First Guaranty Bancshares Stock Market Value
| FGBI Stock | USD 8.74 0.22 2.58% |
| Symbol | First |
First Guaranty Bancshares Price To Book Ratio
Is Regional Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of First Guaranty. If investors know First will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about First Guaranty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.45) | Dividend Share 0.41 | Earnings Share 0.81 | Revenue Per Share | Quarterly Revenue Growth (0.11) |
The market value of First Guaranty Bancshares is measured differently than its book value, which is the value of First that is recorded on the company's balance sheet. Investors also form their own opinion of First Guaranty's value that differs from its market value or its book value, called intrinsic value, which is First Guaranty's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because First Guaranty's market value can be influenced by many factors that don't directly affect First Guaranty's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between First Guaranty's value and its price as these two are different measures arrived at by different means. Investors typically determine if First Guaranty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, First Guaranty's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
First Guaranty '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 Guaranty's 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 Guaranty.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in First Guaranty on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding First Guaranty Bancshares or generate 0.0% return on investment in First Guaranty over 30 days. First Guaranty is related to or competes with Community West, First Northwest, First Financial, Great Southern, Home Federal, First Capital, and Finward Bancorp. First Guaranty Bancshares, Inc. operates as the holding company for First Guaranty Bank that provides commercial banking... More
First Guaranty 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 Guaranty's 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 Guaranty Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 12.61 | |||
| Value At Risk | (4.77) | |||
| Potential Upside | 3.27 |
First Guaranty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Guaranty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Guaranty's standard deviation. In reality, there are many statistical measures that can use First Guaranty historical prices to predict the future First Guaranty's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.52) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.60) |
First Guaranty Bancshares Backtested Returns
First Guaranty Bancshares secures Sharpe Ratio (or Efficiency) of -0.39, which denotes the company had a -0.39 % return per unit of risk over the last 3 months. First Guaranty Bancshares exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm First Guaranty's Variance of 5.44, standard deviation of 2.33, and Mean Deviation of 1.64 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.86, which means possible diversification benefits within a given portfolio. First Guaranty returns are very sensitive to returns on the market. As the market goes up or down, First Guaranty is expected to follow. At this point, First Guaranty Bancshares has a negative expected return of -0.82%. Please make sure to confirm First Guaranty's accumulation distribution, and the relationship between the potential upside and day median price , to decide if First Guaranty Bancshares performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
First Guaranty Bancshares has poor predictability. Overlapping area represents the amount of predictability between First Guaranty time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Guaranty Bancshares price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current First Guaranty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
First Guaranty Bancshares lagged returns against current returns
Autocorrelation, which is First Guaranty 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 Guaranty's stock expected returns. We can calculate the autocorrelation of First Guaranty returns to help us make a trade decision. For example, suppose you find that First Guaranty has exhibited high autocorrelation historically, and you observe that the 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 Guaranty 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 Guaranty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Guaranty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in First Guaranty stock over time.
Current vs Lagged Prices |
| Timeline |
First Guaranty Lagged Returns
When evaluating First Guaranty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Guaranty stock have on its future price. First Guaranty 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 Guaranty autocorrelation shows the relationship between First Guaranty stock current value and its past values and can show if there is a momentum factor associated with investing in First Guaranty Bancshares.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether First Guaranty Bancshares offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of First Guaranty's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of First Guaranty Bancshares Stock. Outlined below are crucial reports that will aid in making a well-informed decision on First Guaranty Bancshares Stock:Check out First Guaranty Correlation, First Guaranty Volatility and First Guaranty Alpha and Beta module to complement your research on First Guaranty. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
First Guaranty technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.