Franklin Credit Management Stock Market Value
| FCRM Stock | USD 0.11 0.01 10.00% |
| Symbol | Franklin |
Franklin Credit '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 Franklin Credit'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 Franklin Credit.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Franklin Credit on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Franklin Credit Management or generate 0.0% return on investment in Franklin Credit over 30 days. Franklin Credit is related to or competes with Global Healthcare, and Freedom Bank. Franklin Credit Management Corporation operates as a specialty consumer finance company in the United States More
Franklin Credit 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 Franklin Credit'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 Franklin Credit Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0296 | |||
| Maximum Drawdown | 41.26 |
Franklin Credit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Credit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Credit's standard deviation. In reality, there are many statistical measures that can use Franklin Credit historical prices to predict the future Franklin Credit's volatility.| Risk Adjusted Performance | 0.0513 | |||
| Jensen Alpha | 0.3234 | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.21) |
Franklin Credit Mana Backtested Returns
Franklin Credit appears to be out of control, given 3 months investment horizon. Franklin Credit Mana secures Sharpe Ratio (or Efficiency) of 0.0576, which denotes the company had a 0.0576% return per unit of standard deviation over the last 3 months. We have found nineteen technical indicators for Franklin Credit Management, which you can use to evaluate the volatility of the firm. Please utilize Franklin Credit's Mean Deviation of 1.14, standard deviation of 4.04, and Coefficient Of Variation of 1764.23 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Franklin Credit holds a performance score of 4. The firm shows a Beta (market volatility) of -1.05, which means a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Franklin Credit are expected to decrease slowly. On the other hand, during market turmoil, Franklin Credit is expected to outperform it slightly. Please check Franklin Credit's variance, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether Franklin Credit's price patterns will revert.
Auto-correlation | -0.41 |
Modest reverse predictability
Franklin Credit Management has modest reverse predictability. Overlapping area represents the amount of predictability between Franklin Credit time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Franklin Credit Mana price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Franklin Credit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Franklin Credit Mana lagged returns against current returns
Autocorrelation, which is Franklin Credit 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 Franklin Credit's pink sheet expected returns. We can calculate the autocorrelation of Franklin Credit returns to help us make a trade decision. For example, suppose you find that Franklin Credit 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 |
Franklin Credit 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 Franklin Credit pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin Credit pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin Credit pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Franklin Credit Lagged Returns
When evaluating Franklin Credit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin Credit pink sheet have on its future price. Franklin Credit 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, Franklin Credit autocorrelation shows the relationship between Franklin Credit pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Franklin Credit Management.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Franklin Pink Sheet
Franklin Credit financial ratios help investors to determine whether Franklin 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 Franklin with respect to the benefits of owning Franklin Credit security.