Micromem Technologies Stock Market Value
| MMTIF Stock | USD 0.03 0.01 25.00% |
| Symbol | Micromem |
Micromem Technologies '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 Micromem Technologies' 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 Micromem Technologies.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Micromem Technologies on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Micromem Technologies or generate 0.0% return on investment in Micromem Technologies over 30 days. Micromem Technologies is related to or competes with Mobivity Holdings, Latch, Clean Coal, Guerrilla, SCI Engineered, and Xinda International. Micromem Technologies Inc., through its subsidiary, Micromem Applied Sensor Technology, Inc., develops and markets custo... More
Micromem Technologies 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 Micromem Technologies' 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 Micromem Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.38 | |||
| Information Ratio | 0.0215 | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
Micromem Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Micromem Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Micromem Technologies' standard deviation. In reality, there are many statistical measures that can use Micromem Technologies historical prices to predict the future Micromem Technologies' volatility.| Risk Adjusted Performance | 0.0279 | |||
| Jensen Alpha | 0.2731 | |||
| Total Risk Alpha | (0.55) | |||
| Sortino Ratio | 0.0111 | |||
| Treynor Ratio | 0.3331 |
Micromem Technologies Backtested Returns
Micromem Technologies appears to be out of control, given 3 months investment horizon. Micromem Technologies has Sharpe Ratio of 0.0258, which conveys that the firm had a 0.0258 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Micromem Technologies, which you can use to evaluate the volatility of the firm. Please exercise Micromem Technologies' Mean Deviation of 5.83, risk adjusted performance of 0.0279, and Downside Deviation of 24.38 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Micromem Technologies holds a performance score of 2. The company secures a Beta (Market Risk) of 0.96, which conveys possible diversification benefits within a given portfolio. Micromem Technologies returns are very sensitive to returns on the market. As the market goes up or down, Micromem Technologies is expected to follow. Please check Micromem Technologies' information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Micromem Technologies' current price movements will revert.
Auto-correlation | 0.11 |
Insignificant predictability
Micromem Technologies has insignificant predictability. Overlapping area represents the amount of predictability between Micromem Technologies time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Micromem Technologies price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Micromem Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Micromem Technologies lagged returns against current returns
Autocorrelation, which is Micromem Technologies 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 Micromem Technologies' otc stock expected returns. We can calculate the autocorrelation of Micromem Technologies returns to help us make a trade decision. For example, suppose you find that Micromem Technologies 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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Micromem Technologies 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 Micromem Technologies otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Micromem Technologies otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Micromem Technologies otc stock over time.
Current vs Lagged Prices |
| Timeline |
Micromem Technologies Lagged Returns
When evaluating Micromem Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Micromem Technologies otc stock have on its future price. Micromem Technologies 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, Micromem Technologies autocorrelation shows the relationship between Micromem Technologies otc stock current value and its past values and can show if there is a momentum factor associated with investing in Micromem Technologies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Micromem OTC Stock
Micromem Technologies financial ratios help investors to determine whether Micromem 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 Micromem with respect to the benefits of owning Micromem Technologies security.