Farmers Merchants Bancshares Stock Market Value
| FMBN Stock | USD 30.75 0.50 1.65% |
| Symbol | Farmers |
Farmers Merchants '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 Farmers Merchants' 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 Farmers Merchants.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Farmers Merchants on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Farmers Merchants Bancshares or generate 0.0% return on investment in Farmers Merchants over 30 days. Farmers Merchants is related to or competes with RBR Global. operates as a holding company for Farmers Merchants Bank Trust that provides various financial services in Des Moines an... More
Farmers Merchants 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 Farmers Merchants' 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 Farmers Merchants Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1181 | |||
| Maximum Drawdown | 10.29 | |||
| Potential Upside | 3.35 |
Farmers Merchants Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmers Merchants' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmers Merchants' standard deviation. In reality, there are many statistical measures that can use Farmers Merchants historical prices to predict the future Farmers Merchants' volatility.| Risk Adjusted Performance | 0.1323 | |||
| Jensen Alpha | 0.2239 | |||
| Total Risk Alpha | 0.0916 | |||
| Treynor Ratio | 4.11 |
Farmers Merchants Backtested Returns
Farmers Merchants appears to be very steady, given 3 months investment horizon. Farmers Merchants secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the company had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Farmers Merchants Bancshares, which you can use to evaluate the volatility of the firm. Please utilize Farmers Merchants' Standard Deviation of 1.31, variance of 1.72, and Mean Deviation of 0.6173 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Farmers Merchants holds a performance score of 14. The firm shows a Beta (market volatility) of 0.0555, which means not very significant fluctuations relative to the market. As returns on the market increase, Farmers Merchants' returns are expected to increase less than the market. However, during the bear market, the loss of holding Farmers Merchants is expected to be smaller as well. Please check Farmers Merchants' jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to make a quick decision on whether Farmers Merchants' price patterns will revert.
Auto-correlation | -0.55 |
Good reverse predictability
Farmers Merchants Bancshares has good reverse predictability. Overlapping area represents the amount of predictability between Farmers Merchants time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Farmers Merchants price movement. The serial correlation of -0.55 indicates that about 55.0% of current Farmers Merchants price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Farmers Merchants lagged returns against current returns
Autocorrelation, which is Farmers Merchants 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 Farmers Merchants' pink sheet expected returns. We can calculate the autocorrelation of Farmers Merchants returns to help us make a trade decision. For example, suppose you find that Farmers Merchants 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 |
Farmers Merchants 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 Farmers Merchants pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmers Merchants pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmers Merchants pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Farmers Merchants Lagged Returns
When evaluating Farmers Merchants' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmers Merchants pink sheet have on its future price. Farmers Merchants 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, Farmers Merchants autocorrelation shows the relationship between Farmers Merchants pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Farmers Merchants Bancshares.
Regressed Prices |
| Timeline |
Pair Trading with Farmers Merchants
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Farmers Merchants position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Farmers Merchants will appreciate offsetting losses from the drop in the long position's value.Moving together with Farmers Pink Sheet
Moving against Farmers Pink Sheet
The ability to find closely correlated positions to Farmers Merchants could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Farmers Merchants when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Farmers Merchants - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Farmers Merchants Bancshares to buy it.
The correlation of Farmers Merchants is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Farmers Merchants moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Farmers Merchants moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Farmers Merchants can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Farmers Pink Sheet
Farmers Merchants financial ratios help investors to determine whether Farmers 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 Farmers with respect to the benefits of owning Farmers Merchants security.