Macarthur Minerals Limited Stock Market Value
| MMSDF Stock | USD 0.01 0.00 0.00% |
| Symbol | Macarthur |
Macarthur 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 Macarthur 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 Macarthur Minerals.
| 11/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Macarthur Minerals on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Macarthur Minerals Limited or generate 0.0% return on investment in Macarthur Minerals over 60 days. Macarthur Minerals Limited, together with its subsidiaries, engages in the exploration and evaluation of mineral resourc... More
Macarthur 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 Macarthur 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 Macarthur Minerals Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1979 | |||
| Maximum Drawdown | 1088.78 | |||
| Value At Risk | (88.78) | |||
| Potential Upside | 245.45 |
Macarthur Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Macarthur Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Macarthur Minerals' standard deviation. In reality, there are many statistical measures that can use Macarthur Minerals historical prices to predict the future Macarthur Minerals' volatility.| Risk Adjusted Performance | 0.1576 | |||
| Jensen Alpha | 31.08 | |||
| Total Risk Alpha | 12.33 | |||
| Treynor Ratio | (2.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Macarthur Minerals' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Macarthur Minerals Backtested Returns
Macarthur Minerals is out of control given 3 months investment horizon. Macarthur Minerals has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2 % return per unit of risk over the last 3 months. We were able to break down eighteen different technical indicators, which can help you to evaluate if expected returns of 30.54% are justified by taking the suggested risk. Use Macarthur Minerals Standard Deviation of 151.17, risk adjusted performance of 0.1576, and Mean Deviation of 68.14 to evaluate company specific risk that cannot be diversified away. Macarthur Minerals holds a performance score of 15 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -12.41, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Macarthur Minerals are expected to decrease by larger amounts. On the other hand, during market turmoil, Macarthur Minerals is expected to outperform it. Use Macarthur Minerals information ratio, as well as the relationship between the potential upside and day median price , to analyze future returns on Macarthur Minerals.
Auto-correlation | 0.07 |
Virtually no predictability
Macarthur Minerals Limited has virtually no predictability. Overlapping area represents the amount of predictability between Macarthur Minerals time series from 14th of November 2025 to 14th of December 2025 and 14th of December 2025 to 13th 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 Macarthur Minerals price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Macarthur Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Macarthur Minerals lagged returns against current returns
Autocorrelation, which is Macarthur Minerals 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 Macarthur Minerals' otc stock expected returns. We can calculate the autocorrelation of Macarthur Minerals returns to help us make a trade decision. For example, suppose you find that Macarthur Minerals 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 |
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Macarthur Minerals 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 Macarthur Minerals otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Macarthur Minerals otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Macarthur Minerals otc stock over time.
Current vs Lagged Prices |
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Macarthur Minerals Lagged Returns
When evaluating Macarthur Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Macarthur Minerals otc stock have on its future price. Macarthur Minerals 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, Macarthur Minerals autocorrelation shows the relationship between Macarthur Minerals otc stock current value and its past values and can show if there is a momentum factor associated with investing in Macarthur Minerals Limited.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Macarthur OTC Stock
Macarthur Minerals financial ratios help investors to determine whether Macarthur 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 Macarthur with respect to the benefits of owning Macarthur Minerals security.