Farmers Merchants Bancorp Stock Market Value
| FMCB Stock | USD 1,040 9.75 0.95% |
| 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' otc stock 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.
| 01/04/2025 |
| 02/03/2025 |
If you would invest 0.00 in Farmers Merchants on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Farmers Merchants Bancorp or generate 0.0% return on investment in Farmers Merchants over 30 days. Farmers Merchants is related to or competes with PSB Holdings, Eagle Financial, National Capital, Community Heritage, Citizens Financial, FFW, and Farmers Bancorp. Farmers Merchants Bancorp operates as the bank holding company for Farmers Merchants Bank of Central California that pro... 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' otc stock 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 Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | 0.0314 | |||
| Maximum Drawdown | 16.73 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 3.92 |
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 | 0.0624 | |||
| Jensen Alpha | 0.1261 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0398 | |||
| Treynor Ratio | 0.7954 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Farmers Merchants' 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.
Farmers Merchants Bancorp Backtested Returns
At this point, Farmers Merchants is very steady. Farmers Merchants Bancorp secures Sharpe Ratio (or Efficiency) of 0.0703, which denotes the company had a 0.0703 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Farmers Merchants Bancorp, which you can use to evaluate the volatility of the firm. Please confirm Farmers Merchants' Downside Deviation of 1.74, mean deviation of 1.32, and Coefficient Of Variation of 1491.67 to check if the risk estimate we provide is consistent with the expected return of 0.16%. Farmers Merchants has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.17, 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. Farmers Merchants Bancorp right now shows a risk of 2.32%. Please confirm Farmers Merchants Bancorp sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Farmers Merchants Bancorp will be following its price patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
Farmers Merchants Bancorp has very weak reverse predictability. Overlapping area represents the amount of predictability between Farmers Merchants time series from 4th of January 2025 to 19th of January 2025 and 19th of January 2025 to 3rd of February 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 Bancorp price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Farmers Merchants price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 76.06 |
Farmers Merchants Bancorp lagged returns against current returns
Autocorrelation, which is Farmers Merchants otc stock'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' otc stock 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 otc stock 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmers Merchants otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmers Merchants otc stock 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 otc stock 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 otc stock current value and its past values and can show if there is a momentum factor associated with investing in Farmers Merchants Bancorp.
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.Additional Information and Resources on Investing in Farmers OTC Stock
When determining whether Farmers Merchants Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Farmers Merchants' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Farmers Merchants Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Farmers Merchants Bancorp Stock:Check out Farmers Merchants Correlation, Farmers Merchants Volatility and Farmers Merchants Alpha and Beta module to complement your research on Farmers Merchants. Note that the Farmers Merchants Bancorp information on this page should be used as a complementary analysis to other Farmers Merchants' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Farmers Merchants technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, otc market cycles, or different charting patterns.