Vision Lithium Stock Market Value
| ABEPF Stock | USD 0.02 0 6.47% |
| Symbol | Vision |
Vision Lithium '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 Vision Lithium'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 Vision Lithium.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Vision Lithium on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Vision Lithium or generate 0.0% return on investment in Vision Lithium over 180 days. Vision Lithium is related to or competes with Aurelia Metals, Critical Elements, IGO, LithiumBank Resources, Mineral Res, Adriatic Metals, and American Helium. Vision Lithium Inc., a mineral exploration company, engages in the exploration and evaluation of mineral resources in Qu... More
Vision Lithium 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 Vision Lithium'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 Vision Lithium upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.73 | |||
| Information Ratio | 0.0339 | |||
| Maximum Drawdown | 62.83 | |||
| Value At Risk | (18.92) | |||
| Potential Upside | 30.14 |
Vision Lithium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vision Lithium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vision Lithium's standard deviation. In reality, there are many statistical measures that can use Vision Lithium historical prices to predict the future Vision Lithium's volatility.| Risk Adjusted Performance | 0.0434 | |||
| Jensen Alpha | 0.6485 | |||
| Total Risk Alpha | (1.61) | |||
| Sortino Ratio | 0.0347 | |||
| Treynor Ratio | (0.92) |
Vision Lithium Backtested Returns
Vision Lithium appears to be out of control, given 3 months investment horizon. Vision Lithium owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0541, which indicates the firm had a 0.0541% return per unit of risk over the last 3 months. By inspecting Vision Lithium's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please review Vision Lithium's Coefficient Of Variation of 2249.02, risk adjusted performance of 0.0434, and Semi Deviation of 10.5 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vision Lithium holds a performance score of 4. The entity has a beta of -0.62, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vision Lithium are expected to decrease at a much lower rate. During the bear market, Vision Lithium is likely to outperform the market. Please check Vision Lithium's sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether Vision Lithium's existing price patterns will revert.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Vision Lithium has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vision Lithium time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vision Lithium price movement. The serial correlation of -0.17 indicates that over 17.0% of current Vision Lithium price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vision Lithium lagged returns against current returns
Autocorrelation, which is Vision Lithium 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 Vision Lithium's otc stock expected returns. We can calculate the autocorrelation of Vision Lithium returns to help us make a trade decision. For example, suppose you find that Vision Lithium 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 |
Vision Lithium 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 Vision Lithium otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vision Lithium otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vision Lithium otc stock over time.
Current vs Lagged Prices |
| Timeline |
Vision Lithium Lagged Returns
When evaluating Vision Lithium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vision Lithium otc stock have on its future price. Vision Lithium 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, Vision Lithium autocorrelation shows the relationship between Vision Lithium otc stock current value and its past values and can show if there is a momentum factor associated with investing in Vision Lithium.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vision OTC Stock
Vision Lithium financial ratios help investors to determine whether Vision 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 Vision with respect to the benefits of owning Vision Lithium security.