MINERAL RES (Germany) Market Value
| F5J Stock | EUR 30.97 0.00 0.00% |
| Symbol | MINERAL |
MINERAL RES '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 MINERAL RES'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 MINERAL RES.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in MINERAL RES on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding MINERAL RES or generate 0.0% return on investment in MINERAL RES over 30 days. MINERAL RES is related to or competes with Singapore Telecommunicatio, Cogeco Communications, Host Hotels, MELIA HOTELS, Cairo Communication, Scandic Hotels, and SmarTone Telecommunicatio. More
MINERAL RES 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 MINERAL RES'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 MINERAL RES upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.6 | |||
| Information Ratio | 0.1304 | |||
| Maximum Drawdown | 18.45 | |||
| Value At Risk | (4.43) | |||
| Potential Upside | 6.6 |
MINERAL RES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MINERAL RES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MINERAL RES's standard deviation. In reality, there are many statistical measures that can use MINERAL RES historical prices to predict the future MINERAL RES's volatility.| Risk Adjusted Performance | 0.1259 | |||
| Jensen Alpha | 0.5381 | |||
| Total Risk Alpha | 0.15 | |||
| Sortino Ratio | 0.1699 | |||
| Treynor Ratio | (3.08) |
MINERAL RES Backtested Returns
MINERAL RES appears to be not too volatile, given 3 months investment horizon. MINERAL RES has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of volatility over the last 3 months. By inspecting MINERAL RES's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please exercise MINERAL RES's mean deviation of 2.5, and Risk Adjusted Performance of 0.1259 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MINERAL RES holds a performance score of 12. The company secures a Beta (Market Risk) of -0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MINERAL RES are expected to decrease at a much lower rate. During the bear market, MINERAL RES is likely to outperform the market. Please check MINERAL RES's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether MINERAL RES's current price movements will revert.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
MINERAL RES has near perfect reversele predictability. Overlapping area represents the amount of predictability between MINERAL RES time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th 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 MINERAL RES price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current MINERAL RES price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MINERAL RES lagged returns against current returns
Autocorrelation, which is MINERAL RES 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 MINERAL RES's stock expected returns. We can calculate the autocorrelation of MINERAL RES returns to help us make a trade decision. For example, suppose you find that MINERAL RES 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 |
MINERAL RES 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 MINERAL RES stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MINERAL RES stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MINERAL RES stock over time.
Current vs Lagged Prices |
| Timeline |
MINERAL RES Lagged Returns
When evaluating MINERAL RES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MINERAL RES stock have on its future price. MINERAL RES 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, MINERAL RES autocorrelation shows the relationship between MINERAL RES stock current value and its past values and can show if there is a momentum factor associated with investing in MINERAL RES.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in MINERAL Stock
MINERAL RES financial ratios help investors to determine whether MINERAL 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 MINERAL with respect to the benefits of owning MINERAL RES security.