First Acceptance Corp Stock Market Value
| FACO Stock | USD 4.20 0.01 0.24% |
| Symbol | First |
First Acceptance '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 Acceptance'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 First Acceptance.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in First Acceptance on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding First Acceptance Corp or generate 0.0% return on investment in First Acceptance over 90 days. First Acceptance is related to or competes with Bank Utica, Stack Capital, ENB Financial, CBB Bancorp, Main Street, Summit Bank, and Kish Bancorp. First Acceptance Corporation, together with its subsidiaries, operates as a retailer, servicer, and underwriter of non-s... More
First Acceptance 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 Acceptance'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 First Acceptance Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | 0.0634 | |||
| Maximum Drawdown | 9.25 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.33 |
First Acceptance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Acceptance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Acceptance's standard deviation. In reality, there are many statistical measures that can use First Acceptance historical prices to predict the future First Acceptance's volatility.| Risk Adjusted Performance | 0.0942 | |||
| Jensen Alpha | 0.175 | |||
| Total Risk Alpha | 0.0097 | |||
| Sortino Ratio | 0.056 | |||
| Treynor Ratio | 1.12 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First Acceptance'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.
First Acceptance March 1, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0942 | |||
| Market Risk Adjusted Performance | 1.13 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 1.27 | |||
| Downside Deviation | 1.94 | |||
| Coefficient Of Variation | 863.04 | |||
| Standard Deviation | 1.71 | |||
| Variance | 2.93 | |||
| Information Ratio | 0.0634 | |||
| Jensen Alpha | 0.175 | |||
| Total Risk Alpha | 0.0097 | |||
| Sortino Ratio | 0.056 | |||
| Treynor Ratio | 1.12 | |||
| Maximum Drawdown | 9.25 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 3.33 | |||
| Downside Variance | 3.75 | |||
| Semi Variance | 1.62 | |||
| Expected Short fall | (1.67) | |||
| Skewness | 0.2687 | |||
| Kurtosis | 1.3 |
First Acceptance Corp Backtested Returns
First Acceptance appears to be somewhat reliable, given 3 months investment horizon. First Acceptance Corp secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for First Acceptance Corp, which you can use to evaluate the volatility of the firm. Please utilize First Acceptance's Downside Deviation of 1.94, coefficient of variation of 863.04, and Mean Deviation of 1.16 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, First Acceptance holds a performance score of 11. The firm shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, First Acceptance's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Acceptance is expected to be smaller as well. Please check First Acceptance's maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to make a quick decision on whether First Acceptance's price patterns will revert.
Auto-correlation | 0.06 |
Virtually no predictability
First Acceptance Corp has virtually no predictability. Overlapping area represents the amount of predictability between First Acceptance time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 2026. 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 Acceptance Corp price movement. The serial correlation of 0.06 indicates that barely 6.0% of current First Acceptance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pair Trading with First Acceptance
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if First Acceptance position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in First Acceptance will appreciate offsetting losses from the drop in the long position's value.Moving against First OTC Stock
The ability to find closely correlated positions to First Acceptance could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace First Acceptance when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back First Acceptance - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling First Acceptance Corp to buy it.
The correlation of First Acceptance is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as First Acceptance moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if First Acceptance Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for First Acceptance can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in First OTC Stock
First Acceptance financial ratios help investors to determine whether First OTC Stock 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 Acceptance security.