New Frontier (Australia) Market Value
| NFM Stock | 0.02 0 5.26% |
| Symbol | New |
New Frontier '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 New Frontier's 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 New Frontier.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in New Frontier on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding New Frontier Minerals or generate 0.0% return on investment in New Frontier over 30 days. New Frontier is related to or competes with Ainsworth Game, Advanced Braking, Ras Technology, and MACH7 Technologies. New Frontier is entity of Australia. It is traded as Stock on AU exchange. More
New Frontier 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 New Frontier's 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 New Frontier Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.54 | |||
| Information Ratio | 0.0436 | |||
| Maximum Drawdown | 46.67 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 12.5 |
New Frontier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for New Frontier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as New Frontier's standard deviation. In reality, there are many statistical measures that can use New Frontier historical prices to predict the future New Frontier's volatility.| Risk Adjusted Performance | 0.0513 | |||
| Jensen Alpha | 0.533 | |||
| Total Risk Alpha | (0.72) | |||
| Sortino Ratio | 0.0379 | |||
| Treynor Ratio | (0.48) |
New Frontier Minerals Backtested Returns
Currently, New Frontier Minerals is out of control. New Frontier Minerals has Sharpe Ratio of 0.0204, which conveys that the firm had a 0.0204 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for New Frontier, which you can use to evaluate the volatility of the firm. Please verify New Frontier's Downside Deviation of 8.54, risk adjusted performance of 0.0513, and Mean Deviation of 4.99 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. New Frontier has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.9, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning New Frontier are expected to decrease slowly. On the other hand, during market turmoil, New Frontier is expected to outperform it slightly. New Frontier Minerals right now secures a risk of 6.75%. Please verify New Frontier Minerals treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if New Frontier Minerals will be following its current price movements.
Auto-correlation | 0.16 |
Very weak predictability
New Frontier Minerals has very weak predictability. Overlapping area represents the amount of predictability between New Frontier time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 New Frontier Minerals price movement. The serial correlation of 0.16 indicates that over 16.0% of current New Frontier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
New Frontier Minerals lagged returns against current returns
Autocorrelation, which is New Frontier 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 New Frontier's stock expected returns. We can calculate the autocorrelation of New Frontier returns to help us make a trade decision. For example, suppose you find that New Frontier has exhibited high autocorrelation historically, and you observe that the 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 |
New Frontier 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 New Frontier stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if New Frontier stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in New Frontier stock over time.
Current vs Lagged Prices |
| Timeline |
New Frontier Lagged Returns
When evaluating New Frontier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of New Frontier stock have on its future price. New Frontier 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, New Frontier autocorrelation shows the relationship between New Frontier stock current value and its past values and can show if there is a momentum factor associated with investing in New Frontier Minerals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for New Stock Analysis
When running New Frontier's price analysis, check to measure New Frontier's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy New Frontier is operating at the current time. Most of New Frontier's value examination focuses on studying past and present price action to predict the probability of New Frontier's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move New Frontier's price. Additionally, you may evaluate how the addition of New Frontier to your portfolios can decrease your overall portfolio volatility.