First Merchants Stock Market Value
| FRME Stock | USD 42.05 0.41 0.98% |
| Symbol | First |
Will Regional Banks sector continue expanding? Could First diversify its offerings? Factors like these will boost the valuation of First Merchants. Market participants price First higher when confident in its future expansion prospects. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every First Merchants data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
First Merchants's market price often diverges from its book value, the accounting figure shown on First's balance sheet. Smart investors calculate First Merchants' intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since First Merchants' trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between First Merchants' value and its price as these two are different measures arrived at by different means. Investors typically determine if First Merchants is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, First Merchants' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
First Merchants '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 Merchants' 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 Merchants.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in First Merchants on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding First Merchants or generate 0.0% return on investment in First Merchants over 90 days. First Merchants is related to or competes with First Financial, Banner, Enterprise Financial, Hilltop Holdings, First Busey, First Bancorp, and NBT Bancorp. First Merchants Corporation operates as the financial holding company for First Merchants Bank that provides community b... More
First Merchants 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 Merchants' 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 Merchants upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.1712 | |||
| Maximum Drawdown | 8.32 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 2.84 |
First Merchants Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Merchants' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Merchants' standard deviation. In reality, there are many statistical measures that can use First Merchants historical prices to predict the future First Merchants' volatility.| Risk Adjusted Performance | 0.1802 | |||
| Jensen Alpha | 0.2706 | |||
| Total Risk Alpha | 0.2063 | |||
| Sortino Ratio | 0.2301 | |||
| Treynor Ratio | 0.399 |
First Merchants February 13, 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 | 0.1802 | |||
| Market Risk Adjusted Performance | 0.409 | |||
| Mean Deviation | 1.12 | |||
| Semi Deviation | 0.8007 | |||
| Downside Deviation | 1.12 | |||
| Coefficient Of Variation | 459.74 | |||
| Standard Deviation | 1.51 | |||
| Variance | 2.28 | |||
| Information Ratio | 0.1712 | |||
| Jensen Alpha | 0.2706 | |||
| Total Risk Alpha | 0.2063 | |||
| Sortino Ratio | 0.2301 | |||
| Treynor Ratio | 0.399 | |||
| Maximum Drawdown | 8.32 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 2.84 | |||
| Downside Variance | 1.26 | |||
| Semi Variance | 0.6412 | |||
| Expected Short fall | (1.36) | |||
| Skewness | 0.674 | |||
| Kurtosis | 1.38 |
First Merchants Backtested Returns
First Merchants appears to be very steady, given 3 months investment horizon. First Merchants secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the company had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for First Merchants, which you can use to evaluate the volatility of the firm. Please utilize First Merchants' Mean Deviation of 1.12, coefficient of variation of 459.74, and Downside Deviation of 1.12 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, First Merchants holds a performance score of 17. The firm shows a Beta (market volatility) of 0.8, which means possible diversification benefits within a given portfolio. As returns on the market increase, First Merchants' returns are expected to increase less than the market. However, during the bear market, the loss of holding First Merchants is expected to be smaller as well. Please check First Merchants' semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether First Merchants' price patterns will revert.
Auto-correlation | 0.53 |
Modest predictability
First Merchants has modest predictability. Overlapping area represents the amount of predictability between First Merchants time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Merchants price movement. The serial correlation of 0.53 indicates that about 53.0% of current First Merchants price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 2.78 |
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.When determining whether First Merchants is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if First Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about First Merchants Stock. Highlighted below are key reports to facilitate an investment decision about First Merchants Stock:Check out First Merchants Correlation, First Merchants Volatility and First Merchants Performance module to complement your research on First Merchants. For information on how to trade First Stock refer to our How to Trade First Stock guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
First Merchants technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.