Deterra Royalties' market value is the price at which a share of Deterra Royalties trades on a public exchange. It measures the collective expectations of Deterra Royalties Limited investors about its performance. Deterra Royalties is trading at 2.87 as of the 30th of December 2025. This is a 5.51 percent increase since the beginning of the trading day. The stock's lowest day price was 2.86. With this module, you can estimate the performance of a buy and hold strategy of Deterra Royalties Limited and determine expected loss or profit from investing in Deterra Royalties over a given investment horizon. Check out Deterra Royalties Correlation, Deterra Royalties Volatility and Deterra Royalties Alpha and Beta module to complement your research on Deterra Royalties.
Please note, there is a significant difference between Deterra Royalties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Deterra Royalties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Deterra Royalties' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
0.00
11/30/2025
No Change 0.00
0.0
In 30 days
12/30/2025
0.00
If you would invest 0.00 in Deterra Royalties on November 30, 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 30 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.
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.
At this point, Deterra Royalties is very risky. Deterra Royalties secures Sharpe Ratio (or Efficiency) of 0.0402, which denotes the company had a 0.0402 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Deterra Royalties Limited, which you can use to evaluate the volatility of the firm. Please confirm Deterra Royalties' Mean Deviation of 2.18, variance of 12.53, and Standard Deviation of 3.54 to check if the risk estimate we provide is consistent with the expected return of 0.15%. Deterra Royalties has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Deterra Royalties are expected to decrease at a much lower rate. During the bear market, Deterra Royalties is likely to outperform the market. Deterra Royalties right now shows a risk of 3.69%. Please confirm Deterra Royalties skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Deterra Royalties will be following its price patterns.
Auto-correlation
-0.46
Modest reverse predictability
Deterra Royalties Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Deterra Royalties time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th of December 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 Deterra Royalties price movement. The serial correlation of -0.46 indicates that about 46.0% of current Deterra Royalties price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.46
Spearman Rank Test
0.1
Residual Average
0.0
Price Variance
0.01
Deterra Royalties lagged returns against current returns
Autocorrelation, which is Deterra Royalties 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 Deterra Royalties' pink sheet expected returns. We can calculate the autocorrelation of Deterra Royalties returns to help us make a trade decision. For example, suppose you find that Deterra Royalties 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
Deterra Royalties 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 Deterra Royalties pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deterra Royalties pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deterra Royalties pink sheet over time.
Current vs Lagged Prices
Timeline
Deterra Royalties Lagged Returns
When evaluating Deterra Royalties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deterra Royalties pink sheet have on its future price. Deterra Royalties 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, Deterra Royalties autocorrelation shows the relationship between Deterra Royalties pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Deterra Royalties Limited.
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.