Ffd Financial Corp Stock Market Value
| FFDF Stock | USD 36.94 0.06 0.16% |
| Symbol | FFD |
FFD Financial '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 FFD Financial'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 FFD Financial.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in FFD Financial on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding FFD Financial Corp or generate 0.0% return on investment in FFD Financial over 30 days. FFD Financial is related to or competes with Dimeco, Southern Michigan, Kish Bancorp, Croghan Bancshares, United Bancshares, CommerceWest Bank, and American Bank. FFD Financial Corporation operates as the bank holding company for First Federal Community Bank, National Association th... More
FFD Financial 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 FFD Financial'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 FFD Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.4 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 0.9774 |
FFD Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FFD Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FFD Financial's standard deviation. In reality, there are many statistical measures that can use FFD Financial historical prices to predict the future FFD Financial's volatility.| Risk Adjusted Performance | 0.0506 | |||
| Jensen Alpha | 0.0442 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 1.78 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FFD Financial'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.
FFD Financial Corp Backtested Returns
At this point, FFD Financial is very steady. FFD Financial Corp secures Sharpe Ratio (or Efficiency) of 0.0947, which denotes the company had a 0.0947 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for FFD Financial Corp, which you can use to evaluate the volatility of the firm. Please confirm FFD Financial's downside deviation of 1.56, and Mean Deviation of 0.3948 to check if the risk estimate we provide is consistent with the expected return of 0.0754%. FFD Financial has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.026, which means not very significant fluctuations relative to the market. As returns on the market increase, FFD Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding FFD Financial is expected to be smaller as well. FFD Financial Corp at this time shows a risk of 0.8%. Please confirm FFD Financial Corp downside deviation, treynor ratio, expected short fall, as well as the relationship between the jensen alpha and potential upside , to decide if FFD Financial Corp will be following its price patterns.
Auto-correlation | -0.13 |
Insignificant reverse predictability
FFD Financial Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between FFD Financial 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 FFD Financial Corp price movement. The serial correlation of -0.13 indicates that less than 13.0% of current FFD Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
FFD Financial Corp lagged returns against current returns
Autocorrelation, which is FFD Financial 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 FFD Financial's pink sheet expected returns. We can calculate the autocorrelation of FFD Financial returns to help us make a trade decision. For example, suppose you find that FFD Financial 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 |
FFD Financial 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 FFD Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FFD Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FFD Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FFD Financial Lagged Returns
When evaluating FFD Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FFD Financial pink sheet have on its future price. FFD Financial 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, FFD Financial autocorrelation shows the relationship between FFD Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FFD Financial Corp.
Regressed Prices |
| Timeline |
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Other Information on Investing in FFD Pink Sheet
FFD Financial financial ratios help investors to determine whether FFD 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 FFD with respect to the benefits of owning FFD Financial security.