Fcn Banc Corp Stock Market Value
| FBVI Stock | USD 30.80 0.35 1.15% |
| Symbol | FCN |
FCN Banc '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 FCN Banc'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 FCN Banc.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in FCN Banc on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding FCN Banc Corp or generate 0.0% return on investment in FCN Banc over 30 days. FCN Banc is related to or competes with United National, Equitable Financial, Highlands Bankshares, Northeast Indiana, Pacific Valley, Citba Financial, and Farmers. FCN Banc Corp. operates as the bank holding company for FCN Bank, NA that provides personal and commercial banking servi... More
FCN Banc 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 FCN Banc'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 FCN Banc Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 6.0E-4 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.47 |
FCN Banc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FCN Banc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FCN Banc's standard deviation. In reality, there are many statistical measures that can use FCN Banc historical prices to predict the future FCN Banc's volatility.| Risk Adjusted Performance | 0.0666 | |||
| Jensen Alpha | 0.0772 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 3.0E-4 | |||
| Treynor Ratio | (4.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FCN Banc'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.
FCN Banc Corp Backtested Returns
FCN Banc is very steady at the moment. FCN Banc Corp secures Sharpe Ratio (or Efficiency) of 0.0906, which denotes the company had a 0.0906 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for FCN Banc Corp, which you can use to evaluate the volatility of the entity. Please confirm FCN Banc's Downside Deviation of 1.75, mean deviation of 0.5533, and Semi Deviation of 0.7244 to check if the risk estimate we provide is consistent with the expected return of 0.0845%. FCN Banc has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0181, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FCN Banc are expected to decrease at a much lower rate. During the bear market, FCN Banc is likely to outperform the market. FCN Banc Corp at this time shows a risk of 0.93%. Please confirm FCN Banc Corp treynor ratio, as well as the relationship between the semi variance and rate of daily change , to decide if FCN Banc Corp will be following its price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
FCN Banc Corp has weak reverse predictability. Overlapping area represents the amount of predictability between FCN Banc time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 FCN Banc Corp price movement. The serial correlation of -0.22 indicates that over 22.0% of current FCN Banc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
FCN Banc Corp lagged returns against current returns
Autocorrelation, which is FCN Banc 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 FCN Banc's pink sheet expected returns. We can calculate the autocorrelation of FCN Banc returns to help us make a trade decision. For example, suppose you find that FCN Banc 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 |
FCN Banc 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 FCN Banc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FCN Banc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FCN Banc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FCN Banc Lagged Returns
When evaluating FCN Banc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FCN Banc pink sheet have on its future price. FCN Banc 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, FCN Banc autocorrelation shows the relationship between FCN Banc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FCN Banc Corp.
Regressed Prices |
| Timeline |
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Other Information on Investing in FCN Pink Sheet
FCN Banc financial ratios help investors to determine whether FCN 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 FCN with respect to the benefits of owning FCN Banc security.