1st Federal Savings Stock Market Value
| FSGB Stock | USD 10.00 0.00 0.00% |
| Symbol | 1st |
1st Federal '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 1st Federal'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 1st Federal.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in 1st Federal on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding 1st Federal Savings or generate 0.0% return on investment in 1st Federal over 150 days. 1st Federal is related to or competes with Dalata Hotel, Dennys Corp, Astral Foods, FitLife Brands,, Ingredion Incorporated, and One Group. 1st Federal Savings Bank of SC, Inc. provides various banking products and services More
1st Federal 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 1st Federal'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 1st Federal Savings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.17 |
1st Federal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 1st Federal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 1st Federal's standard deviation. In reality, there are many statistical measures that can use 1st Federal historical prices to predict the future 1st Federal's volatility.| Risk Adjusted Performance | 0.0965 | |||
| Jensen Alpha | 0.0553 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (2.24) |
1st Federal Savings Backtested Returns
At this point, 1st Federal is very steady. 1st Federal Savings secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for 1st Federal Savings, which you can use to evaluate the volatility of the firm. Please confirm 1st Federal's risk adjusted performance of 0.0965, and Mean Deviation of 0.1243 to double-check if the risk estimate we provide is consistent with the expected return of 0.0706%. 1st Federal has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0237, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 1st Federal are expected to decrease at a much lower rate. During the bear market, 1st Federal is likely to outperform the market. 1st Federal Savings right now shows a risk of 0.54%. Please confirm 1st Federal Savings treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if 1st Federal Savings will be following its price patterns.
Auto-correlation | 0.08 |
Virtually no predictability
1st Federal Savings has virtually no predictability. Overlapping area represents the amount of predictability between 1st Federal time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 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 1st Federal Savings price movement. The serial correlation of 0.08 indicates that barely 8.0% of current 1st Federal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
1st Federal Savings lagged returns against current returns
Autocorrelation, which is 1st Federal 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 1st Federal's pink sheet expected returns. We can calculate the autocorrelation of 1st Federal returns to help us make a trade decision. For example, suppose you find that 1st Federal 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 |
1st Federal 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 1st Federal pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 1st Federal pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 1st Federal pink sheet over time.
Current vs Lagged Prices |
| Timeline |
1st Federal Lagged Returns
When evaluating 1st Federal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 1st Federal pink sheet have on its future price. 1st Federal 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, 1st Federal autocorrelation shows the relationship between 1st Federal pink sheet current value and its past values and can show if there is a momentum factor associated with investing in 1st Federal Savings.
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 1st Pink Sheet
1st Federal financial ratios help investors to determine whether 1st 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 1st with respect to the benefits of owning 1st Federal security.