First Farmers Financial Stock Market Value
| FFMR Stock | USD 66.98 0.98 1.48% |
| Symbol | First |
First Farmers '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 Farmers' 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 Farmers.
| 05/03/2025 |
| 08/01/2025 |
If you would invest 0.00 in First Farmers on May 3, 2025 and sell it all today you would earn a total of 0.00 from holding First Farmers Financial or generate 0.0% return on investment in First Farmers over 90 days. First Farmers is related to or competes with Alpine Banks, Chesapeake Finl, Eagle Financial, Farmers Bancorp, FFW, PSB Holdings, and Taylor Calvin. First Farmers Financial Corporation operates as the financial holding company for First Farmers Bank Trust that provides... More
First Farmers 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 Farmers' 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 Farmers Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9218 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 2.91 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.7671 |
First Farmers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Farmers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Farmers' standard deviation. In reality, there are many statistical measures that can use First Farmers historical prices to predict the future First Farmers' volatility.| Risk Adjusted Performance | 0.0278 | |||
| Jensen Alpha | 0.0098 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.4816 |
First Farmers Financial Backtested Returns
Currently, First Farmers Financial is very steady. First Farmers Financial secures Sharpe Ratio (or Efficiency) of 0.0631, which denotes the company had a 0.0631 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for First Farmers Financial, which you can use to evaluate the volatility of the firm. Please confirm First Farmers' Coefficient Of Variation of 2519.67, downside deviation of 0.9218, and Mean Deviation of 0.3872 to check if the risk estimate we provide is consistent with the expected return of 0.0385%. First Farmers has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0294, which means not very significant fluctuations relative to the market. As returns on the market increase, First Farmers' returns are expected to increase less than the market. However, during the bear market, the loss of holding First Farmers is expected to be smaller as well. First Farmers Financial right now shows a risk of 0.61%. Please confirm First Farmers Financial value at risk, as well as the relationship between the skewness and day typical price , to decide if First Farmers Financial will be following its price patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
First Farmers Financial has poor reverse predictability. Overlapping area represents the amount of predictability between First Farmers time series from 3rd of May 2025 to 17th of June 2025 and 17th of June 2025 to 1st 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 First Farmers Financial price movement. The serial correlation of -0.38 indicates that just about 38.0% of current First Farmers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
First Farmers Financial lagged returns against current returns
Autocorrelation, which is First Farmers 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 First Farmers' otc stock expected returns. We can calculate the autocorrelation of First Farmers returns to help us make a trade decision. For example, suppose you find that First Farmers 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 |
First Farmers 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 Farmers otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Farmers otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in First Farmers otc stock over time.
Current vs Lagged Prices |
| Timeline |
First Farmers Lagged Returns
When evaluating First Farmers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Farmers otc stock have on its future price. First Farmers 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 Farmers autocorrelation shows the relationship between First Farmers otc stock current value and its past values and can show if there is a momentum factor associated with investing in First Farmers Financial.
Regressed Prices |
| Timeline |
Pair Trading with First Farmers
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 Farmers 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 Farmers will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to First Farmers 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 Farmers 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 Farmers - 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 Farmers Financial to buy it.
The correlation of First Farmers 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 Farmers moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if First Farmers Financial 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 Farmers 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.Additional Tools for First OTC Stock Analysis
When running First Farmers' price analysis, check to measure First Farmers' 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 First Farmers is operating at the current time. Most of First Farmers' value examination focuses on studying past and present price action to predict the probability of First Farmers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move First Farmers' price. Additionally, you may evaluate how the addition of First Farmers to your portfolios can decrease your overall portfolio volatility.