Ffw Corporation Stock Market Value
| FFWC Stock | USD 40.00 0.00 0.00% |
| Symbol | FFW |
FFW '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 FFW'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 FFW.
| 08/26/2024 |
| 11/24/2024 |
If you would invest 0.00 in FFW on August 26, 2024 and sell it all today you would earn a total of 0.00 from holding FFW Corporation or generate 0.0% return on investment in FFW over 90 days. FFW is related to or competes with First Farmers, Farmers Merchants, Lakeland Financial, Eagle Financial, Farmers Bancorp, Alpine Banks, and Community West. FFW Corporation operates as the bank holding company for Crossroads Bank that provides various banking products and serv... More
FFW 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 FFW'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 FFW Corporation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1223 | |||
| Maximum Drawdown | 4.91 | |||
| Value At Risk | (0.05) | |||
| Potential Upside | 1.91 |
FFW Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FFW's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FFW's standard deviation. In reality, there are many statistical measures that can use FFW historical prices to predict the future FFW's volatility.| Risk Adjusted Performance | 0.221 | |||
| Jensen Alpha | 0.2213 | |||
| Total Risk Alpha | 0.0929 | |||
| Treynor Ratio | (6.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FFW'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.
FFW Corporation Backtested Returns
FFW appears to be very steady, given 3 months investment horizon. FFW Corporation secures Sharpe Ratio (or Efficiency) of 0.29, which denotes the company had a 0.29% return per unit of volatility over the last 3 months. We have found nineteen technical indicators for FFW Corporation, which you can use to evaluate the volatility of the firm. Please utilize FFW's Mean Deviation of 0.4698, standard deviation of 0.7903, and Market Risk Adjusted Performance of (6.70) to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FFW holds a performance score of 22. The firm shows a Beta (market volatility) of -0.0324, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FFW are expected to decrease at a much lower rate. During the bear market, FFW is likely to outperform the market. Please check FFW's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to make a quick decision on whether FFW's price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
FFW Corporation has good predictability. Overlapping area represents the amount of predictability between FFW time series from 26th of August 2024 to 10th of October 2024 and 10th of October 2024 to 24th 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 FFW Corporation price movement. The serial correlation of 0.69 indicates that around 69.0% of current FFW price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
FFW Corporation lagged returns against current returns
Autocorrelation, which is FFW 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 FFW's pink sheet expected returns. We can calculate the autocorrelation of FFW returns to help us make a trade decision. For example, suppose you find that FFW 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 |
FFW 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 FFW pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FFW pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FFW pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FFW Lagged Returns
When evaluating FFW's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FFW pink sheet have on its future price. FFW 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, FFW autocorrelation shows the relationship between FFW pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FFW Corporation.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in FFW Pink Sheet
FFW financial ratios help investors to determine whether FFW 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 FFW with respect to the benefits of owning FFW security.