Falco Resources Stock Market Value
| FPRGF Stock | USD 0.25 0.01 3.85% |
| Symbol | Falco |
Falco Resources '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 Falco Resources' 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 Falco Resources.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Falco Resources on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Falco Resources or generate 0.0% return on investment in Falco Resources over 540 days. Falco Resources is related to or competes with American Lithium, Ameriwest Lithium, Alpha Lithium, United Lithium, and Standard Lithium. Falco Resources Ltd. engages in the exploration, development, and evaluation of mineral properties in Canada More
Falco Resources 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 Falco Resources' 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 Falco Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.56 | |||
| Information Ratio | 0.1207 | |||
| Maximum Drawdown | 238.75 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 25.0 |
Falco Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falco Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falco Resources' standard deviation. In reality, there are many statistical measures that can use Falco Resources historical prices to predict the future Falco Resources' volatility.| Risk Adjusted Performance | 0.1046 | |||
| Jensen Alpha | 4.71 | |||
| Total Risk Alpha | (1.84) | |||
| Sortino Ratio | 0.1739 | |||
| Treynor Ratio | 1.22 |
Falco Resources Backtested Returns
Falco Resources is out of control given 3 months investment horizon. Falco Resources secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 5.28% are justified by taking the suggested risk. Use Falco Resources Downside Deviation of 29.56, coefficient of variation of 806.92, and Mean Deviation of 18.13 to evaluate company specific risk that cannot be diversified away. Falco Resources holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 4.33, 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, Falco Resources will likely underperform. Use Falco Resources total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to analyze future returns on Falco Resources.
Auto-correlation | 0.25 |
Poor predictability
Falco Resources has poor predictability. Overlapping area represents the amount of predictability between Falco Resources time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th 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 Falco Resources price movement. The serial correlation of 0.25 indicates that over 25.0% of current Falco Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Falco Resources lagged returns against current returns
Autocorrelation, which is Falco Resources 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 Falco Resources' pink sheet expected returns. We can calculate the autocorrelation of Falco Resources returns to help us make a trade decision. For example, suppose you find that Falco Resources 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 |
Falco Resources 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 Falco Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falco Resources pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falco Resources pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Falco Resources Lagged Returns
When evaluating Falco Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falco Resources pink sheet have on its future price. Falco Resources 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, Falco Resources autocorrelation shows the relationship between Falco Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Falco Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Falco Pink Sheet
Falco Resources financial ratios help investors to determine whether Falco 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 Falco with respect to the benefits of owning Falco Resources security.