First Capital Bancshares Stock Market Value
| FCPB Stock | USD 10.15 0.00 0.00% |
| Symbol | First |
First 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 First 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 First Capital.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in First Capital on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding First Capital Bancshares or generate 0.0% return on investment in First Capital over 30 days. First Capital is related to or competes with Pioneer Bankcorp, Liberty Northwest, First Community, and Coeur DAlene. First Capital Bancshares, Inc. operates as the holding company for First Capital Bank that provides commercial banking s... More
First 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 First 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 First Capital Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.5 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 1.84 |
First Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Capital's standard deviation. In reality, there are many statistical measures that can use First Capital historical prices to predict the future First Capital's volatility.| Risk Adjusted Performance | 0.0412 | |||
| Jensen Alpha | 0.0566 | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (1.95) |
First Capital Bancshares Backtested Returns
At this point, First Capital is not too volatile. First Capital Bancshares secures Sharpe Ratio (or Efficiency) of 0.0493, which denotes the company had a 0.0493% return per unit of risk over the last 3 months. We have found eighteen technical indicators for First Capital Bancshares, which you can use to evaluate the volatility of the firm. Please confirm First Capital's Standard Deviation of 1.26, variance of 1.58, and Mean Deviation of 0.4116 to check if the risk estimate we provide is consistent with the expected return of 0.0629%. First Capital has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0277, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning First Capital are expected to decrease at a much lower rate. During the bear market, First Capital is likely to outperform the market. First Capital Bancshares right now shows a risk of 1.28%. Please confirm First Capital Bancshares jensen alpha, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if First Capital Bancshares will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
First Capital Bancshares has no correlation between past and present. Overlapping area represents the amount of predictability between First Capital time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 First Capital Bancshares price movement. The serial correlation of 0.0 indicates that just 0.0% of current First Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
First Capital Bancshares lagged returns against current returns
Autocorrelation, which is First 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 First Capital's pink sheet expected returns. We can calculate the autocorrelation of First Capital returns to help us make a trade decision. For example, suppose you find that First 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 |
First 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 First Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First 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 First Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
First Capital Lagged Returns
When evaluating First Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Capital pink sheet have on its future price. First 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, First Capital autocorrelation shows the relationship between First Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in First Capital Bancshares.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in First Pink Sheet
First Capital financial ratios help investors to determine whether First 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 First with respect to the benefits of owning First Capital security.