Maxwell Resource Stock Market Value
| BCDS Stock | USD 0 0.0003 30.00% |
| Symbol | Maxwell |
Maxwell Resource '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 Maxwell Resource's 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 Maxwell Resource.
| 12/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Maxwell Resource on December 28, 2023 and sell it all today you would earn a total of 0.00 from holding Maxwell Resource or generate 0.0% return on investment in Maxwell Resource over 330 days. Maxwell Resource is related to or competes with CurrentC Power, Agent Information, and BASE. The companys products include BlaqPromote for business owners to segment their customer databases BlaqStats that provide... More
Maxwell Resource 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 Maxwell Resource's 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 Maxwell Resource upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 40.48 | |||
| Information Ratio | 0.0615 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 50.0 |
Maxwell Resource Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maxwell Resource's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maxwell Resource's standard deviation. In reality, there are many statistical measures that can use Maxwell Resource historical prices to predict the future Maxwell Resource's volatility.| Risk Adjusted Performance | 0.0598 | |||
| Jensen Alpha | 1.83 | |||
| Total Risk Alpha | (1.72) | |||
| Sortino Ratio | 0.0401 | |||
| Treynor Ratio | (1.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Maxwell Resource's 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.
Maxwell Resource Backtested Returns
Maxwell Resource is out of control given 3 months investment horizon. Maxwell Resource has Sharpe Ratio of 0.0908, which conveys that the firm had a 0.0908% return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.46% are justified by taking the suggested risk. Use Maxwell Resource Risk Adjusted Performance of 0.0598, mean deviation of 11.84, and Downside Deviation of 40.48 to evaluate company specific risk that cannot be diversified away. Maxwell Resource holds a performance score of 7 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -1.07, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Maxwell Resource are expected to decrease slowly. On the other hand, during market turmoil, Maxwell Resource is expected to outperform it slightly. Use Maxwell Resource potential upside, as well as the relationship between the kurtosis and day typical price , to analyze future returns on Maxwell Resource.
Auto-correlation | -0.07 |
Very weak reverse predictability
Maxwell Resource has very weak reverse predictability. Overlapping area represents the amount of predictability between Maxwell Resource time series from 28th of December 2023 to 10th of June 2024 and 10th of June 2024 to 22nd 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 Maxwell Resource price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Maxwell Resource price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Maxwell Resource lagged returns against current returns
Autocorrelation, which is Maxwell Resource 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 Maxwell Resource's pink sheet expected returns. We can calculate the autocorrelation of Maxwell Resource returns to help us make a trade decision. For example, suppose you find that Maxwell Resource 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 |
Maxwell Resource 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 Maxwell Resource pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maxwell Resource pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maxwell Resource pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Maxwell Resource Lagged Returns
When evaluating Maxwell Resource's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maxwell Resource pink sheet have on its future price. Maxwell Resource 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, Maxwell Resource autocorrelation shows the relationship between Maxwell Resource pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Maxwell Resource.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Maxwell Pink Sheet Analysis
When running Maxwell Resource's price analysis, check to measure Maxwell Resource'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 Maxwell Resource is operating at the current time. Most of Maxwell Resource's value examination focuses on studying past and present price action to predict the probability of Maxwell Resource's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Maxwell Resource's price. Additionally, you may evaluate how the addition of Maxwell Resource to your portfolios can decrease your overall portfolio volatility.