Fnb Inc Stock Market Value
| FIDS Stock | USD 22.30 0.04 0.18% |
| Symbol | FNB |
FNB '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 FNB'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 FNB.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in FNB on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding FNB Inc or generate 0.0% return on investment in FNB over 90 days. FNB is related to or competes with Century Financial, Apollo Bancorp, Commercial National, Eastern Michigan, Mifflinburg Bancorp, Community Bankers, and Farmers Bank. FNB, Inc. operates as the bank holding company for The First National Bank of Dennison that provides personal and busine... More
FNB 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 FNB'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 FNB Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.41 | |||
| Information Ratio | 0.1622 | |||
| Maximum Drawdown | 16.93 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 5.21 |
FNB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FNB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FNB's standard deviation. In reality, there are many statistical measures that can use FNB historical prices to predict the future FNB's volatility.| Risk Adjusted Performance | 0.1048 | |||
| Jensen Alpha | 0.2964 | |||
| Total Risk Alpha | 0.7998 | |||
| Sortino Ratio | 0.1915 | |||
| Treynor Ratio | (1.94) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FNB'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.
FNB Inc Backtested Returns
FNB Inc retains Efficiency (Sharpe Ratio) of -0.14, which denotes the company had a -0.14 % return per unit of risk over the last 3 months. FNB exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FNB's Coefficient Of Variation of 863.66, market risk adjusted performance of (1.93), and Downside Deviation of 2.41 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FNB are expected to decrease at a much lower rate. During the bear market, FNB is likely to outperform the market. At this point, FNB Inc has a negative expected return of -0.14%. Please make sure to confirm FNB's maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if FNB Inc performance from the past will be repeated in the future.
Auto-correlation | 0.18 |
Very weak predictability
FNB Inc has very weak predictability. Overlapping area represents the amount of predictability between FNB 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 FNB Inc price movement. The serial correlation of 0.18 indicates that over 18.0% of current FNB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
FNB Inc lagged returns against current returns
Autocorrelation, which is FNB 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 FNB's pink sheet expected returns. We can calculate the autocorrelation of FNB returns to help us make a trade decision. For example, suppose you find that FNB 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 |
FNB 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 FNB pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FNB pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FNB pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FNB Lagged Returns
When evaluating FNB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FNB pink sheet have on its future price. FNB 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, FNB autocorrelation shows the relationship between FNB pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FNB Inc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for FNB Pink Sheet Analysis
When running FNB's price analysis, check to measure FNB's 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 FNB is operating at the current time. Most of FNB's value examination focuses on studying past and present price action to predict the probability of FNB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FNB's price. Additionally, you may evaluate how the addition of FNB to your portfolios can decrease your overall portfolio volatility.