First Robinson Financial Stock Market Value
| FRFC Stock | USD 41.41 0.00 0.00% |
| Symbol | First |
First Robinson '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 Robinson'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 Robinson.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in First Robinson on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding First Robinson Financial or generate 0.0% return on investment in First Robinson over 30 days. First Robinson is related to or competes with Ryanair Holdings, Eldorado Gold, Air Transport, Southwest Airlines, Mesa Air, and Uranium Energy. First Robinson Financial Corporation operates as the holding company for First Robinson Savings Bank, National Associati... More
First Robinson 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 Robinson'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 Robinson Financial upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0058 | |||
| Maximum Drawdown | 18.18 | |||
| Potential Upside | 2.5 |
First Robinson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Robinson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Robinson's standard deviation. In reality, there are many statistical measures that can use First Robinson historical prices to predict the future First Robinson's volatility.| Risk Adjusted Performance | 0.0651 | |||
| Jensen Alpha | 0.1212 | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 1.0 |
First Robinson Financial Backtested Returns
At this point, First Robinson is very steady. First Robinson Financial secures Sharpe Ratio (or Efficiency) of 0.0785, which denotes the company had a 0.0785% return per unit of risk over the last 3 months. We have found eighteen technical indicators for First Robinson Financial, which you can use to evaluate the volatility of the firm. Please confirm First Robinson's Variance of 3.7, standard deviation of 1.92, and Mean Deviation of 0.7165 to check if the risk estimate we provide is consistent with the expected return of 0.15%. First Robinson has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, First Robinson's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Robinson is expected to be smaller as well. First Robinson Financial right now shows a risk of 1.95%. Please confirm First Robinson Financial jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if First Robinson Financial will be following its price patterns.
Auto-correlation | 0.11 |
Insignificant predictability
First Robinson Financial has insignificant predictability. Overlapping area represents the amount of predictability between First Robinson time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 Robinson Financial price movement. The serial correlation of 0.11 indicates that less than 11.0% of current First Robinson price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
First Robinson Financial lagged returns against current returns
Autocorrelation, which is First Robinson 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 Robinson's pink sheet expected returns. We can calculate the autocorrelation of First Robinson returns to help us make a trade decision. For example, suppose you find that First Robinson 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 Robinson 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 Robinson pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Robinson 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 Robinson pink sheet over time.
Current vs Lagged Prices |
| Timeline |
First Robinson Lagged Returns
When evaluating First Robinson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Robinson pink sheet have on its future price. First Robinson 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 Robinson autocorrelation shows the relationship between First Robinson pink sheet current value and its past values and can show if there is a momentum factor associated with investing in First Robinson Financial.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in First Pink Sheet
First Robinson 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 Robinson security.