Elementis Plc Adr Stock Market Value
| ELMTY Stock | USD 8.30 0.00 0.00% |
| Symbol | Elementis |
Elementis PLC '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 Elementis PLC'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 Elementis PLC.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Elementis PLC on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Elementis PLC ADR or generate 0.0% return on investment in Elementis PLC over 30 days. Elementis PLC is related to or competes with Omai Gold, Chalice Mining, Rare Element, Probe Metals, Toyobo Co, and Ferrexpo PLC. Elementis plc operates as a specialty chemical company in the United Kingdom, North America, rest of Europe, and interna... More
Elementis PLC 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 Elementis PLC'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 Elementis PLC ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 9.8 |
Elementis PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Elementis PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Elementis PLC's standard deviation. In reality, there are many statistical measures that can use Elementis PLC historical prices to predict the future Elementis PLC's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 2.02 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Elementis PLC'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.
Elementis PLC ADR Backtested Returns
Elementis PLC ADR secures Sharpe Ratio (or Efficiency) of -0.0917, which denotes the company had a -0.0917 % return per unit of risk over the last 3 months. Elementis PLC ADR exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Elementis PLC's Standard Deviation of 1.11, mean deviation of 0.345, and Variance of 1.23 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0543, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Elementis PLC are expected to decrease at a much lower rate. During the bear market, Elementis PLC is likely to outperform the market. At this point, Elementis PLC ADR has a negative expected return of -0.1%. Please make sure to confirm Elementis PLC's mean deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and relative strength index , to decide if Elementis PLC ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Elementis PLC ADR has perfect predictability. Overlapping area represents the amount of predictability between Elementis PLC 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 Elementis PLC ADR price movement. The serial correlation of 1.0 indicates that 100.0% of current Elementis PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Elementis PLC ADR lagged returns against current returns
Autocorrelation, which is Elementis PLC 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 Elementis PLC's pink sheet expected returns. We can calculate the autocorrelation of Elementis PLC returns to help us make a trade decision. For example, suppose you find that Elementis PLC 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 |
Elementis PLC 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 Elementis PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Elementis PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Elementis PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Elementis PLC Lagged Returns
When evaluating Elementis PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Elementis PLC pink sheet have on its future price. Elementis PLC 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, Elementis PLC autocorrelation shows the relationship between Elementis PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Elementis PLC ADR.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Elementis Pink Sheet Analysis
When running Elementis PLC's price analysis, check to measure Elementis PLC'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 Elementis PLC is operating at the current time. Most of Elementis PLC's value examination focuses on studying past and present price action to predict the probability of Elementis PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Elementis PLC's price. Additionally, you may evaluate how the addition of Elementis PLC to your portfolios can decrease your overall portfolio volatility.