Peruvian Metals Corp Stock Market Value
| PER Stock | CAD 0.06 0.01 14.29% |
| Symbol | Peruvian |
Peruvian Metals Corp Price To Book Ratio
Peruvian 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 Peruvian 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 Peruvian Metals.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Peruvian Metals on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Peruvian Metals Corp or generate 0.0% return on investment in Peruvian Metals over 360 days. Peruvian Metals is related to or competes with Colibri Resource, and Murchison Minerals. Peruvian Metals Corp. engages in the processing and acquisition, exploration, and development of precious and base metal... More
Peruvian 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 Peruvian 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 Peruvian Metals Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.52 | |||
| Information Ratio | 0.1336 | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
Peruvian Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peruvian Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peruvian Metals' standard deviation. In reality, there are many statistical measures that can use Peruvian Metals historical prices to predict the future Peruvian Metals' volatility.| Risk Adjusted Performance | 0.1078 | |||
| Jensen Alpha | 2.16 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0732 | |||
| Treynor Ratio | (0.72) |
Peruvian Metals Corp Backtested Returns
Peruvian Metals is out of control given 3 months investment horizon. Peruvian Metals Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % 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 1.51% are justified by taking the suggested risk. Use Peruvian Metals Semi Deviation of 7.98, risk adjusted performance of 0.1078, and Coefficient Of Variation of 705.47 to evaluate company specific risk that cannot be diversified away. Peruvian Metals holds a performance score of 8 on a scale of zero to a hundred. The company holds a Beta of -2.63, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Peruvian Metals are expected to decrease by larger amounts. On the other hand, during market turmoil, Peruvian Metals is expected to outperform it. Use Peruvian Metals value at risk and the relationship between the expected short fall and period momentum indicator , to analyze future returns on Peruvian Metals.
Auto-correlation | 0.46 |
Average predictability
Peruvian Metals Corp has average predictability. Overlapping area represents the amount of predictability between Peruvian Metals time series from 21st of January 2025 to 20th of July 2025 and 20th of July 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 Peruvian Metals Corp price movement. The serial correlation of 0.46 indicates that about 46.0% of current Peruvian Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Peruvian Metals Corp lagged returns against current returns
Autocorrelation, which is Peruvian 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 Peruvian Metals' stock expected returns. We can calculate the autocorrelation of Peruvian Metals returns to help us make a trade decision. For example, suppose you find that Peruvian 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 |
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Peruvian 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 Peruvian Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peruvian Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peruvian Metals stock over time.
Current vs Lagged Prices |
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Peruvian Metals Lagged Returns
When evaluating Peruvian Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peruvian Metals stock have on its future price. Peruvian 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, Peruvian Metals autocorrelation shows the relationship between Peruvian Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Peruvian Metals Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Peruvian Stock Analysis
When running Peruvian Metals' price analysis, check to measure Peruvian Metals' 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 Peruvian Metals is operating at the current time. Most of Peruvian Metals' value examination focuses on studying past and present price action to predict the probability of Peruvian Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Peruvian Metals' price. Additionally, you may evaluate how the addition of Peruvian Metals to your portfolios can decrease your overall portfolio volatility.