1st Capital Bank Stock Market Value
| FISB Stock | USD 10.52 0.18 1.68% |
| Symbol | 1st |
1st 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 1st Capital's otc stock 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 1st Capital.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in 1st Capital on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding 1st Capital Bank or generate 0.0% return on investment in 1st Capital over 30 days. 1st Capital is related to or competes with Stevia Nutra. 1st Capital Bancorp operates as the bank holding company for 1st Capital Bank that provides various banking products and... More
1st 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 1st Capital's otc stock 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 1st Capital Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.34) | |||
| Maximum Drawdown | 5.5 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 0.1778 |
1st Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 1st Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 1st Capital's standard deviation. In reality, there are many statistical measures that can use 1st Capital historical prices to predict the future 1st Capital's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.94) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 1st 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.
1st Capital Bank Backtested Returns
1st Capital Bank secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18% return per unit of standard deviation over the last 3 months. 1st Capital Bank exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 1st Capital's mean deviation of 0.4097, and Risk Adjusted Performance of (0.13) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 1st Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding 1st Capital is expected to be smaller as well. 1st Capital Bank has an expected return of -0.12%. Please make sure to confirm 1st Capital Bank daily balance of power, and the relationship between the potential upside and day typical price , to decide if 1st Capital Bank performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.69 |
Good predictability
1st Capital Bank has good predictability. Overlapping area represents the amount of predictability between 1st Capital time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 1st Capital Bank price movement. The serial correlation of 0.69 indicates that around 69.0% of current 1st Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
1st Capital Bank lagged returns against current returns
Autocorrelation, which is 1st Capital otc stock'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 1st Capital's otc stock expected returns. We can calculate the autocorrelation of 1st Capital returns to help us make a trade decision. For example, suppose you find that 1st Capital has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
1st 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 1st Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 1st Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 1st Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
1st Capital Lagged Returns
When evaluating 1st Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 1st Capital otc stock have on its future price. 1st 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, 1st Capital autocorrelation shows the relationship between 1st Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in 1st Capital Bank.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards 1st Capital in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, 1st Capital's short interest history, or implied volatility extrapolated from 1st Capital options trading.
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Complementary Tools for 1st OTC Stock analysis
When running 1st Capital's price analysis, check to measure 1st Capital'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 1st Capital is operating at the current time. Most of 1st Capital's value examination focuses on studying past and present price action to predict the probability of 1st Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 1st Capital's price. Additionally, you may evaluate how the addition of 1st Capital to your portfolios can decrease your overall portfolio volatility.
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