5e Advanced Materials Stock Market Value
| FEAM Stock | USD 0.46 0.04 8.00% |
| Symbol | FEAM |
5E Advanced Materials Price To Book Ratio
Is Diversified Metals & Mining space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of 5E Advanced. If investors know FEAM will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about 5E Advanced listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.17) | Quarterly Revenue Growth (0.56) | Return On Assets (0.24) | Return On Equity (1.93) |
The market value of 5E Advanced Materials is measured differently than its book value, which is the value of FEAM that is recorded on the company's balance sheet. Investors also form their own opinion of 5E Advanced's value that differs from its market value or its book value, called intrinsic value, which is 5E Advanced's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because 5E Advanced's market value can be influenced by many factors that don't directly affect 5E Advanced's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between 5E Advanced's value and its price as these two are different measures arrived at by different means. Investors typically determine if 5E Advanced is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 5E Advanced's 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.
5E Advanced '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 5E Advanced'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 5E Advanced.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in 5E Advanced on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding 5E Advanced Materials or generate 0.0% return on investment in 5E Advanced over 30 days. 5E Advanced is related to or competes with Innospec, Minerals Technologies, Oil Dri, Quaker Chemical, Sensient Technologies, Orion Engineered, and Cabot. 5E Advanced Materials Inc. engages in the exploration and development of mineral properties in Australia and the United ... More
5E Advanced 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 5E Advanced'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 5E Advanced Materials upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 26.56 | |||
| Value At Risk | (10.42) | |||
| Potential Upside | 12.9 |
5E Advanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 5E Advanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 5E Advanced's standard deviation. In reality, there are many statistical measures that can use 5E Advanced historical prices to predict the future 5E Advanced's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.57) | |||
| Total Risk Alpha | (1.51) | |||
| Treynor Ratio | (10.93) |
5E Advanced Materials Backtested Returns
5E Advanced Materials retains Efficiency (Sharpe Ratio) of -0.0611, which signifies that the company had a -0.0611% return per unit of price deviation over the last 3 months. 5E Advanced exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 5E Advanced's Information Ratio of (0.11), variance of 36.74, and Market Risk Adjusted Performance of (10.92) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.0512, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 5E Advanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding 5E Advanced is expected to be smaller as well. At this point, 5E Advanced Materials has a negative expected return of -0.37%. Please make sure to confirm 5E Advanced's standard deviation, kurtosis, relative strength index, as well as the relationship between the maximum drawdown and day median price , to decide if 5E Advanced Materials performance from the past will be repeated sooner or later.
Auto-correlation | 0.58 |
Modest predictability
5E Advanced Materials has modest predictability. Overlapping area represents the amount of predictability between 5E Advanced time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of 5E Advanced Materials price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current 5E Advanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
5E Advanced Materials lagged returns against current returns
Autocorrelation, which is 5E Advanced 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 5E Advanced's stock expected returns. We can calculate the autocorrelation of 5E Advanced returns to help us make a trade decision. For example, suppose you find that 5E Advanced 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 |
5E Advanced 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 5E Advanced stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 5E Advanced stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 5E Advanced stock over time.
Current vs Lagged Prices |
| Timeline |
5E Advanced Lagged Returns
When evaluating 5E Advanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 5E Advanced stock have on its future price. 5E Advanced 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, 5E Advanced autocorrelation shows the relationship between 5E Advanced stock current value and its past values and can show if there is a momentum factor associated with investing in 5E Advanced Materials.
Regressed Prices |
| Timeline |
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