Farmers Merchants Bancorp Stock Market Value
| FMCB Stock | USD 990.29 0.04 0% |
| Symbol | Farmers |
Farmers Merchants '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 Farmers Merchants' 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 Farmers Merchants.
| 05/11/2022 |
| 04/30/2024 |
If you would invest 0.00 in Farmers Merchants on May 11, 2022 and sell it all today you would earn a total of 0.00 from holding Farmers Merchants Bancorp or generate 0.0% return on investment in Farmers Merchants over 720 days. Farmers Merchants is related to or competes with AllianzGI Convertible, Invesco High, Blackrock Muniholdings, and Federated Premier. Farmers Merchants Bancorp operates as the bank holding company for Farmers Merchants Bank of Central California that pro... More
Farmers Merchants 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 Farmers Merchants' 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 Farmers Merchants Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.85 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 2.0 |
Farmers Merchants Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Farmers Merchants' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Farmers Merchants' standard deviation. In reality, there are many statistical measures that can use Farmers Merchants historical prices to predict the future Farmers Merchants' volatility.| Risk Adjusted Performance | (0.0007) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Farmers Merchants' 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.
Farmers Merchants Bancorp Backtested Returns
We consider Farmers Merchants very steady. Farmers Merchants Bancorp secures Sharpe Ratio (or Efficiency) of 0.0192, which denotes the company had a 0.0192% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Farmers Merchants Bancorp, which you can use to evaluate the volatility of the firm. Please confirm Farmers Merchants' Variance of 1.21, standard deviation of 1.1, and Mean Deviation of 0.7189 to check if the risk estimate we provide is consistent with the expected return of 0.0213%. Farmers Merchants has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.31, which means possible diversification benefits within a given portfolio. As returns on the market increase, Farmers Merchants' returns are expected to increase less than the market. However, during the bear market, the loss of holding Farmers Merchants is expected to be smaller as well. Farmers Merchants Bancorp right now shows a risk of 1.11%. Please confirm Farmers Merchants Bancorp value at risk, accumulation distribution, day typical price, as well as the relationship between the skewness and rate of daily change , to decide if Farmers Merchants Bancorp will be following its price patterns.
Auto-correlation | 0.33 |
Below average predictability
Farmers Merchants Bancorp has below average predictability. Overlapping area represents the amount of predictability between Farmers Merchants time series from 11th of May 2022 to 6th of May 2023 and 6th of May 2023 to 30th 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 Farmers Merchants Bancorp price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Farmers Merchants price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 660.27 |
Farmers Merchants Bancorp lagged returns against current returns
Autocorrelation, which is Farmers Merchants 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 Farmers Merchants' otc stock expected returns. We can calculate the autocorrelation of Farmers Merchants returns to help us make a trade decision. For example, suppose you find that Farmers Merchants 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 |
Farmers Merchants 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 Farmers Merchants otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Farmers Merchants otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Farmers Merchants otc stock over time.
Current vs Lagged Prices |
| Timeline |
Farmers Merchants Lagged Returns
When evaluating Farmers Merchants' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Farmers Merchants otc stock have on its future price. Farmers Merchants 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, Farmers Merchants autocorrelation shows the relationship between Farmers Merchants otc stock current value and its past values and can show if there is a momentum factor associated with investing in Farmers Merchants Bancorp.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Farmers Merchants Correlation, Farmers Merchants Volatility and Farmers Merchants Alpha and Beta module to complement your research on Farmers Merchants. Note that the Farmers Merchants Bancorp information on this page should be used as a complementary analysis to other Farmers Merchants' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Complementary Tools for Farmers OTC Stock analysis
When running Farmers Merchants' price analysis, check to measure Farmers Merchants' 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 Farmers Merchants is operating at the current time. Most of Farmers Merchants' value examination focuses on studying past and present price action to predict the probability of Farmers Merchants' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Farmers Merchants' price. Additionally, you may evaluate how the addition of Farmers Merchants to your portfolios can decrease your overall portfolio volatility.
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Farmers Merchants technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, otc market cycles, or different charting patterns.