First Republic Bank Stock Market Value
| FRCB Stock | 0 0.0005 20.00% |
| Symbol | First |
First Republic '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 Republic'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 Republic.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in First Republic on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding First Republic Bank or generate 0.0% return on investment in First Republic over 30 days.
First Republic 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 Republic'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 Republic Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 43.93 | |||
| Information Ratio | 0.2877 | |||
| Maximum Drawdown | 365.0 | |||
| Value At Risk | (65.00) | |||
| Potential Upside | 200.0 |
First Republic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Republic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Republic's standard deviation. In reality, there are many statistical measures that can use First Republic historical prices to predict the future First Republic's volatility.| Risk Adjusted Performance | 0.2247 | |||
| Jensen Alpha | 27.42 | |||
| Total Risk Alpha | 15.17 | |||
| Sortino Ratio | 0.5664 | |||
| Treynor Ratio | (0.86) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First Republic'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.
First Republic Bank Backtested Returns
First Republic is out of control given 3 months investment horizon. First Republic Bank secures Sharpe Ratio (or Efficiency) of 0.28, which denotes the company had a 0.28 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 24.75% are justified by taking the suggested risk. Use First Republic Mean Deviation of 64.5, downside deviation of 43.93, and Coefficient Of Variation of 346.29 to evaluate company specific risk that cannot be diversified away. First Republic holds a performance score of 22 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -29.07, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning First Republic are expected to decrease by larger amounts. On the other hand, during market turmoil, First Republic is expected to outperform it. Use First Republic sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to analyze future returns on First Republic.
Auto-correlation | -0.59 |
Good reverse predictability
First Republic Bank has good reverse predictability. Overlapping area represents the amount of predictability between First Republic time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. 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 Republic Bank price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current First Republic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
First Republic Bank lagged returns against current returns
Autocorrelation, which is First Republic 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 Republic's pink sheet expected returns. We can calculate the autocorrelation of First Republic returns to help us make a trade decision. For example, suppose you find that First Republic 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 Republic 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 Republic pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Republic 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 Republic pink sheet over time.
Current vs Lagged Prices |
| Timeline |
First Republic Lagged Returns
When evaluating First Republic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Republic pink sheet have on its future price. First Republic 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 Republic autocorrelation shows the relationship between First Republic pink sheet current value and its past values and can show if there is a momentum factor associated with investing in First Republic Bank.
Regressed Prices |
| Timeline |