Lundin Mining Stock Market Value
| LUNMF Stock | USD 24.93 0.88 3.66% |
| Symbol | Lundin |
Lundin Mining '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 Lundin Mining's 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 Lundin Mining.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in Lundin Mining on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding Lundin Mining or generate 0.0% return on investment in Lundin Mining over 90 days. Lundin Mining is related to or competes with UPM Kymmene, UPM Kymmene, Ivanhoe Mines, Evolution Mining, Nippon Sanso, Norsk Hydro, and KGHM Polska. Lundin Mining Corporation, a diversified base metals mining company, engages in the exploration, development, and mining... More
Lundin Mining 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 Lundin Mining's 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 Lundin Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | 0.2466 | |||
| Maximum Drawdown | 14.28 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 6.08 |
Lundin Mining Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lundin Mining's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lundin Mining's standard deviation. In reality, there are many statistical measures that can use Lundin Mining historical prices to predict the future Lundin Mining's volatility.| Risk Adjusted Performance | 0.2114 | |||
| Jensen Alpha | 0.63 | |||
| Total Risk Alpha | 0.3684 | |||
| Sortino Ratio | 0.2724 | |||
| Treynor Ratio | 0.4897 |
Lundin Mining Backtested Returns
Lundin Mining appears to be very steady, given 3 months investment horizon. Lundin Mining has Sharpe Ratio of 0.29, which conveys that the firm had a 0.29 % return per unit of risk over the last 3 months. By analyzing Lundin Mining's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please exercise Lundin Mining's Risk Adjusted Performance of 0.2114, mean deviation of 2.21, and Downside Deviation of 2.58 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lundin Mining holds a performance score of 22. The company secures a Beta (Market Risk) of 1.66, which conveys 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, Lundin Mining will likely underperform. Please check Lundin Mining's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Lundin Mining's current price movements will revert.
Auto-correlation | 0.86 |
Very good predictability
Lundin Mining has very good predictability. Overlapping area represents the amount of predictability between Lundin Mining time series from 16th of October 2025 to 30th of November 2025 and 30th of November 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 Lundin Mining price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Lundin Mining price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 3.4 |
Lundin Mining lagged returns against current returns
Autocorrelation, which is Lundin Mining 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 Lundin Mining's pink sheet expected returns. We can calculate the autocorrelation of Lundin Mining returns to help us make a trade decision. For example, suppose you find that Lundin Mining 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 |
Lundin Mining 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 Lundin Mining pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lundin Mining pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lundin Mining pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lundin Mining Lagged Returns
When evaluating Lundin Mining's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lundin Mining pink sheet have on its future price. Lundin Mining 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, Lundin Mining autocorrelation shows the relationship between Lundin Mining pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lundin Mining.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lundin Pink Sheet
Lundin Mining financial ratios help investors to determine whether Lundin 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 Lundin with respect to the benefits of owning Lundin Mining security.