Australian Silica Quartz Stock Market Value
| BXRDF Stock | USD 0.01 0.00 0.00% |
| Symbol | Australian |
Australian Silica '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 Silica'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 Australian Silica.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Australian Silica on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Australian Silica Quartz or generate 0.0% return on investment in Australian Silica over 30 days. Australian Silica is related to or competes with StrikePoint Gold, Class 1, and Riley Gold. Australian Silica Quartz Group Ltd., together with its subsidiaries, engages in the acquisition, exploration, and develo... More
Australian Silica 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 Silica'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 Australian Silica Quartz upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0809 | |||
| Maximum Drawdown | 298.42 | |||
| Value At Risk | (11.74) |
Australian Silica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Australian Silica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Australian Silica's standard deviation. In reality, there are many statistical measures that can use Australian Silica historical prices to predict the future Australian Silica's volatility.| Risk Adjusted Performance | 0.072 | |||
| Jensen Alpha | 2.91 | |||
| Total Risk Alpha | (1.15) | |||
| Treynor Ratio | (4.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Australian Silica'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.
Australian Silica Quartz Backtested Returns
Australian Silica is out of control given 3 months investment horizon. Australian Silica Quartz secures Sharpe Ratio (or Efficiency) of 0.0911, which signifies that the company had a 0.0911 % return per unit of risk over the last 3 months. We were able to break down seventeen different technical indicators, which can help you to evaluate if expected returns of 3.19% are justified by taking the suggested risk. Use Australian Silica Standard Deviation of 34.25, risk adjusted performance of 0.072, and Mean Deviation of 10.13 to evaluate company specific risk that cannot be diversified away. Australian Silica holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Australian Silica are expected to decrease at a much lower rate. During the bear market, Australian Silica is likely to outperform the market. Use Australian Silica information ratio, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to analyze future returns on Australian Silica.
Auto-correlation | -0.32 |
Poor reverse predictability
Australian Silica Quartz has poor reverse predictability. Overlapping area represents the amount of predictability between Australian Silica time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. 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 Silica Quartz price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Australian Silica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Australian Silica Quartz lagged returns against current returns
Autocorrelation, which is Australian Silica 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 Australian Silica's pink sheet expected returns. We can calculate the autocorrelation of Australian Silica returns to help us make a trade decision. For example, suppose you find that Australian Silica 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 |
Australian Silica 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 Silica pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Australian Silica pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Australian Silica pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Australian Silica Lagged Returns
When evaluating Australian Silica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Australian Silica pink sheet have on its future price. Australian Silica 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 Silica autocorrelation shows the relationship between Australian Silica pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Australian Silica Quartz.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Australian Pink Sheet
Australian Silica financial ratios help investors to determine whether Australian Pink Sheet 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 Australian with respect to the benefits of owning Australian Silica security.