Arianne Phosphate Stock Market Value
| DAN Stock | CAD 0.20 0.01 4.76% |
| Symbol | Arianne |
Arianne Phosphate Price To Book Ratio
Arianne Phosphate '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 Arianne Phosphate'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 Arianne Phosphate.
| 01/23/2024 |
| 01/12/2026 |
If you would invest 0.00 in Arianne Phosphate on January 23, 2024 and sell it all today you would earn a total of 0.00 from holding Arianne Phosphate or generate 0.0% return on investment in Arianne Phosphate over 720 days. Arianne Phosphate is related to or competes with Pan Global, Geomega Resources, West High, Sterling Metals, Namibia Critical, Lithium South, and Midland Exploration. Arianne Phosphate Inc. engages in the acquisition and exploration of mining properties in Canada More
Arianne Phosphate 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 Arianne Phosphate'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 Arianne Phosphate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 34.1 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 10.0 |
Arianne Phosphate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arianne Phosphate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arianne Phosphate's standard deviation. In reality, there are many statistical measures that can use Arianne Phosphate historical prices to predict the future Arianne Phosphate's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.79) | |||
| Treynor Ratio | 0.4846 |
Arianne Phosphate Backtested Returns
Arianne Phosphate secures Sharpe Ratio (or Efficiency) of -0.0109, which signifies that the company had a -0.0109 % return per unit of risk over the last 3 months. Arianne Phosphate exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arianne Phosphate's insignificant Risk Adjusted Performance, standard deviation of 6.04, and Mean Deviation of 4.05 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arianne Phosphate are expected to decrease at a much lower rate. During the bear market, Arianne Phosphate is likely to outperform the market. At this point, Arianne Phosphate has a negative expected return of -0.0628%. Please make sure to confirm Arianne Phosphate's jensen alpha, as well as the relationship between the skewness and day median price , to decide if Arianne Phosphate performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.69 |
Very good reverse predictability
Arianne Phosphate has very good reverse predictability. Overlapping area represents the amount of predictability between Arianne Phosphate time series from 23rd of January 2024 to 17th of January 2025 and 17th of January 2025 to 12th 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 Arianne Phosphate price movement. The serial correlation of -0.69 indicates that around 69.0% of current Arianne Phosphate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arianne Phosphate lagged returns against current returns
Autocorrelation, which is Arianne Phosphate 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 Arianne Phosphate's stock expected returns. We can calculate the autocorrelation of Arianne Phosphate returns to help us make a trade decision. For example, suppose you find that Arianne Phosphate 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 |
Arianne Phosphate 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 Arianne Phosphate stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arianne Phosphate stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arianne Phosphate stock over time.
Current vs Lagged Prices |
| Timeline |
Arianne Phosphate Lagged Returns
When evaluating Arianne Phosphate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arianne Phosphate stock have on its future price. Arianne Phosphate 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, Arianne Phosphate autocorrelation shows the relationship between Arianne Phosphate stock current value and its past values and can show if there is a momentum factor associated with investing in Arianne Phosphate.
Regressed Prices |
| Timeline |
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Additional Tools for Arianne Stock Analysis
When running Arianne Phosphate's price analysis, check to measure Arianne Phosphate'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 Arianne Phosphate is operating at the current time. Most of Arianne Phosphate's value examination focuses on studying past and present price action to predict the probability of Arianne Phosphate's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arianne Phosphate's price. Additionally, you may evaluate how the addition of Arianne Phosphate to your portfolios can decrease your overall portfolio volatility.