prices |
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First Bancorp Lagged Returns
When evaluating First Bancorp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Bancorp pink sheet have on its future price. First 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, First Bancorp autocorrelation shows the relationship between First Bancorp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in First Bancorp of.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in First Pink Sheet
First Bancorp 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 Bancorp security.