Coast Copper Corp Stock Market Value
| COCCF Stock | 0.14 0.04 47.37% |
| Symbol | Coast |
Coast Copper '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 Coast Copper'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 Coast Copper.
| 01/23/2025 |
| 01/18/2026 |
If you would invest 0.00 in Coast Copper on January 23, 2025 and sell it all today you would earn a total of 0.00 from holding Coast Copper Corp or generate 0.0% return on investment in Coast Copper over 360 days.
Coast Copper 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 Coast Copper'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 Coast Copper Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1516 | |||
| Maximum Drawdown | 137.5 |
Coast Copper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coast Copper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coast Copper's standard deviation. In reality, there are many statistical measures that can use Coast Copper historical prices to predict the future Coast Copper's volatility.| Risk Adjusted Performance | 0.1186 | |||
| Jensen Alpha | 2.68 | |||
| Total Risk Alpha | 0.4688 | |||
| Treynor Ratio | 2.18 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Coast Copper'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.
Coast Copper Corp Backtested Returns
Coast Copper is out of control given 3 months investment horizon. Coast Copper Corp secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of standard deviation over the last 3 months. We were able to break down twenty-one different technical indicators, which can help you to evaluate if expected returns of 2.84% are justified by taking the suggested risk. Use Coast Copper mean deviation of 5.43, and Risk Adjusted Performance of 0.1186 to evaluate company specific risk that cannot be diversified away. Coast Copper holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.28, 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, Coast Copper will likely underperform. Use Coast Copper treynor ratio, day typical price, and the relationship between the information ratio and daily balance of power , to analyze future returns on Coast Copper.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Coast Copper Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Coast Copper time series from 23rd of January 2025 to 22nd of July 2025 and 22nd of July 2025 to 18th 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 Coast Copper Corp price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Coast Copper price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Coast Copper Corp lagged returns against current returns
Autocorrelation, which is Coast Copper 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 Coast Copper's pink sheet expected returns. We can calculate the autocorrelation of Coast Copper returns to help us make a trade decision. For example, suppose you find that Coast Copper 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 |
Coast Copper 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 Coast Copper pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coast Copper pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coast Copper pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Coast Copper Lagged Returns
When evaluating Coast Copper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coast Copper pink sheet have on its future price. Coast Copper 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, Coast Copper autocorrelation shows the relationship between Coast Copper pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Coast Copper Corp.
Regressed Prices |
| Timeline |