Nmc Resource Stock Market Value
| NRC Stock | 1.72 0.16 10.26% |
| Symbol | NMC |
NMC Resource Company Valuation
NMC Resource '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 NMC Resource'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 NMC Resource.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in NMC Resource on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding NMC Resource or generate 0.0% return on investment in NMC Resource over 30 days. NMC Resource is related to or competes with Zimtu Capital, and FRNT Financial. NMC Resource Corporationration, a mining company, engages in the exploration, development, and production of natural resources. More
NMC Resource 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 NMC Resource'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 NMC Resource upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.06 | |||
| Information Ratio | 0.1798 | |||
| Maximum Drawdown | 26.95 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 11.01 |
NMC Resource Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NMC Resource's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NMC Resource's standard deviation. In reality, there are many statistical measures that can use NMC Resource historical prices to predict the future NMC Resource's volatility.| Risk Adjusted Performance | 0.1546 | |||
| Jensen Alpha | 1.04 | |||
| Total Risk Alpha | 0.4667 | |||
| Sortino Ratio | 0.2045 | |||
| Treynor Ratio | 1.27 |
NMC Resource Backtested Returns
NMC Resource is dangerous given 3 months investment horizon. NMC Resource retains Efficiency (Sharpe Ratio) of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. We were able to interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.12% are justified by taking the suggested risk. Use NMC Resource Semi Deviation of 4.02, market risk adjusted performance of 1.28, and Mean Deviation of 4.31 to evaluate company specific risk that cannot be diversified away. NMC Resource holds a performance score of 15 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. NMC Resource returns are very sensitive to returns on the market. As the market goes up or down, NMC Resource is expected to follow. Use NMC Resource downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to analyze future returns on NMC Resource.
Auto-correlation | 0.36 |
Below average predictability
NMC Resource has below average predictability. Overlapping area represents the amount of predictability between NMC Resource time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 NMC Resource price movement. The serial correlation of 0.36 indicates that just about 36.0% of current NMC Resource price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
NMC Resource lagged returns against current returns
Autocorrelation, which is NMC Resource 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 NMC Resource's stock expected returns. We can calculate the autocorrelation of NMC Resource returns to help us make a trade decision. For example, suppose you find that NMC Resource 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 |
NMC Resource 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 NMC Resource stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NMC Resource stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NMC Resource stock over time.
Current vs Lagged Prices |
| Timeline |
NMC Resource Lagged Returns
When evaluating NMC Resource's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NMC Resource stock have on its future price. NMC Resource 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, NMC Resource autocorrelation shows the relationship between NMC Resource stock current value and its past values and can show if there is a momentum factor associated with investing in NMC Resource.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for NMC Stock Analysis
When running NMC Resource's price analysis, check to measure NMC Resource'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 NMC Resource is operating at the current time. Most of NMC Resource's value examination focuses on studying past and present price action to predict the probability of NMC Resource's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NMC Resource's price. Additionally, you may evaluate how the addition of NMC Resource to your portfolios can decrease your overall portfolio volatility.