China Molybdenum Co Stock Market Value
| CMCLF Stock | USD 2.65 0.02 0.75% |
| Symbol | China |
China Molybdenum '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 China Molybdenum'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 China Molybdenum.
| 10/12/2025 |
| 01/10/2026 |
If you would invest 0.00 in China Molybdenum on October 12, 2025 and sell it all today you would earn a total of 0.00 from holding China Molybdenum Co or generate 0.0% return on investment in China Molybdenum over 90 days. China Molybdenum is related to or competes with Fortescue Metals, Fortescue Metals, Anglo American, Holcim, Lafargeholcim, HeidelbergCement, and Anglo American. CMOC Group Limited, together with its subsidiaries, engages in the mining, beneficiation, smelting, refining, and tradin... More
China Molybdenum 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 China Molybdenum'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 China Molybdenum Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.01 | |||
| Information Ratio | 0.0702 | |||
| Maximum Drawdown | 25.4 | |||
| Value At Risk | (7.66) | |||
| Potential Upside | 8.58 |
China Molybdenum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Molybdenum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as China Molybdenum's standard deviation. In reality, there are many statistical measures that can use China Molybdenum historical prices to predict the future China Molybdenum's volatility.| Risk Adjusted Performance | 0.0746 | |||
| Jensen Alpha | 0.4139 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0707 | |||
| Treynor Ratio | 1.53 |
China Molybdenum Backtested Returns
China Molybdenum appears to be dangerous, given 3 months investment horizon. China Molybdenum secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. By analyzing China Molybdenum's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of China Molybdenum's Mean Deviation of 3.8, risk adjusted performance of 0.0746, and Downside Deviation of 5.01 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, China Molybdenum holds a performance score of 8. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, China Molybdenum's returns are expected to increase less than the market. However, during the bear market, the loss of holding China Molybdenum is expected to be smaller as well. Please check China Molybdenum's information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether China Molybdenum's price patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
China Molybdenum Co has modest predictability. Overlapping area represents the amount of predictability between China Molybdenum time series from 12th of October 2025 to 26th of November 2025 and 26th of November 2025 to 10th 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 China Molybdenum price movement. The serial correlation of 0.55 indicates that about 55.0% of current China Molybdenum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
China Molybdenum lagged returns against current returns
Autocorrelation, which is China Molybdenum 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 China Molybdenum's pink sheet expected returns. We can calculate the autocorrelation of China Molybdenum returns to help us make a trade decision. For example, suppose you find that China Molybdenum 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 |
China Molybdenum 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 China Molybdenum pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if China Molybdenum pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in China Molybdenum pink sheet over time.
Current vs Lagged Prices |
| Timeline |
China Molybdenum Lagged Returns
When evaluating China Molybdenum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of China Molybdenum pink sheet have on its future price. China Molybdenum 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, China Molybdenum autocorrelation shows the relationship between China Molybdenum pink sheet current value and its past values and can show if there is a momentum factor associated with investing in China Molybdenum Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in China Pink Sheet
China Molybdenum financial ratios help investors to determine whether China 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 China with respect to the benefits of owning China Molybdenum security.