Cat Strategic Metals Stock Market Value
| CATTF Stock | USD 0.01 0.0004 4.55% |
| Symbol | CAT |
CAT Strategic '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 CAT Strategic'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 CAT Strategic.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in CAT Strategic on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding CAT Strategic Metals or generate 0.0% return on investment in CAT Strategic over 30 days. CAT Strategic is related to or competes with Hannan Metals, Filo Mining, and Surge Battery. CAT Strategic Metals Corporation engages in the acquisition and exploration of mineral properties in Canada More
CAT Strategic 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 CAT Strategic'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 CAT Strategic Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 50.71 | |||
| Information Ratio | 0.1335 | |||
| Maximum Drawdown | 3804.55 | |||
| Value At Risk | (24.00) | |||
| Potential Upside | 131.58 |
CAT Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAT Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAT Strategic's standard deviation. In reality, there are many statistical measures that can use CAT Strategic historical prices to predict the future CAT Strategic's volatility.| Risk Adjusted Performance | 0.1221 | |||
| Jensen Alpha | 65.77 | |||
| Total Risk Alpha | 20.79 | |||
| Sortino Ratio | 1.23 | |||
| Treynor Ratio | (1.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CAT Strategic'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.
CAT Strategic Metals Backtested Returns
CAT Strategic is out of control given 3 months investment horizon. CAT Strategic Metals secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of volatility over the last 3 months. We were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 21.51% are justified by taking the suggested risk. Use CAT Strategic Coefficient Of Variation of 748.27, mean deviation of 121.99, and Market Risk Adjusted Performance of (1.48) to evaluate company specific risk that cannot be diversified away. CAT Strategic holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -42.09, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning CAT Strategic are expected to decrease by larger amounts. On the other hand, during market turmoil, CAT Strategic is expected to outperform it. Use CAT Strategic maximum drawdown and the relationship between the semi variance and price action indicator , to analyze future returns on CAT Strategic.
Auto-correlation | 0.35 |
Below average predictability
CAT Strategic Metals has below average predictability. Overlapping area represents the amount of predictability between CAT Strategic time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 CAT Strategic Metals price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current CAT Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CAT Strategic Metals lagged returns against current returns
Autocorrelation, which is CAT Strategic 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 CAT Strategic's pink sheet expected returns. We can calculate the autocorrelation of CAT Strategic returns to help us make a trade decision. For example, suppose you find that CAT Strategic 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 |
CAT Strategic 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 CAT Strategic pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAT Strategic pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAT Strategic pink sheet over time.
Current vs Lagged Prices |
| Timeline |
CAT Strategic Lagged Returns
When evaluating CAT Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAT Strategic pink sheet have on its future price. CAT Strategic 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, CAT Strategic autocorrelation shows the relationship between CAT Strategic pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CAT Strategic Metals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CAT Pink Sheet
CAT Strategic financial ratios help investors to determine whether CAT 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 CAT with respect to the benefits of owning CAT Strategic security.