Falcon Metals' market value is the price at which a share of Falcon Metals trades on a public exchange. It measures the collective expectations of Falcon Metals Limited investors about its performance. Falcon Metals is trading at 0.075 as of the 29th of November 2024. This is a 3,025 percent increase since the beginning of the trading day. The stock's lowest day price was 0.075. With this module, you can estimate the performance of a buy and hold strategy of Falcon Metals Limited and determine expected loss or profit from investing in Falcon Metals over a given investment horizon. Check out Falcon Metals Correlation, Falcon Metals Volatility and Falcon Metals Alpha and Beta module to complement your research on Falcon Metals.
Please note, there is a significant difference between Falcon Metals' value and its price as these two are different measures arrived at by different means. Investors typically determine if Falcon Metals is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Falcon Metals' 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.
Falcon 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 Falcon Metals' 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 Falcon Metals.
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10/30/2024
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In 30 days
11/29/2024
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If you would invest 0.00 in Falcon Metals on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Falcon Metals Limited or generate 0.0% return on investment in Falcon Metals over 30 days. Falcon Metals is related to or competes with Aurion Resources, Rio2, and Grande Portage. Falcon Metals Limited engages in the discovery, exploration, and development of mineral deposits in Australia More
Falcon 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 Falcon Metals' 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 Falcon Metals 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 Falcon Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Metals' standard deviation. In reality, there are many statistical measures that can use Falcon Metals historical prices to predict the future Falcon Metals' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Falcon Metals. Your research has to be compared to or analyzed against Falcon Metals' peers to derive any actionable benefits. When done correctly, Falcon Metals' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Falcon Metals Limited.
Falcon Metals Limited Backtested Returns
Falcon Metals is out of control given 3 months investment horizon. Falcon Metals Limited secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We were able to analyze and collect data for nineteen different technical indicators, which can help you to evaluate if expected returns of 14.06% are justified by taking the suggested risk. Use Falcon Metals Mean Deviation of 90.33, variance of 138961.78, and Standard Deviation of 372.78 to evaluate company specific risk that cannot be diversified away. Falcon Metals holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 68.18, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Falcon Metals will likely underperform. Use Falcon Metals jensen alpha and the relationship between the kurtosis and period momentum indicator , to analyze future returns on Falcon Metals.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Falcon Metals Limited lagged returns against current returns
Autocorrelation, which is Falcon Metals 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 Falcon Metals' pink sheet expected returns. We can calculate the autocorrelation of Falcon Metals returns to help us make a trade decision. For example, suppose you find that Falcon Metals 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
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Falcon 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 Falcon Metals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Metals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Metals pink sheet over time.
Current vs Lagged Prices
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Falcon Metals Lagged Returns
When evaluating Falcon Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcon Metals pink sheet have on its future price. Falcon 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, Falcon Metals autocorrelation shows the relationship between Falcon Metals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Falcon Metals Limited.
Other Information on Investing in Falcon Pink Sheet
Falcon Metals financial ratios help investors to determine whether Falcon 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 Falcon with respect to the benefits of owning Falcon Metals security.