Use First Northern Community Bancorp performance concurrently with your other holdings to offset short term systematic risk or to hedge overall market volatility and to back test it against optimization strategy that fits your risk preferences.
If you would invest 625 in First Northern Community Bancorp on April 26, 2012 and sell it today you would lose (35.00) from holding First Northern Community Bancorp or give up 5.6% of portfolio value over 30 days. First Northern Community Bancorp is generating negative expected returns and assumes 2.82% volatility on return distribution over the 30 days horizon. Simply put, 47% of equities are less volatile than First Northern Community Bancorp and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, First Northern Community Bancorp is expected to generate 3.86 times more return on investment than the market. However, the company is 3.86 times more volatile than its market benchmark. It trades about -0.01 of its potential returns per unit of risk. The NYSE is currently generating roughly -0.47 per unit of risk.
First Operating Margin
Based on recorded statements First Northern Community Bancorp has Operating Margin of 16.11%. This is 25.17% lower than that of Financial sector, and 23.72% lower than that of Regional - Northeast Banks industry, The Operating Margin for all stocks is 414.04% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.
Over the last 30 days First Northern Community Bancorp has generated negative risk-adjusted returns adding no value to investors with long positions.
1 Month Effecincy (a.k Sharpe Ratio) ...
-0.02
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FNRN
Estimated Market Risk
2.82
actual daily
53 %
of total potential
Expected Return
-0.04
actual daily
1 %
of total potential
Risk-Adjusted Return
-0.02
actual daily
1 %
of total potential
Based on monthly moving average First is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of First by adding it to a well-diversified portfolio.
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