First Capital Real Stock Market Value
| FCXXF Stock | USD 13.49 0.00 0.00% |
| Symbol | First |
First Capital '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 Capital'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 Capital.
| 10/25/2025 |
| 12/24/2025 |
If you would invest 0.00 in First Capital on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding First Capital Real or generate 0.0% return on investment in First Capital over 60 days. First Capital is related to or competes with CT Real, Frasers Centrepoint, Smart REIT, Big Yellow, Country Garden, Frasers Property, and Hang Lung. First Capital is a leading developer, owner and manager of mixed-use real estate located in Canadas most densely populat... More
First Capital 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 Capital'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 Capital Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 7.7 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.54 |
First Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Capital's standard deviation. In reality, there are many statistical measures that can use First Capital historical prices to predict the future First Capital's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.2373 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First Capital'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.
First Capital Real Backtested Returns
First Capital Real secures Sharpe Ratio (or Efficiency) of -0.03, which denotes the company had a -0.03 % return per unit of risk over the last 3 months. First Capital Real exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm First Capital's Variance of 1.04, standard deviation of 1.02, and Mean Deviation of 0.4178 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning First Capital are expected to decrease at a much lower rate. During the bear market, First Capital is likely to outperform the market. At this point, First Capital Real has a negative expected return of -0.0308%. Please make sure to confirm First Capital's jensen alpha and kurtosis , to decide if First Capital Real performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
First Capital Real has weak predictability. Overlapping area represents the amount of predictability between First Capital time series from 25th of October 2025 to 24th of November 2025 and 24th of November 2025 to 24th 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 First Capital Real price movement. The serial correlation of 0.24 indicates that over 24.0% of current First Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
First Capital Real lagged returns against current returns
Autocorrelation, which is First Capital 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 Capital's pink sheet expected returns. We can calculate the autocorrelation of First Capital returns to help us make a trade decision. For example, suppose you find that First Capital 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 |
First Capital 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 Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Capital 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 Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
First Capital Lagged Returns
When evaluating First Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Capital pink sheet have on its future price. First Capital 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 Capital autocorrelation shows the relationship between First Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in First Capital Real.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in First Pink Sheet
First Capital 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 Capital security.