Firstsun Capital Bancorp Stock Market Value
| FSUN Stock | USD 37.64 0.10 0.27% |
| Symbol | FirstSun |
FirstSun Capital '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 FirstSun Capital's otc 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 FirstSun Capital.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in FirstSun Capital on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding FirstSun Capital Bancorp or generate 0.0% return on investment in FirstSun Capital over 570 days. FirstSun Capital is related to or competes with Tompkins Financial, Old Second, Texas Capital, Burke Herbert, Merchants Bancorp, Southside Bancshares,, and First Mid. FirstSun Capital Bancorp operates as a bank holding company for Sunflower Bank that provides a range of commercial and c... More
FirstSun Capital 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 FirstSun Capital's otc 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 FirstSun Capital Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 20.45 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 3.49 |
FirstSun Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FirstSun Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FirstSun Capital's standard deviation. In reality, there are many statistical measures that can use FirstSun Capital historical prices to predict the future FirstSun Capital's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FirstSun Capital'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.
FirstSun Capital Bancorp Backtested Returns
FirstSun Capital Bancorp secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. FirstSun Capital Bancorp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FirstSun Capital's Variance of 8.88, mean deviation of 1.77, and Standard Deviation of 2.98 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.04, which means a somewhat significant risk relative to the market. FirstSun Capital returns are very sensitive to returns on the market. As the market goes up or down, FirstSun Capital is expected to follow. At this point, FirstSun Capital Bancorp has a negative expected return of -0.0025%. Please make sure to confirm FirstSun Capital's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if FirstSun Capital Bancorp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
FirstSun Capital Bancorp has insignificant reverse predictability. Overlapping area represents the amount of predictability between FirstSun Capital time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 FirstSun Capital Bancorp price movement. The serial correlation of -0.14 indicates that less than 14.0% of current FirstSun Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 5.66 |
FirstSun Capital Bancorp lagged returns against current returns
Autocorrelation, which is FirstSun Capital otc stock'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 FirstSun Capital's otc stock expected returns. We can calculate the autocorrelation of FirstSun Capital returns to help us make a trade decision. For example, suppose you find that FirstSun Capital has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
FirstSun Capital 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 FirstSun Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FirstSun Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FirstSun Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
FirstSun Capital Lagged Returns
When evaluating FirstSun Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FirstSun Capital otc stock have on its future price. FirstSun Capital 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, FirstSun Capital autocorrelation shows the relationship between FirstSun Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in FirstSun Capital Bancorp.
Regressed Prices |
| Timeline |
Pair Trading with FirstSun Capital
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 FirstSun Capital 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 FirstSun Capital will appreciate offsetting losses from the drop in the long position's value.Moving against FirstSun OTC Stock
| 0.77 | BBDC4 | Banco Bradesco SA | PairCorr |
| 0.61 | BBAS3 | Banco do Brasil | PairCorr |
| 0.59 | CIHKY | China Merchants Bank | PairCorr |
| 0.51 | HDB | HDFC Bank Limited | PairCorr |
| 0.41 | HYMTF | Hyundai Motor | PairCorr |
The ability to find closely correlated positions to FirstSun Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace FirstSun Capital 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 FirstSun Capital - 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 FirstSun Capital Bancorp to buy it.
The correlation of FirstSun Capital 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 FirstSun Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FirstSun Capital Bancorp 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 FirstSun Capital 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 FirstSun OTC Stock
FirstSun Capital financial ratios help investors to determine whether FirstSun OTC Stock 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 FirstSun with respect to the benefits of owning FirstSun Capital security.