Australian Critical (Australia) Market Value
| ACM Stock | 0.09 0 1.10% |
| Symbol | Australian |
Australian Critical '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 Australian Critical's 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 Australian Critical.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Australian Critical on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Australian Critical Minerals or generate 0.0% return on investment in Australian Critical over 30 days. Australian Critical is related to or competes with Hotel Property, Data3, Diversified United, Auctus Alternative, Collins Foods, National Storage, and Premier Investments. Australian Critical is entity of Australia More
Australian Critical 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 Australian Critical's 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 Australian Critical Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.37 | |||
| Information Ratio | 0.0113 | |||
| Maximum Drawdown | 27.67 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 10.0 |
Australian Critical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Australian Critical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Australian Critical's standard deviation. In reality, there are many statistical measures that can use Australian Critical historical prices to predict the future Australian Critical's volatility.| Risk Adjusted Performance | 0.0331 | |||
| Jensen Alpha | 0.1183 | |||
| Total Risk Alpha | (0.70) | |||
| Sortino Ratio | 0.0098 | |||
| Treynor Ratio | 0.3453 |
Australian Critical Backtested Returns
Australian Critical appears to be out of control, given 3 months investment horizon. Australian Critical secures Sharpe Ratio (or Efficiency) of 0.0691, which signifies that the company had a 0.0691% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Australian Critical Minerals, which you can use to evaluate the volatility of the firm. Please makes use of Australian Critical's Risk Adjusted Performance of 0.0331, mean deviation of 3.65, and Downside Deviation of 6.37 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Australian Critical holds a performance score of 5. The firm shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Australian Critical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Australian Critical is expected to be smaller as well. Please check Australian Critical's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Australian Critical's price patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
Australian Critical Minerals has poor predictability. Overlapping area represents the amount of predictability between Australian Critical time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Australian Critical price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Australian Critical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Australian Critical lagged returns against current returns
Autocorrelation, which is Australian Critical 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 Australian Critical's stock expected returns. We can calculate the autocorrelation of Australian Critical returns to help us make a trade decision. For example, suppose you find that Australian Critical has exhibited high autocorrelation historically, and you observe that the 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 |
Australian Critical 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 Australian Critical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Australian Critical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Australian Critical stock over time.
Current vs Lagged Prices |
| Timeline |
Australian Critical Lagged Returns
When evaluating Australian Critical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Australian Critical stock have on its future price. Australian Critical 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, Australian Critical autocorrelation shows the relationship between Australian Critical stock current value and its past values and can show if there is a momentum factor associated with investing in Australian Critical Minerals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Australian Stock Analysis
When running Australian Critical's price analysis, check to measure Australian Critical's 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 Australian Critical is operating at the current time. Most of Australian Critical's value examination focuses on studying past and present price action to predict the probability of Australian Critical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Australian Critical's price. Additionally, you may evaluate how the addition of Australian Critical to your portfolios can decrease your overall portfolio volatility.