Orex Minerals Stock Market Value
| ORMNF Stock | USD 0.22 0.02 8.33% |
| Symbol | Orex |
Orex 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 Orex 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 Orex Minerals.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Orex Minerals on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding Orex Minerals or generate 0.0% return on investment in Orex Minerals over 30 days. Orex Minerals is related to or competes with Phoenix Copper, and Casa Minerals. Orex Minerals Inc., a mineral exploration company, engages in the acquisition and exploration of mineral properties in M... More
Orex 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 Orex 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 Orex Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.08 | |||
| Information Ratio | 0.0952 | |||
| Maximum Drawdown | 50.98 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 21.43 |
Orex Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orex Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orex Minerals' standard deviation. In reality, there are many statistical measures that can use Orex Minerals historical prices to predict the future Orex Minerals' volatility.| Risk Adjusted Performance | 0.0829 | |||
| Jensen Alpha | 0.9934 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.0857 | |||
| Treynor Ratio | (2.16) |
Orex Minerals Backtested Returns
Orex Minerals is out of control given 3 months investment horizon. Orex Minerals maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.36% are justified by taking the suggested risk. Use Orex Minerals Coefficient Of Variation of 941.08, semi deviation of 5.86, and Risk Adjusted Performance of 0.0829 to evaluate company specific risk that cannot be diversified away. Orex Minerals holds a performance score of 11 on a scale of zero to a hundred. The company holds a Beta of -0.44, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Orex Minerals are expected to decrease at a much lower rate. During the bear market, Orex Minerals is likely to outperform the market. Use Orex Minerals jensen alpha, semi variance, price action indicator, as well as the relationship between the maximum drawdown and daily balance of power , to analyze future returns on Orex Minerals.
Auto-correlation | -0.62 |
Very good reverse predictability
Orex Minerals has very good reverse predictability. Overlapping area represents the amount of predictability between Orex Minerals time series from 20th of December 2025 to 4th of January 2026 and 4th of January 2026 to 19th 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 Orex Minerals price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Orex Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Orex Minerals lagged returns against current returns
Autocorrelation, which is Orex 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 Orex Minerals' otc stock expected returns. We can calculate the autocorrelation of Orex Minerals returns to help us make a trade decision. For example, suppose you find that Orex 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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Orex 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 Orex Minerals otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orex 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 Orex Minerals otc stock over time.
Current vs Lagged Prices |
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Orex Minerals Lagged Returns
When evaluating Orex Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orex Minerals otc stock have on its future price. Orex 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, Orex Minerals autocorrelation shows the relationship between Orex Minerals otc stock current value and its past values and can show if there is a momentum factor associated with investing in Orex Minerals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Orex OTC Stock
Orex Minerals financial ratios help investors to determine whether Orex 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 Orex with respect to the benefits of owning Orex Minerals security.