First Republic Bank Stock Market Value
| FRCML 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 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.
| 06/25/2024 |
| 01/16/2026 |
If you would invest 0.00 in First Republic on June 25, 2024 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 570 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 | 0.1233 | |||
| Maximum Drawdown | 4998.0 |
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 | 0.0956 | |||
| Jensen Alpha | 70.12 | |||
| Total Risk Alpha | (12.11) | |||
| Treynor Ratio | 1.69 |
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 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have collected data for sixteen different technical indicators, which can help you to evaluate if expected returns of 16.43% are justified by taking the suggested risk. Use First Republic Variance of 364102.31, standard deviation of 603.41, and Mean Deviation of 147.0 to evaluate company specific risk that cannot be diversified away. First Republic holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 44.12, 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 treynor ratio and day median price , to analyze future returns on First Republic.
Auto-correlation | 0.45 |
Average predictability
First Republic Bank has average predictability. Overlapping area represents the amount of predictability between First Republic time series from 25th of June 2024 to 6th of April 2025 and 6th of April 2025 to 16th 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 0.45 indicates that just about 45.0% of current First Republic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | -0.41 | |
| 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 |
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