First Republic Bank Stock Market Value
| FRCIL Stock | 0.0002 0.0001 33.33% |
| 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.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in First Republic on November 16, 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 90 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.
| Information Ratio | 0.1224 | |||
| Maximum Drawdown | 4096.34 |
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 | 0.1089 | |||
| Jensen Alpha | 54.7 | |||
| Total Risk Alpha | 23.8 | |||
| Treynor Ratio | 0.6358 |
First Republic February 14, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1089 | |||
| Market Risk Adjusted Performance | 0.6458 | |||
| Mean Deviation | 120.58 | |||
| Coefficient Of Variation | 815.72 | |||
| Standard Deviation | 492.77 | |||
| Variance | 242817.75 | |||
| Information Ratio | 0.1224 | |||
| Jensen Alpha | 54.7 | |||
| Total Risk Alpha | 23.8 | |||
| Treynor Ratio | 0.6358 | |||
| Maximum Drawdown | 4096.34 | |||
| Skewness | 8.1 | |||
| Kurtosis | 65.79 |
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 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We were able to collect and analyze data for eighteen different technical indicators, which can help you to evaluate if expected returns of 15.67% are justified by taking the suggested risk. Use First Republic Standard Deviation of 492.77, mean deviation of 120.58, and Variance of 242817.75 to evaluate company specific risk that cannot be diversified away. First Republic holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 95.0, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, First Republic will likely underperform. Use First Republic jensen alpha, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to analyze future returns on First Republic.
Auto-correlation | 0.14 |
Insignificant predictability
First Republic Bank has insignificant predictability. Overlapping area represents the amount of predictability between First Republic time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 0.14 indicates that less than 14.0% of current First Republic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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