Firm Capital Property Stock Market Value
| FRMUF Stock | USD 4.10 0.12 2.84% |
| Symbol | Firm |
Firm 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 Firm Capital'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 Firm Capital.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Firm Capital on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Firm Capital Property or generate 0.0% return on investment in Firm Capital over 30 days. Firm Capital is related to or competes with Global Net, VICI Properties, British Land, W P, Essential Properties, and Gladstone Commercial. Firm Capital Property Trust is focused on creating long-term value for Unitholders, through capital preservation and dis... More
Firm 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 Firm Capital'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 Firm Capital Property upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.0081 | |||
| Maximum Drawdown | 12.14 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.19 |
Firm Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Firm Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Firm Capital's standard deviation. In reality, there are many statistical measures that can use Firm Capital historical prices to predict the future Firm Capital's volatility.| Risk Adjusted Performance | 0.0707 | |||
| Jensen Alpha | 0.1108 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0083 | |||
| Treynor Ratio | 2.8 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Firm 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.
Firm Capital Property Backtested Returns
At this point, Firm Capital is somewhat reliable. Firm Capital Property secures Sharpe Ratio (or Efficiency) of 0.0878, which denotes the company had a 0.0878% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Firm Capital Property, which you can use to evaluate the volatility of the firm. Please confirm Firm Capital's Coefficient Of Variation of 1156.83, mean deviation of 0.5379, and Downside Deviation of 1.41 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Firm Capital has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0411, which means not very significant fluctuations relative to the market. As returns on the market increase, Firm Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Firm Capital is expected to be smaller as well. Firm Capital Property right now shows a risk of 1.47%. Please confirm Firm Capital Property value at risk, as well as the relationship between the skewness and day typical price , to decide if Firm Capital Property will be following its price patterns.
Auto-correlation | 0.17 |
Very weak predictability
Firm Capital Property has very weak predictability. Overlapping area represents the amount of predictability between Firm Capital time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Firm Capital Property price movement. The serial correlation of 0.17 indicates that over 17.0% of current Firm Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Firm Capital Property lagged returns against current returns
Autocorrelation, which is Firm Capital 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 Firm Capital's pink sheet expected returns. We can calculate the autocorrelation of Firm Capital returns to help us make a trade decision. For example, suppose you find that Firm Capital 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 |
Firm 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 Firm Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Firm Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Firm Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Firm Capital Lagged Returns
When evaluating Firm Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Firm Capital pink sheet have on its future price. Firm 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, Firm Capital autocorrelation shows the relationship between Firm Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Firm Capital Property.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Firm Pink Sheet
Firm Capital financial ratios help investors to determine whether Firm 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 Firm with respect to the benefits of owning Firm Capital security.