Frmo Corp Stock Market Value
| FRMO Stock | USD 7.65 0.31 4.22% |
| Symbol | Frmo |
Frmo Corp '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 Frmo Corp'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 Frmo Corp.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Frmo Corp on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Frmo Corp or generate 0.0% return on investment in Frmo Corp over 30 days. Frmo Corp is related to or competes with North American, SPARX Group, Canadian Banc, Impax Asset, Fiera Capital, ABG Sundal, and Canandaigua National. FRMO Corporation, through its 4.95 percent interest in Horizon Kinetics, LLC, operates as an investment advisory and ind... More
Frmo Corp 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 Frmo Corp'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 Frmo Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 7.4 | |||
| Value At Risk | (3.00) | |||
| Potential Upside | 2.11 |
Frmo Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frmo Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frmo Corp's standard deviation. In reality, there are many statistical measures that can use Frmo Corp historical prices to predict the future Frmo Corp's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | (2.08) |
Frmo Corp Backtested Returns
Frmo Corp secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the company had a -0.14 % return per unit of risk over the last 3 months. Frmo Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Frmo Corp's Variance of 2.36, standard deviation of 1.54, and Mean Deviation of 1.14 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Frmo Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frmo Corp is expected to be smaller as well. At this point, Frmo Corp has a negative expected return of -0.21%. Please make sure to confirm Frmo Corp's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Frmo Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.32 |
Below average predictability
Frmo Corp has below average predictability. Overlapping area represents the amount of predictability between Frmo Corp time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Frmo Corp price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Frmo Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Frmo Corp lagged returns against current returns
Autocorrelation, which is Frmo Corp 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 Frmo Corp's pink sheet expected returns. We can calculate the autocorrelation of Frmo Corp returns to help us make a trade decision. For example, suppose you find that Frmo Corp 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 |
Frmo Corp 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 Frmo Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frmo Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frmo Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Frmo Corp Lagged Returns
When evaluating Frmo Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frmo Corp pink sheet have on its future price. Frmo Corp 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, Frmo Corp autocorrelation shows the relationship between Frmo Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Frmo Corp.
Regressed Prices |
| Timeline |
Pair Trading with Frmo Corp
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Frmo Corp position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Frmo Corp will appreciate offsetting losses from the drop in the long position's value.Moving against Frmo Pink Sheet
| 0.92 | DNLMY | Dunelm Group PLC | PairCorr |
| 0.92 | REGN | Regeneron Pharmaceuticals | PairCorr |
| 0.91 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.82 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.78 | TEO | Telecom Argentina | PairCorr |
The ability to find closely correlated positions to Frmo Corp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Frmo Corp when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Frmo Corp - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Frmo Corp to buy it.
The correlation of Frmo Corp is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Frmo Corp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Frmo Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Frmo Corp can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Frmo Pink Sheet
Frmo Corp financial ratios help investors to determine whether Frmo 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 Frmo with respect to the benefits of owning Frmo Corp security.