First Bankers Trustshares Stock Market Value
| FBTT Stock | USD 16.39 0.10 0.61% |
| Symbol | First |
First Bankers '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 Bankers' 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 First Bankers.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in First Bankers on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding First Bankers Trustshares or generate 0.0% return on investment in First Bankers over 90 days. First Bankers is related to or competes with Greenville Federal, First Ottawa, Coastal Carolina, Citizens Bancorp, North Dallas, Citizens Financial, and 1ST SUMMIT. First Bankers Trustshares, Inc. operates as the bank holding company for First Bankers Trust Company, N.A More
First Bankers 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 Bankers' 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 First Bankers Trustshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.16 | |||
| Maximum Drawdown | 8.33 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.95 |
First Bankers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Bankers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Bankers' standard deviation. In reality, there are many statistical measures that can use First Bankers historical prices to predict the future First Bankers' volatility.| Risk Adjusted Performance | 0.063 | |||
| Jensen Alpha | 0.1201 | |||
| Total Risk Alpha | 0.3386 | |||
| Sortino Ratio | 0.1035 | |||
| Treynor Ratio | 0.4657 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First Bankers' 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 Bankers Trustshares Backtested Returns
Currently, First Bankers Trustshares is very steady. First Bankers Trustshares secures Sharpe Ratio (or Efficiency) of 0.0183, which denotes the company had a 0.0183 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Bankers Trustshares, which you can use to evaluate the volatility of the firm. Please confirm First Bankers' Coefficient Of Variation of 1435.62, mean deviation of 0.7063, and Downside Deviation of 2.26 to check if the risk estimate we provide is consistent with the expected return of 0.014%. First Bankers has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, First Bankers' returns are expected to increase less than the market. However, during the bear market, the loss of holding First Bankers is expected to be smaller as well. First Bankers Trustshares right now shows a risk of 0.76%. Please confirm First Bankers Trustshares jensen alpha, potential upside, as well as the relationship between the Potential Upside and daily balance of power , to decide if First Bankers Trustshares will be following its price patterns.
Auto-correlation | -0.66 |
Very good reverse predictability
First Bankers Trustshares has very good reverse predictability. Overlapping area represents the amount of predictability between First Bankers time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Bankers Trustshares price movement. The serial correlation of -0.66 indicates that around 66.0% of current First Bankers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
First Bankers Trustshares lagged returns against current returns
Autocorrelation, which is First Bankers 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 First Bankers' otc stock expected returns. We can calculate the autocorrelation of First Bankers returns to help us make a trade decision. For example, suppose you find that First Bankers 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 |
First Bankers 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 Bankers otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Bankers otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in First Bankers otc stock over time.
Current vs Lagged Prices |
| Timeline |
First Bankers Lagged Returns
When evaluating First Bankers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Bankers otc stock have on its future price. First Bankers 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 Bankers autocorrelation shows the relationship between First Bankers otc stock current value and its past values and can show if there is a momentum factor associated with investing in First Bankers Trustshares.
Regressed Prices |
| Timeline |
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Additional Tools for First OTC Stock Analysis
When running First Bankers' price analysis, check to measure First Bankers' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy First Bankers is operating at the current time. Most of First Bankers' value examination focuses on studying past and present price action to predict the probability of First Bankers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move First Bankers' price. Additionally, you may evaluate how the addition of First Bankers to your portfolios can decrease your overall portfolio volatility.