Mcfarlane Lake Mining Stock Market Value
| MLMLF Stock | USD 0.08 0 5.88% |
| Symbol | McFarlane |
McFarlane Lake '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 McFarlane Lake's 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 McFarlane Lake.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in McFarlane Lake on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding McFarlane Lake Mining or generate 0.0% return on investment in McFarlane Lake over 360 days. McFarlane Lake is related to or competes with Delta Resources, Irving Resources, Visible Gold, and Academy Metals. McFarlane Lake Mining Limited engages in the acquisition, exploration, and development of gold properties in Canada More
McFarlane Lake 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 McFarlane Lake's 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 McFarlane Lake Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.46 | |||
| Information Ratio | 0.0197 | |||
| Maximum Drawdown | 62.32 | |||
| Value At Risk | (23.09) | |||
| Potential Upside | 31.29 |
McFarlane Lake Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for McFarlane Lake's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as McFarlane Lake's standard deviation. In reality, there are many statistical measures that can use McFarlane Lake historical prices to predict the future McFarlane Lake's volatility.| Risk Adjusted Performance | 0.0293 | |||
| Jensen Alpha | 0.3275 | |||
| Total Risk Alpha | (1.42) | |||
| Sortino Ratio | 0.0211 | |||
| Treynor Ratio | 2.4 |
McFarlane Lake Mining Backtested Returns
McFarlane Lake appears to be out of control, given 3 months investment horizon. McFarlane Lake Mining has Sharpe Ratio of 0.0435, which conveys that the firm had a 0.0435 % return per unit of risk over the last 3 months. By reviewing McFarlane Lake's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please exercise McFarlane Lake's mean deviation of 7.9, and Risk Adjusted Performance of 0.0293 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, McFarlane Lake holds a performance score of 3. The company secures a Beta (Market Risk) of 0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, McFarlane Lake's returns are expected to increase less than the market. However, during the bear market, the loss of holding McFarlane Lake is expected to be smaller as well. Please check McFarlane Lake's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether McFarlane Lake's current price movements will revert.
Auto-correlation | 0.58 |
Modest predictability
McFarlane Lake Mining has modest predictability. Overlapping area represents the amount of predictability between McFarlane Lake time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 McFarlane Lake Mining price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current McFarlane Lake price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
McFarlane Lake Mining lagged returns against current returns
Autocorrelation, which is McFarlane Lake otc 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 McFarlane Lake's otc stock expected returns. We can calculate the autocorrelation of McFarlane Lake returns to help us make a trade decision. For example, suppose you find that McFarlane Lake has exhibited high autocorrelation historically, and you observe that the otc 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 |
McFarlane Lake 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 McFarlane Lake otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if McFarlane Lake otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in McFarlane Lake otc stock over time.
Current vs Lagged Prices |
| Timeline |
McFarlane Lake Lagged Returns
When evaluating McFarlane Lake's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of McFarlane Lake otc stock have on its future price. McFarlane Lake 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, McFarlane Lake autocorrelation shows the relationship between McFarlane Lake otc stock current value and its past values and can show if there is a momentum factor associated with investing in McFarlane Lake Mining.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in McFarlane OTC Stock
McFarlane Lake financial ratios help investors to determine whether McFarlane OTC Stock 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 McFarlane with respect to the benefits of owning McFarlane Lake security.