First Republic Bank Stock Market Value
| FRCHL Stock | 0.0002 0.00 0.00% |
| 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 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 First Republic.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in First Republic on December 22, 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 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 First Republic Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.151 | |||
| Maximum Drawdown | 266.67 | |||
| Potential Upside | 50.0 |
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 | 0.1215 | |||
| Jensen Alpha | 5.67 | |||
| Total Risk Alpha | 2.3 | |||
| Treynor Ratio | (1.42) |
First Republic Bank Backtested Returns
First Republic Bank secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of risk over the last 3 months. We have analyze and collected data for seventeen different technical indicators, which can help you to evaluate if expected returns of 5.43% are justified by taking the suggested risk. Use First Republic Variance of 1259.93, mean deviation of 14.51, and Standard Deviation of 35.5 to evaluate company specific risk that cannot be diversified away. First Republic holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -3.81, 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 jensen alpha and kurtosis , to analyze future returns on First Republic.
Auto-correlation | 0.00 |
No correlation between past and present
First Republic Bank has no correlation between past and present. Overlapping area represents the amount of predictability between First Republic time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 0.0 indicates that just 0.0% of current First Republic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
First Republic Bank lagged returns against current returns
Autocorrelation, which is First Republic 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 First Republic's otc stock 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 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 |
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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Republic otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in First Republic otc stock 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 otc stock 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 otc stock 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 |
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