Osisko Metals Incorporated Stock Market Value
| OM Stock | 0.72 0.02 2.86% |
| Symbol | Osisko |
Osisko Metals '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 Osisko Metals' 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 Osisko Metals.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Osisko Metals on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Osisko Metals Incorporated or generate 0.0% return on investment in Osisko Metals over 180 days. More
Osisko Metals 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 Osisko Metals' 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 Osisko Metals Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.29 | |||
| Information Ratio | 0.1634 | |||
| Maximum Drawdown | 20.0 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 8.0 |
Osisko Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Osisko Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Osisko Metals' standard deviation. In reality, there are many statistical measures that can use Osisko Metals historical prices to predict the future Osisko Metals' volatility.| Risk Adjusted Performance | 0.1366 | |||
| Jensen Alpha | 0.719 | |||
| Total Risk Alpha | 0.3235 | |||
| Sortino Ratio | 0.1684 | |||
| Treynor Ratio | 0.7633 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Osisko Metals' 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.
Osisko Metals Backtested Returns
Osisko Metals appears to be abnormally volatile, given 3 months investment horizon. Osisko Metals maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the firm had a 0.18 % return per unit of risk over the last 3 months. By analyzing Osisko Metals' technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please evaluate Osisko Metals' Coefficient Of Variation of 547.51, semi deviation of 3.16, and Risk Adjusted Performance of 0.1366 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Osisko Metals holds a performance score of 14. The company holds a Beta of 1.05, which implies a somewhat significant risk relative to the market. Osisko Metals returns are very sensitive to returns on the market. As the market goes up or down, Osisko Metals is expected to follow. Please check Osisko Metals' sortino ratio and the relationship between the downside variance and market facilitation index , to make a quick decision on whether Osisko Metals' historical price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Osisko Metals Incorporated has below average predictability. Overlapping area represents the amount of predictability between Osisko Metals time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Osisko Metals price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Osisko Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Osisko Metals lagged returns against current returns
Autocorrelation, which is Osisko Metals 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 Osisko Metals' stock expected returns. We can calculate the autocorrelation of Osisko Metals returns to help us make a trade decision. For example, suppose you find that Osisko Metals 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 |
Osisko Metals 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 Osisko Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Osisko Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Osisko Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Osisko Metals Lagged Returns
When evaluating Osisko Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Osisko Metals stock have on its future price. Osisko Metals 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, Osisko Metals autocorrelation shows the relationship between Osisko Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Osisko Metals Incorporated.
Regressed Prices |
| Timeline |
Other Information on Investing in Osisko Stock
Osisko Metals financial ratios help investors to determine whether Osisko 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 Osisko with respect to the benefits of owning Osisko Metals security.