First State Financial Stock Market Value
| FSTF Stock | USD 0.02 0.01 41.29% |
| Symbol | First |
First State '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 State'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 State.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in First State on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding First State Financial or generate 0.0% return on investment in First State over 30 days. First State is related to or competes with Endurance. First State Financial Corporation operates as the bank holding company for First State Bank, which provides retail and c... More
First State 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 State'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 State Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 56.57 | |||
| Information Ratio | 0.0893 | |||
| Maximum Drawdown | 188.76 | |||
| Value At Risk | (50.41) | |||
| Potential Upside | 79.78 |
First State Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First State's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First State's standard deviation. In reality, there are many statistical measures that can use First State historical prices to predict the future First State's volatility.| Risk Adjusted Performance | 0.0743 | |||
| Jensen Alpha | 2.86 | |||
| Total Risk Alpha | (0.50) | |||
| Sortino Ratio | 0.0511 | |||
| Treynor Ratio | 2.04 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First State's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
First State Financial Backtested Returns
First State is out of control given 3 months investment horizon. First State Financial secures Sharpe Ratio (or Efficiency) of 0.0763, which denotes the company had a 0.0763 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.18% are justified by taking the suggested risk. Use First State Mean Deviation of 14.68, coefficient of variation of 1087.24, and Downside Deviation of 56.57 to evaluate company specific risk that cannot be diversified away. First State holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.45, 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 State will likely underperform. Use First State value at risk, as well as the relationship between the skewness and day typical price , to analyze future returns on First State.
Auto-correlation | 0.64 |
Good predictability
First State Financial has good predictability. Overlapping area represents the amount of predictability between First State 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 First State Financial price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current First State price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
First State Financial lagged returns against current returns
Autocorrelation, which is First State 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 State's pink sheet expected returns. We can calculate the autocorrelation of First State returns to help us make a trade decision. For example, suppose you find that First State 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 State 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 State pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First State 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 State pink sheet over time.
Current vs Lagged Prices |
| Timeline |
First State Lagged Returns
When evaluating First State's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First State pink sheet have on its future price. First State 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 State autocorrelation shows the relationship between First State pink sheet current value and its past values and can show if there is a momentum factor associated with investing in First State Financial.
Regressed Prices |
| Timeline |
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Other Information on Investing in First Pink Sheet
First State 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 State security.