Arbor Metals Corp Stock Market Value
| ABRMF Stock | USD 0.02 0.00 0.00% |
| Symbol | Arbor |
Arbor Metals '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 Arbor Metals' 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 Arbor Metals.
| 01/16/2024 |
| 01/05/2026 |
If you would invest 0.00 in Arbor Metals on January 16, 2024 and sell it all today you would earn a total of 0.00 from holding Arbor Metals Corp or generate 0.0% return on investment in Arbor Metals over 720 days. Arbor Metals is related to or competes with Macmahon Holdings, Major Drilling, Philex Mining, Barloworld, Morningstar Unconstrained, High Yield, and Thrivent High. Arbor Metals Corp. acquires, evaluates, and develops natural resource properties in Canada More
Arbor Metals 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 Arbor Metals' 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 Arbor Metals Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1205 | |||
| Maximum Drawdown | 11631.67 | |||
| Value At Risk | (13.33) |
Arbor Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbor Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arbor Metals' standard deviation. In reality, there are many statistical measures that can use Arbor Metals historical prices to predict the future Arbor Metals' volatility.| Risk Adjusted Performance | 0.0955 | |||
| Jensen Alpha | 166.42 | |||
| Total Risk Alpha | 59.36 | |||
| Treynor Ratio | 1.81 |
Arbor Metals Corp Backtested Returns
Arbor Metals is out of control given 3 months investment horizon. Arbor Metals Corp secures Sharpe Ratio (or Efficiency) of 0.0973, which signifies that the company had a 0.0973 % return per unit of standard deviation over the last 3 months. We have collected data for eighteen different technical indicators, which can help you to evaluate if expected returns of 12.41% are justified by taking the suggested risk. Use Arbor Metals risk adjusted performance of 0.0955, and Mean Deviation of 345.3 to evaluate company specific risk that cannot be diversified away. Arbor Metals holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 95.0, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Arbor Metals will likely underperform. Use Arbor Metals standard deviation, as well as the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Arbor Metals.
Auto-correlation | 0.12 |
Insignificant predictability
Arbor Metals Corp has insignificant predictability. Overlapping area represents the amount of predictability between Arbor Metals time series from 16th of January 2024 to 10th of January 2025 and 10th of January 2025 to 5th of January 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 Arbor Metals Corp price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Arbor Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Arbor Metals Corp lagged returns against current returns
Autocorrelation, which is Arbor Metals 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 Arbor Metals' pink sheet expected returns. We can calculate the autocorrelation of Arbor Metals returns to help us make a trade decision. For example, suppose you find that Arbor Metals 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 |
Arbor Metals 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 Arbor Metals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arbor Metals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arbor Metals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Arbor Metals Lagged Returns
When evaluating Arbor Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arbor Metals pink sheet have on its future price. Arbor Metals 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, Arbor Metals autocorrelation shows the relationship between Arbor Metals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Arbor Metals Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Arbor Pink Sheet
Arbor Metals financial ratios help investors to determine whether Arbor 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 Arbor with respect to the benefits of owning Arbor Metals security.