Peruvian Metals Corp Stock Market Value
| DUVNF Stock | USD 0.01 0.00 0.00% |
| Symbol | Peruvian |
Peruvian Metals '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 Peruvian Metals' otc 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 Peruvian Metals.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Peruvian Metals on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Peruvian Metals Corp or generate 0.0% return on investment in Peruvian Metals over 150 days. Peruvian Metals is related to or competes with Hannan Metals, Filo Mining, and Surge Battery. Peruvian Metals Corp. engages in the acquisition, exploration for, and development of precious and base metals in Peru More
Peruvian Metals 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 Peruvian Metals' otc 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 Peruvian Metals Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.7 | |||
| Information Ratio | 0.0231 | |||
| Maximum Drawdown | 56.46 | |||
| Value At Risk | (13.57) | |||
| Potential Upside | 14.17 |
Peruvian Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peruvian Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peruvian Metals' standard deviation. In reality, there are many statistical measures that can use Peruvian Metals historical prices to predict the future Peruvian Metals' volatility.| Risk Adjusted Performance | 0.0379 | |||
| Jensen Alpha | 0.4592 | |||
| Total Risk Alpha | (0.65) | |||
| Sortino Ratio | 0.0148 | |||
| Treynor Ratio | (0.16) |
Peruvian Metals Corp Backtested Returns
Peruvian Metals appears to be out of control, given 3 months investment horizon. Peruvian Metals Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.0544, which implies the firm had a 0.0544 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Peruvian Metals Corp, which you can use to evaluate the volatility of the company. Please evaluate Peruvian Metals' Coefficient Of Variation of 2896.67, risk adjusted performance of 0.0379, and Semi Deviation of 5.41 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Peruvian Metals holds a performance score of 4. The company holds a Beta of -1.86, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Peruvian Metals are expected to decrease by larger amounts. On the other hand, during market turmoil, Peruvian Metals is expected to outperform it. Please check Peruvian Metals' treynor ratio, as well as the relationship between the downside variance and kurtosis , to make a quick decision on whether Peruvian Metals' historical price patterns will revert.
Auto-correlation | -0.1 |
Very weak reverse predictability
Peruvian Metals Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Peruvian Metals time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 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 Peruvian Metals Corp price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Peruvian Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Peruvian Metals Corp lagged returns against current returns
Autocorrelation, which is Peruvian Metals otc 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 Peruvian Metals' otc stock expected returns. We can calculate the autocorrelation of Peruvian Metals returns to help us make a trade decision. For example, suppose you find that Peruvian Metals has exhibited high autocorrelation historically, and you observe that the otc 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 |
Peruvian Metals 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 Peruvian Metals otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peruvian Metals otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peruvian Metals otc stock over time.
Current vs Lagged Prices |
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Peruvian Metals Lagged Returns
When evaluating Peruvian Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peruvian Metals otc stock have on its future price. Peruvian Metals 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, Peruvian Metals autocorrelation shows the relationship between Peruvian Metals otc stock current value and its past values and can show if there is a momentum factor associated with investing in Peruvian Metals Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Peruvian OTC Stock
Peruvian Metals financial ratios help investors to determine whether Peruvian OTC Stock 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 Peruvian with respect to the benefits of owning Peruvian Metals security.