Pepinnini Minerals Limited Stock Market Value
| PEIMF Stock | USD 0.07 0 5.79% |
| Symbol | PepinNini |
PepinNini 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 PepinNini Minerals' pink sheet 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 PepinNini Minerals.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in PepinNini Minerals on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding PepinNini Minerals Limited or generate 0.0% return on investment in PepinNini Minerals over 720 days. Power Minerals Limited engages in the exploration and development of mineral projects in Australia and Argentina More
PepinNini 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 PepinNini Minerals' pink sheet 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 PepinNini Minerals Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 26.9 | |||
| Information Ratio | 0.0242 | |||
| Maximum Drawdown | 129.7 | |||
| Value At Risk | (26.67) | |||
| Potential Upside | 20.0 |
PepinNini Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PepinNini Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PepinNini Minerals' standard deviation. In reality, there are many statistical measures that can use PepinNini Minerals historical prices to predict the future PepinNini Minerals' volatility.| Risk Adjusted Performance | 0.0304 | |||
| Jensen Alpha | 0.4672 | |||
| Total Risk Alpha | (2.15) | |||
| Sortino Ratio | 0.0169 | |||
| Treynor Ratio | 0.6285 |
PepinNini Minerals Backtested Returns
PepinNini Minerals maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. PepinNini Minerals exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PepinNini Minerals' Coefficient Of Variation of 3337.29, risk adjusted performance of 0.0304, and Semi Deviation of 10.48 to confirm the risk estimate we provide. The company holds a Beta of 0.88, which implies possible diversification benefits within a given portfolio. PepinNini Minerals returns are very sensitive to returns on the market. As the market goes up or down, PepinNini Minerals is expected to follow. At this point, PepinNini Minerals has a negative expected return of -0.0738%. Please make sure to check PepinNini Minerals' maximum drawdown and the relationship between the semi variance and price action indicator , to decide if PepinNini Minerals performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
PepinNini Minerals Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between PepinNini Minerals time series from 27th of January 2024 to 21st of January 2025 and 21st of January 2025 to 16th 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 PepinNini Minerals price movement. The serial correlation of -0.03 indicates that only 3.0% of current PepinNini Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PepinNini Minerals lagged returns against current returns
Autocorrelation, which is PepinNini Minerals pink sheet'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 PepinNini Minerals' pink sheet expected returns. We can calculate the autocorrelation of PepinNini Minerals returns to help us make a trade decision. For example, suppose you find that PepinNini Minerals has exhibited high autocorrelation historically, and you observe that the pink sheet 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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PepinNini 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 PepinNini Minerals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PepinNini Minerals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PepinNini Minerals pink sheet over time.
Current vs Lagged Prices |
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PepinNini Minerals Lagged Returns
When evaluating PepinNini Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PepinNini Minerals pink sheet have on its future price. PepinNini 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, PepinNini Minerals autocorrelation shows the relationship between PepinNini Minerals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PepinNini Minerals Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PepinNini Pink Sheet
PepinNini Minerals financial ratios help investors to determine whether PepinNini Pink Sheet 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 PepinNini with respect to the benefits of owning PepinNini Minerals security.