Bear Creek Mining Stock Market Value
| BCM Stock | CAD 0.42 0.01 2.44% |
| Symbol | Bear |
Bear Creek Mining Price To Book Ratio
Bear Creek '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 Bear Creek'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 Bear Creek.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Bear Creek on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Bear Creek Mining or generate 0.0% return on investment in Bear Creek over 540 days. Bear Creek is related to or competes with IMPACT Silver, Minera Alamos, and Chesapeake Gold. Bear Creek Mining Corporation engages in the acquisition, exploration, and development of precious and base metal proper... More
Bear Creek 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 Bear Creek'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 Bear Creek Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.53 | |||
| Information Ratio | 0.082 | |||
| Maximum Drawdown | 37.08 | |||
| Value At Risk | (11.54) | |||
| Potential Upside | 11.76 |
Bear Creek Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bear Creek's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bear Creek's standard deviation. In reality, there are many statistical measures that can use Bear Creek historical prices to predict the future Bear Creek's volatility.| Risk Adjusted Performance | 0.0854 | |||
| Jensen Alpha | 0.4358 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.0762 | |||
| Treynor Ratio | 0.3135 |
Bear Creek Mining Backtested Returns
Bear Creek appears to be out of control, given 3 months investment horizon. Bear Creek Mining secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of standard deviation over the last 3 months. By analyzing Bear Creek's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please makes use of Bear Creek's mean deviation of 5.23, and Risk Adjusted Performance of 0.0854 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bear Creek holds a performance score of 8. The firm shows a Beta (market volatility) of 2.2, 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, Bear Creek will likely underperform. Please check Bear Creek's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Bear Creek's price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Bear Creek Mining has weak reverse predictability. Overlapping area represents the amount of predictability between Bear Creek time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Bear Creek Mining price movement. The serial correlation of -0.25 indicates that over 25.0% of current Bear Creek price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Bear Creek Mining lagged returns against current returns
Autocorrelation, which is Bear Creek 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 Bear Creek's stock expected returns. We can calculate the autocorrelation of Bear Creek returns to help us make a trade decision. For example, suppose you find that Bear Creek 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 |
Bear Creek 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 Bear Creek stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bear Creek stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bear Creek stock over time.
Current vs Lagged Prices |
| Timeline |
Bear Creek Lagged Returns
When evaluating Bear Creek's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bear Creek stock have on its future price. Bear Creek 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, Bear Creek autocorrelation shows the relationship between Bear Creek stock current value and its past values and can show if there is a momentum factor associated with investing in Bear Creek Mining.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bear Stock Analysis
When running Bear Creek's price analysis, check to measure Bear Creek'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 Bear Creek is operating at the current time. Most of Bear Creek's value examination focuses on studying past and present price action to predict the probability of Bear Creek's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bear Creek's price. Additionally, you may evaluate how the addition of Bear Creek to your portfolios can decrease your overall portfolio volatility.