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Benchmark SP 500  1,629   22.88  Index Moved Down -1.39% United States ...


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First technical analysis

 
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First Advantage Bancorp

Stock@OTC Market 
United States USD
     
First Advantage Bancorp shows Coefficient Of Variation of 1814.91, Mean Deviation of 0.7591 and Downside Deviation of 0.9145. First Advantage Bancorp technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm future prices. In plain English you can use this information to find out if the firm is indeed will mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for First Advantage Bancorp which can be compared to its rivals. Please make sure to check First Advantage Bancorp Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if First Advantage Bancorp is priced favorably providing market reflects its regular price of 12.6 per share. Given that First has Jensen Alpha of 0.0597, we urge you verify First Advantage Bancorp prevailing market performance to make sure the company can sustain itself at future point. Use First Advantage Bancorp technical analysis concurrently with your other holdings, portfolios, and investing themes to protect against small markets fluctuations and to back test it against optimization strategy that fits your risk preferences.  
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Time Series Trend Analysis

Use this graph to draw trend lines for First Advantage Bancorp. You can use it to identify possible trend reversals for First as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual First price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Closing Price
 
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First Best Fit Change Line

The following chart estimates an ordinary least squares regression model for First Advantage Bancorp applied against its price change over selected period. The best fit line has a slop of 0.0050 % Macroaxis: 0.004967032967033061 Moved Down which may suggest that First Advantage Bancorp market price will keep on failing further. It has 28 observation points and regression sum of squers of 0.01 which is sum of squared deviations of the predicted First price change against its avarage change.
Price Growth (%)  
Prediction Trend   First   
 
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First has a best fit line with a correlation coefficient of -0.16. and coefficient of determination of 0.03. Note, that about 22.0% of the company shares are held by company insiders.

First June 19 2013 Technical Indicators

Risk Adjusted Performance0.0491
Market Risk Adjusted Performance0.3881
Mean Deviation0.7591
Semi-Deviation0.746
Downside Deviation0.9145
Coefficient Of Variation1814.91
Standard Deviation1.14
Variance1.3
Information Ratio0.0885
Jensen Alpha0.0597
Total Risk Alpha0.1182
Sortino Ratio0.1106
Treynor Ratio0.3781
Maximum Drawdown4.44
Value At Risk(1.40)
Potential Upside3.04
Downside Variance0.8363
Semi Variance0.5565
Expected Short fall(1.13)
Skewness1.35
Kurtosis2.82
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First Research Report

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Price to Earning vs Z Score
Shares Outstanding vs Price to Sales
Price to Earning vs Current Valuation
Number of Employees vs Price to Sales
Price to Earning vs Cash per Share
Shares Owned by Institutions vs Price to Sales

 
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