First America Resources Stock Market Value
| FSTJ Stock | USD 0.51 0.00 0.00% |
| Symbol | First |
First America '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 America'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 America.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in First America on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding First America Resources or generate 0.0% return on investment in First America over 180 days. First America Resources Corporation does not have significant operations More
First America 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 America'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 America Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1164 | |||
| Maximum Drawdown | 104.0 |
First America Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First America's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First America's standard deviation. In reality, there are many statistical measures that can use First America historical prices to predict the future First America's volatility.| Risk Adjusted Performance | 0.0958 | |||
| Jensen Alpha | 1.63 | |||
| Total Risk Alpha | 0.193 | |||
| Treynor Ratio | (1.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First America'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 America Resources Backtested Returns
First America is out of control given 3 months investment horizon. First America Resources secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for seventeen different technical indicators, which can help you to evaluate if expected returns of 1.6% are justified by taking the suggested risk. Use First America Standard Deviation of 12.8, variance of 163.88, and Mean Deviation of 3.1 to evaluate company specific risk that cannot be diversified away. First America holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.92, which means possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning First America are expected to decrease slowly. On the other hand, during market turmoil, First America is expected to outperform it slightly. Use First America jensen alpha and day median price , to analyze future returns on First America.
Auto-correlation | 0.61 |
Good predictability
First America Resources has good predictability. Overlapping area represents the amount of predictability between First America time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 America Resources price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current First America price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
First America Resources lagged returns against current returns
Autocorrelation, which is First America 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 America's pink sheet expected returns. We can calculate the autocorrelation of First America returns to help us make a trade decision. For example, suppose you find that First America 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 America 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 America pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First America 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 America pink sheet over time.
Current vs Lagged Prices |
| Timeline |
First America Lagged Returns
When evaluating First America's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First America pink sheet have on its future price. First America 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 America autocorrelation shows the relationship between First America pink sheet current value and its past values and can show if there is a momentum factor associated with investing in First America Resources.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in First Pink Sheet
First America 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 America security.