Minsud Resources Corp Stock Market Value
| MDSQF Stock | USD 0.62 0.00 0.00% |
| Symbol | Minsud |
Minsud 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 Minsud 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 Minsud Resources.
| 02/01/2024 |
| 11/27/2024 |
If you would invest 0.00 in Minsud Resources on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding Minsud Resources Corp or generate 0.0% return on investment in Minsud Resources over 300 days. Minsud Resources is related to or competes with Porvair Plc, Cebu Air, Corporacion America, Getty Images, and Pentair PLC. Minsud Resources Corp. engages in the acquisition, exploration, and evaluation of mineral properties in Argentina More
Minsud 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 Minsud 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 Minsud Resources Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0889 | |||
| Maximum Drawdown | 50.0 |
Minsud Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Minsud Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Minsud Resources' standard deviation. In reality, there are many statistical measures that can use Minsud Resources historical prices to predict the future Minsud Resources' volatility.| Risk Adjusted Performance | 0.0948 | |||
| Jensen Alpha | 0.5986 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 9.64 |
Minsud Resources Corp Backtested Returns
Minsud Resources appears to be out of control, given 3 months investment horizon. Minsud Resources Corp has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. By analyzing Minsud Resources' technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please exercise Minsud Resources' Risk Adjusted Performance of 0.0948, mean deviation of 1.7, and Standard Deviation of 5.46 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Minsud Resources holds a performance score of 9. The company secures a Beta (Market Risk) of 0.0629, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Minsud Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Minsud Resources is expected to be smaller as well. Please check Minsud Resources' information ratio, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to make a quick decision on whether Minsud Resources' current price movements will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
Minsud Resources Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Minsud Resources time series from 1st of February 2024 to 30th of June 2024 and 30th of June 2024 to 27th 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 Minsud Resources Corp price movement. The serial correlation of -0.49 indicates that about 49.0% of current Minsud Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Minsud Resources Corp lagged returns against current returns
Autocorrelation, which is Minsud 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 Minsud Resources' pink sheet expected returns. We can calculate the autocorrelation of Minsud Resources returns to help us make a trade decision. For example, suppose you find that Minsud 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 |
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Minsud 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 Minsud Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Minsud 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 Minsud Resources pink sheet over time.
Current vs Lagged Prices |
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Minsud Resources Lagged Returns
When evaluating Minsud Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Minsud Resources pink sheet have on its future price. Minsud 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, Minsud Resources autocorrelation shows the relationship between Minsud Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Minsud Resources Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Minsud Pink Sheet
Minsud Resources financial ratios help investors to determine whether Minsud 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 Minsud with respect to the benefits of owning Minsud Resources security.