FFBW Backtesting

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FFBW -- USA Stock  

USD 10.66  0.09  0.84%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of FFBW and determine expected loss or profit from investing in FFBW over given investment horizon. Plese check FFBW Hype Analysis, FFBW Correlation, FFBW Valuation, FFBW Volatility as well as analyze FFBW Alpha and Beta and FFBW Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

FFBW 'What if' Analysis

October 24, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
January 22, 2020
0.00
If you would invest  0.00  in FFBW on October 24, 2019 and sell it all today you would earn a total of 0.00 from holding FFBW or generate 0.0% return on investment in FFBW over 90 days. FFBW is related to or competes with Byline Bancorp, Bridgewater Bancshares, Coastal Financial, Esquire Financial, FB Financial, and FSB Bancorp. FFBW, Inc. operates as the bank holding company for First Federal Bank of Wisconsin that provides savings banking produc...

FFBW Upside/Downside Indicators

Information Ratio(0.09)
Maximum Drawdown13.71
Value At Risk(1.23)
Potential Upside1.48

FFBW Market Premium Indicators

Risk Adjusted Performance0.0071
Jensen Alpha(0.12)
Total Risk Alpha(0.46)
Treynor Ratio(0.012059)

FFBW Backtested Returns

We consider FFBW slightly risky. FFBW retains Efficiency (Sharpe Ratio) of 8.0E-4 which denotes the organization had 8.0E-4% of return per unit of risk over the last 3 months. Our approach to predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for FFBW which you can use to evaluate future volatility of the firm. Please confirm FFBW Coefficient Of Variation of (3,139,568) and Market Risk Adjusted Performance of (0.002059) to check if risk estimate we provide are consistent with the epected return of 0.0014%. The firm owns Beta (Systematic Risk) of 0.8336 which denotes to the fact that as returns on market increase, FFBW returns are expected to increase less than the market. However during bear market, the loss on holding FFBW will be expected to be smaller as well. Although it is extremely important to respect FFBW existing price patterns, it is better to be realistic regarding the information on equity price patterns. The approach to predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing FFBW technical indicators you can at this time evaluate if the expected return of 0.0014% will be sustainable into the future. FFBW at this moment owns a risk of 1.7%. Please confirm FFBW Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if FFBW will be following its current price history.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.04) 
correlation synergy

Very weak reverse predictability

FFBW has very weak reverse predictability. Overlapping area represents the amount of predictability between FFBW time series from October 24, 2019 to December 8, 2019 and December 8, 2019 to January 22, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FFBW price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current FFBW price fluctuation can be explain by its past prices. Given that FFBW has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of FFBW for similar time interval.
Correlation Coefficient-0.04
Spearman Rank Test0.36
Residual Average0.0
Price Variance0.13

FFBW lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

FFBW regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

FFBW Lagged Returns

 Regressed Prices 
    
  Timeline 

Current Sentiment - FFBW

FFBW Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in FFBW. What is your opinion about investing in FFBW? Are you bullish or bearish?
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Plese check FFBW Hype Analysis, FFBW Correlation, FFBW Valuation, FFBW Volatility as well as analyze FFBW Alpha and Beta and FFBW Performance. Please also try Market Hitters module to find equities that experience drastic asymmetry in trading patters, price, volume, or investment outlook..