Aumega Metals Stock Market Value
| AUM Stock | 0.04 0.00 0.00% |
| Symbol | AuMega |
AuMega Metals Price To Book Ratio
AuMega 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 AuMega Metals' 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 AuMega Metals.
| 07/03/2025 |
| 12/30/2025 |
If you would invest 0.00 in AuMega Metals on July 3, 2025 and sell it all today you would earn a total of 0.00 from holding AuMega Metals or generate 0.0% return on investment in AuMega Metals over 180 days. AuMega Metals is related to or competes with North Peak, Kore Mining, Cassiar Gold, BonTerra Resources, Tajiri Resources, Grande Portage, and Independence Gold. AuMega Metals is entity of Canada. It is traded as Stock on V exchange. More
AuMega 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 AuMega Metals' 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 AuMega Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.18 | |||
| Information Ratio | 0.0799 | |||
| Maximum Drawdown | 57.14 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 14.29 |
AuMega Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AuMega Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AuMega Metals' standard deviation. In reality, there are many statistical measures that can use AuMega Metals historical prices to predict the future AuMega Metals' volatility.| Risk Adjusted Performance | 0.072 | |||
| Jensen Alpha | 0.8424 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0586 | |||
| Treynor Ratio | (1.13) |
AuMega Metals Backtested Returns
AuMega Metals appears to be out of control, given 3 months investment horizon. AuMega Metals secures Sharpe Ratio (or Efficiency) of 0.0653, which signifies that the company had a 0.0653 % return per unit of return volatility over the last 3 months. By analyzing AuMega Metals' technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please makes use of AuMega Metals' Semi Deviation of 5.16, risk adjusted performance of 0.072, and Mean Deviation of 5.16 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AuMega Metals holds a performance score of 5. The firm shows a Beta (market volatility) of -0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AuMega Metals are expected to decrease at a much lower rate. During the bear market, AuMega Metals is likely to outperform the market. Please check AuMega Metals' total risk alpha and the relationship between the value at risk and day median price , to make a quick decision on whether AuMega Metals' price patterns will revert.
Auto-correlation | -0.13 |
Insignificant reverse predictability
AuMega Metals has insignificant reverse predictability. Overlapping area represents the amount of predictability between AuMega Metals time series from 3rd of July 2025 to 1st of October 2025 and 1st of October 2025 to 30th of December 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 AuMega Metals price movement. The serial correlation of -0.13 indicates that less than 13.0% of current AuMega Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AuMega Metals lagged returns against current returns
Autocorrelation, which is AuMega Metals 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 AuMega Metals' stock expected returns. We can calculate the autocorrelation of AuMega Metals returns to help us make a trade decision. For example, suppose you find that AuMega Metals 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 |
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AuMega 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 AuMega Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AuMega Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AuMega Metals stock over time.
Current vs Lagged Prices |
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AuMega Metals Lagged Returns
When evaluating AuMega Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AuMega Metals stock have on its future price. AuMega 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, AuMega Metals autocorrelation shows the relationship between AuMega Metals stock current value and its past values and can show if there is a momentum factor associated with investing in AuMega Metals.
Regressed Prices |
| Timeline |
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Additional Tools for AuMega Stock Analysis
When running AuMega Metals' price analysis, check to measure AuMega Metals' 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 AuMega Metals is operating at the current time. Most of AuMega Metals' value examination focuses on studying past and present price action to predict the probability of AuMega Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AuMega Metals' price. Additionally, you may evaluate how the addition of AuMega Metals to your portfolios can decrease your overall portfolio volatility.