Anfield Resources Stock Market Value
| ANLDF Stock | USD 0.08 0.01 11.11% |
| Symbol | Anfield |
Anfield Resources '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 Anfield Resources' 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 Anfield Resources.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Anfield Resources on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Anfield Resources or generate 0.0% return on investment in Anfield Resources over 30 days. Anfield Resources is related to or competes with Petroleo Brasileiro, Equinor ASA, Eni SPA, YPF Sociedad, Ecopetrol, BP PLC, and Shell PLC. Anfield Energy Inc. operates as a uranium and vanadium development and production company in the United States More
Anfield Resources 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 Anfield Resources' 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 Anfield Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.15 | |||
| Information Ratio | 0.1074 | |||
| Maximum Drawdown | 52.5 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 20.0 |
Anfield Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anfield Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anfield Resources' standard deviation. In reality, there are many statistical measures that can use Anfield Resources historical prices to predict the future Anfield Resources' volatility.| Risk Adjusted Performance | 0.1013 | |||
| Jensen Alpha | 1.09 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | 0.0692 | |||
| Treynor Ratio | 1.72 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Anfield Resources' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Anfield Resources Backtested Returns
Anfield Resources is out of control given 3 months investment horizon. Anfield Resources secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of standard deviation over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.21% are justified by taking the suggested risk. Use Anfield Resources mean deviation of 5.71, and Risk Adjusted Performance of 0.1013 to evaluate company specific risk that cannot be diversified away. Anfield Resources holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anfield Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Anfield Resources is expected to be smaller as well. Use Anfield Resources treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to analyze future returns on Anfield Resources.
Auto-correlation | -0.68 |
Very good reverse predictability
Anfield Resources has very good reverse predictability. Overlapping area represents the amount of predictability between Anfield Resources time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Anfield Resources price movement. The serial correlation of -0.68 indicates that around 68.0% of current Anfield Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Anfield Resources lagged returns against current returns
Autocorrelation, which is Anfield Resources 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 Anfield Resources' otc stock expected returns. We can calculate the autocorrelation of Anfield Resources returns to help us make a trade decision. For example, suppose you find that Anfield Resources 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 |
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Anfield Resources 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 Anfield Resources otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anfield Resources otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anfield Resources otc stock over time.
Current vs Lagged Prices |
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Anfield Resources Lagged Returns
When evaluating Anfield Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anfield Resources otc stock have on its future price. Anfield Resources 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, Anfield Resources autocorrelation shows the relationship between Anfield Resources otc stock current value and its past values and can show if there is a momentum factor associated with investing in Anfield Resources.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Anfield OTC Stock
Anfield Resources financial ratios help investors to determine whether Anfield 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 Anfield with respect to the benefits of owning Anfield Resources security.