Deterra Royalties Limited Stock Market Value
| DETRF Stock | USD 3.15 0.12 3.96% |
| Symbol | Deterra |
Deterra Royalties '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 Deterra Royalties' 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 Deterra Royalties.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Deterra Royalties on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Deterra Royalties Limited or generate 0.0% return on investment in Deterra Royalties over 90 days. Deterra Royalties is related to or competes with Altius Minerals, Perenti Global, China Resources, Iluka Resources, Foran Mining, Iluka Resources, and ERAMET SA. Deterra Royalties Limited operates as a royalty investment company in Australia More
Deterra Royalties 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 Deterra Royalties' 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 Deterra Royalties Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.97 | |||
| Information Ratio | 0.0847 | |||
| Maximum Drawdown | 20.55 | |||
| Value At Risk | (4.56) | |||
| Potential Upside | 6.14 |
Deterra Royalties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deterra Royalties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deterra Royalties' standard deviation. In reality, there are many statistical measures that can use Deterra Royalties historical prices to predict the future Deterra Royalties' volatility.| Risk Adjusted Performance | 0.092 | |||
| Jensen Alpha | 0.3632 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0761 | |||
| Treynor Ratio | 1.13 |
Deterra Royalties January 23, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.092 | |||
| Market Risk Adjusted Performance | 1.14 | |||
| Mean Deviation | 2.33 | |||
| Semi Deviation | 2.49 | |||
| Downside Deviation | 3.97 | |||
| Coefficient Of Variation | 877.97 | |||
| Standard Deviation | 3.57 | |||
| Variance | 12.71 | |||
| Information Ratio | 0.0847 | |||
| Jensen Alpha | 0.3632 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0761 | |||
| Treynor Ratio | 1.13 | |||
| Maximum Drawdown | 20.55 | |||
| Value At Risk | (4.56) | |||
| Potential Upside | 6.14 | |||
| Downside Variance | 15.76 | |||
| Semi Variance | 6.18 | |||
| Expected Short fall | (3.90) | |||
| Skewness | 0.8467 | |||
| Kurtosis | 4.15 |
Deterra Royalties Backtested Returns
Deterra Royalties appears to be risky, given 3 months investment horizon. Deterra Royalties secures Sharpe Ratio (or Efficiency) of 0.0641, which denotes the company had a 0.0641 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Deterra Royalties Limited, which you can use to evaluate the volatility of the firm. Please utilize Deterra Royalties' Coefficient Of Variation of 877.97, downside deviation of 3.97, and Mean Deviation of 2.33 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Deterra Royalties holds a performance score of 5. The firm shows a Beta (market volatility) of 0.35, which means possible diversification benefits within a given portfolio. As returns on the market increase, Deterra Royalties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Deterra Royalties is expected to be smaller as well. Please check Deterra Royalties' semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Deterra Royalties' price patterns will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Deterra Royalties Limited has virtually no predictability. Overlapping area represents the amount of predictability between Deterra Royalties time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Deterra Royalties price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Deterra Royalties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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Other Information on Investing in Deterra Pink Sheet
Deterra Royalties financial ratios help investors to determine whether Deterra 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 Deterra with respect to the benefits of owning Deterra Royalties security.