Fitzroy Minerals Stock Market Value
| FTZFF Stock | 0.47 0.03 6.00% |
| Symbol | Fitzroy |
Fitzroy Minerals '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 Fitzroy Minerals' otc 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 Fitzroy Minerals.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Fitzroy Minerals on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Fitzroy Minerals or generate 0.0% return on investment in Fitzroy Minerals over 90 days.
Fitzroy Minerals 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 Fitzroy Minerals' otc 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 Fitzroy Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.37 | |||
| Information Ratio | 0.2403 | |||
| Maximum Drawdown | 22.84 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 11.11 |
Fitzroy Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fitzroy Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fitzroy Minerals' standard deviation. In reality, there are many statistical measures that can use Fitzroy Minerals historical prices to predict the future Fitzroy Minerals' volatility.| Risk Adjusted Performance | 0.1916 | |||
| Jensen Alpha | 1.35 | |||
| Total Risk Alpha | 0.9316 | |||
| Sortino Ratio | 0.2323 | |||
| Treynor Ratio | (1.20) |
Fitzroy Minerals January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1916 | |||
| Market Risk Adjusted Performance | (1.19) | |||
| Mean Deviation | 4.12 | |||
| Semi Deviation | 3.55 | |||
| Downside Deviation | 5.37 | |||
| Coefficient Of Variation | 396.68 | |||
| Standard Deviation | 5.19 | |||
| Variance | 26.93 | |||
| Information Ratio | 0.2403 | |||
| Jensen Alpha | 1.35 | |||
| Total Risk Alpha | 0.9316 | |||
| Sortino Ratio | 0.2323 | |||
| Treynor Ratio | (1.20) | |||
| Maximum Drawdown | 22.84 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 11.11 | |||
| Downside Variance | 28.81 | |||
| Semi Variance | 12.62 | |||
| Expected Short fall | (5.96) | |||
| Skewness | 0.2999 | |||
| Kurtosis | (0.09) |
Fitzroy Minerals Backtested Returns
Fitzroy Minerals secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the company had a 0.25 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.33% are justified by taking the suggested risk. Use Fitzroy Minerals Mean Deviation of 4.12, downside deviation of 5.37, and Coefficient Of Variation of 396.68 to evaluate company specific risk that cannot be diversified away. Fitzroy Minerals holds a performance score of 20 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.08, which means a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Fitzroy Minerals are expected to decrease slowly. On the other hand, during market turmoil, Fitzroy Minerals is expected to outperform it slightly. Use Fitzroy Minerals maximum drawdown and the relationship between the semi variance and day typical price , to analyze future returns on Fitzroy Minerals.
Auto-correlation | 0.51 |
Modest predictability
Fitzroy Minerals has modest predictability. Overlapping area represents the amount of predictability between Fitzroy Minerals time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Fitzroy Minerals price movement. The serial correlation of 0.51 indicates that about 51.0% of current Fitzroy Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |