Firm Capital Mortgage Stock Market Value
| FCMGF Stock | USD 8.90 0.08 0.91% |
| Symbol | Firm |
Firm 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 Firm 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 Firm Capital.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Firm Capital on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Firm Capital Mortgage or generate 0.0% return on investment in Firm Capital over 90 days. Firm Capital is related to or competes with Timbercreek Financial, Atrium Mortgage, BTB Real, Atrium Mortgage, Chartwell Retirement, PHX Energy, and Exchange Income. Firm Capital Mortgage Investment Corporation, through its mortgage banker, Firm Capital Corporation, provides residentia... More
Firm 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 Firm 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 Firm Capital Mortgage upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.24 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 0.907 |
Firm Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Firm Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Firm Capital's standard deviation. In reality, there are many statistical measures that can use Firm Capital historical prices to predict the future Firm Capital's volatility.| Risk Adjusted Performance | 0.0897 | |||
| Jensen Alpha | 0.0774 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (1.38) |
Firm Capital Mortgage Backtested Returns
At this point, Firm Capital is very steady. Firm Capital Mortgage secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Firm Capital Mortgage, which you can use to evaluate the volatility of the firm. Please confirm Firm Capital's Mean Deviation of 0.3029, standard deviation of 0.7144, and Variance of 0.5104 to check if the risk estimate we provide is consistent with the expected return of 0.0811%. Firm Capital has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0525, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Firm Capital are expected to decrease at a much lower rate. During the bear market, Firm Capital is likely to outperform the market. Firm Capital Mortgage right now shows a risk of 0.71%. Please confirm Firm Capital Mortgage potential upside, as well as the relationship between the daily balance of power and day typical price , to decide if Firm Capital Mortgage will be following its price patterns.
Auto-correlation | -0.58 |
Good reverse predictability
Firm Capital Mortgage has good reverse predictability. Overlapping area represents the amount of predictability between Firm Capital time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Firm Capital Mortgage price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Firm Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Firm Capital Mortgage lagged returns against current returns
Autocorrelation, which is Firm 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 Firm Capital's pink sheet expected returns. We can calculate the autocorrelation of Firm Capital returns to help us make a trade decision. For example, suppose you find that Firm 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 |
Firm 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 Firm Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Firm 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 Firm Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Firm Capital Lagged Returns
When evaluating Firm Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Firm Capital pink sheet have on its future price. Firm 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, Firm Capital autocorrelation shows the relationship between Firm Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Firm Capital Mortgage.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Firm Pink Sheet
Firm Capital financial ratios help investors to determine whether Firm 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 Firm with respect to the benefits of owning Firm Capital security.