F M Bank Stock Market Value
| FMBM Stock | USD 21.70 0.10 0.46% |
| Symbol | FMBM |
F M '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 F M'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 F M.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in F M on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding F M Bank or generate 0.0% return on investment in F M over 90 days. F M is related to or competes with Century Financial, FS Bancorp, Solvay Bank, Lyons Bancorp, Eastern Michigan, Grand River, and Bank of Botetourt. F M Bank Corp. operates as the bank holding company for Farmers Merchants Bank that provides commercial banking services... More
F M 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 F M'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 F M Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.0095 | |||
| Maximum Drawdown | 4.97 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.32 |
F M Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for F M's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as F M's standard deviation. In reality, there are many statistical measures that can use F M historical prices to predict the future F M's volatility.| Risk Adjusted Performance | 0.135 | |||
| Jensen Alpha | 0.1208 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0095 | |||
| Treynor Ratio | 0.7795 |
F M Bank Backtested Returns
As of now, FMBM OTC Stock is very steady. F M Bank secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for F M Bank, which you can use to evaluate the volatility of the entity. Please confirm F M's Downside Deviation of 1.09, semi deviation of 0.7211, and Mean Deviation of 0.7799 to check if the risk estimate we provide is consistent with the expected return of 0.14%. F M has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, F M's returns are expected to increase less than the market. However, during the bear market, the loss of holding F M is expected to be smaller as well. F M Bank today shows a risk of 1.13%. Please confirm F M Bank sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to decide if F M Bank will be following its price patterns.
Auto-correlation | -0.69 |
Very good reverse predictability
F M Bank has very good reverse predictability. Overlapping area represents the amount of predictability between F M time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 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 F M Bank price movement. The serial correlation of -0.69 indicates that around 69.0% of current F M price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
F M Bank lagged returns against current returns
Autocorrelation, which is F M 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 F M's otc stock expected returns. We can calculate the autocorrelation of F M returns to help us make a trade decision. For example, suppose you find that F M 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 |
F M 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 F M otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if F M otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in F M otc stock over time.
Current vs Lagged Prices |
| Timeline |
F M Lagged Returns
When evaluating F M's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of F M otc stock have on its future price. F M 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, F M autocorrelation shows the relationship between F M otc stock current value and its past values and can show if there is a momentum factor associated with investing in F M Bank.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in FMBM OTC Stock
F M financial ratios help investors to determine whether FMBM 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 FMBM with respect to the benefits of owning F M security.