First Pacific Stock Market Value
| FPAFF Stock | USD 0.58 0.01 1.69% |
| Symbol | First |
First Pacific '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 Pacific'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 Pacific.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in First Pacific on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding First Pacific or generate 0.0% return on investment in First Pacific over 570 days. First Pacific is related to or competes with A2 Milk, Artisan Consumer, and General Mills. First Pacific Company Limited, an investment management and holding company, engages in the consumer food products, tele... More
First Pacific 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 Pacific'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 Pacific upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.75 | |||
| Information Ratio | 0.0719 | |||
| Maximum Drawdown | 24.93 | |||
| Value At Risk | (7.02) | |||
| Potential Upside | 11.76 |
First Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Pacific's standard deviation. In reality, there are many statistical measures that can use First Pacific historical prices to predict the future First Pacific's volatility.| Risk Adjusted Performance | 0.0849 | |||
| Jensen Alpha | 0.6028 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0558 | |||
| Treynor Ratio | (0.30) |
First Pacific Backtested Returns
First Pacific appears to be out of control, given 3 months investment horizon. First Pacific secures Sharpe Ratio (or Efficiency) of 0.0547, which denotes the company had a 0.0547% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for First Pacific, which you can use to evaluate the volatility of the firm. Please utilize First Pacific's Downside Deviation of 5.75, coefficient of variation of 999.85, and Mean Deviation of 2.38 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, First Pacific holds a performance score of 4. The firm shows a Beta (market volatility) of -1.44, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning First Pacific are expected to decrease by larger amounts. On the other hand, during market turmoil, First Pacific is expected to outperform it. Please check First Pacific's expected short fall, day typical price, and the relationship between the potential upside and daily balance of power , to make a quick decision on whether First Pacific's price patterns will revert.
Auto-correlation | 0.17 |
Very weak predictability
First Pacific has very weak predictability. Overlapping area represents the amount of predictability between First Pacific time series from 9th of May 2023 to 18th of February 2024 and 18th of February 2024 to 29th 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 First Pacific price movement. The serial correlation of 0.17 indicates that over 17.0% of current First Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
First Pacific lagged returns against current returns
Autocorrelation, which is First Pacific 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 Pacific's pink sheet expected returns. We can calculate the autocorrelation of First Pacific returns to help us make a trade decision. For example, suppose you find that First Pacific 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 Pacific 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 Pacific pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Pacific 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 Pacific pink sheet over time.
Current vs Lagged Prices |
| Timeline |
First Pacific Lagged Returns
When evaluating First Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Pacific pink sheet have on its future price. First Pacific 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 Pacific autocorrelation shows the relationship between First Pacific pink sheet current value and its past values and can show if there is a momentum factor associated with investing in First Pacific.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in First Pink Sheet
First Pacific 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 Pacific security.