First Republic Bank Volatility
| FRCMLDelisted Stock | 0.0001 0.0002 66.67% |
We have found twenty-nine technical indicators for First Republic Bank, which you can use to evaluate the volatility of the firm. Please confirm First Republic's Coefficient Of Variation of 11624.26, downside deviation of 42.17, and Mean Deviation of 30.49 to check if the risk estimate we provide is consistent with the expected return of 0.0%.
First |
First Republic Pink Sheet volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of First daily returns, and it is calculated using variance and standard deviation. We also use First's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of First Republic volatility.
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of First Republic at lower prices. For example, an investor can purchase First stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving against First Pink Sheet
| 0.75 | CFG-PH | Citizens Financial Group, | PairCorr |
| 0.69 | ECBK | ECB Bancorp | PairCorr |
| 0.57 | TECTP | Tectonic Financial | PairCorr |
| 0.57 | EBMT | Eagle Bancorp Montana Fiscal Year End 28th of January 2025 | PairCorr |
| 0.55 | EGBN | Eagle Bancorp Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.52 | VBNK | VersaBank | PairCorr |
| 0.46 | RF | Regions Financial Fiscal Year End 17th of January 2025 | PairCorr |
| 0.45 | VBTX | Veritex Holdings Fiscal Year End 28th of January 2025 | PairCorr |
| 0.43 | VBFC | Village Bank | PairCorr |
First Republic Market Sensitivity And Downside Risk
First Republic's beta coefficient measures the volatility of First pink sheet compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents First pink sheet's returns against your selected market. In other words, First Republic's beta of -12.0 provides an investor with an approximation of how much risk First Republic pink sheet can potentially add to one of your existing portfolios. First Republic Bank is showing large volatility of returns over the selected time horizon. First Republic Bank appears to be a penny stock. Although First Republic Bank may be, in fact, a solid short-term or long term investment, many penny pink sheets are speculative investment instruments that are often subject to artificial stock promotion and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in First Republic Bank or similar risky assets. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage traders to check biographies and work history of company President, CEO or other officers before investing in high-volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on First instrument if you perfectly time your entry and exit. However, remember that penny pink sheets that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze First Republic Bank Demand TrendCheck current 90 days First Republic correlation with market (Dow Jones Industrial)First Beta |
First standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 0.0 |
It is essential to understand the difference between upside risk (as represented by First Republic's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of First Republic's daily returns or price. Since the actual investment returns on holding a position in first pink sheet tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in First Republic.
First Republic Bank Pink Sheet Volatility Analysis
Volatility refers to the frequency at which First Republic pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with First Republic's price changes. Investors will then calculate the volatility of First Republic's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of First Republic's volatility:
Historical Volatility
This type of pink sheet volatility measures First Republic's fluctuations based on previous trends. It's commonly used to predict First Republic's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for First Republic's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on First Republic's to be redeemed at a future date.Transformation |
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First Republic Projected Return Density Against Market
Assuming the 90 days horizon First Republic Bank has a beta of -12.0035 . This usually indicates as returns on its benchmark rise, returns on holding First Republic Bank are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, First Republic is expected to outperform its benchmark.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to First Republic or Banks - Regional sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that First Republic's price will be affected by overall pink sheet market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a First pink sheet's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
First Republic Bank has an alpha of 0.7093, implying that it can generate a 0.71 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a First Republic Price Volatility?
Several factors can influence a pink sheet's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.First Republic Pink Sheet Return Volatility
First Republic historical daily return volatility represents how much of First Republic pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.0% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7976% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
First Republic Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than First Republic Bank. Compared to the overall equity markets, volatility of historical daily returns of First Republic Bank is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use First Republic Bank to protect your portfolios against small market fluctuations. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of First Republic to be traded at 1.0E-4 in 90 days.Good diversification
The correlation between First Republic Bank and DJI is -0.19 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding First Republic Bank and DJI in the same portfolio, assuming nothing else is changed.
First Republic Additional Risk Indicators
The analysis of First Republic's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in First Republic's investment and either accepting that risk or mitigating it. Along with some common measures of First Republic pink sheet's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.0167 | |||
| Market Risk Adjusted Performance | (0.03) | |||
| Mean Deviation | 30.49 | |||
| Semi Deviation | 32.77 | |||
| Downside Deviation | 42.17 | |||
| Coefficient Of Variation | 11624.26 | |||
| Standard Deviation | 50.93 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
First Republic Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against First Republic as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. First Republic's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, First Republic's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to First Republic Bank.
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Other Consideration for investing in First Pink Sheet
If you are still planning to invest in First Republic Bank check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the First Republic's history and understand the potential risks before investing.
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