Stillwater Critical Minerals Stock Market Value
| PGE Stock | CAD 0.14 0.01 6.67% |
| Symbol | Stillwater |
Stillwater Critical Price To Book Ratio
Stillwater Critical '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 Stillwater Critical'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 Stillwater Critical.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in Stillwater Critical on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding Stillwater Critical Minerals or generate 0.0% return on investment in Stillwater Critical over 90 days. Stillwater Critical is related to or competes with First Majestic, Ivanhoe Energy, Orezone Gold, and Faraday Copper. Group Ten Metals Inc., an exploration stage company, engages in the acquisition, exploration, and development of mineral... More
Stillwater Critical 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 Stillwater Critical'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 Stillwater Critical Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.04 | |||
| Information Ratio | 0.0188 | |||
| Maximum Drawdown | 41.07 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 11.11 |
Stillwater Critical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stillwater Critical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stillwater Critical's standard deviation. In reality, there are many statistical measures that can use Stillwater Critical historical prices to predict the future Stillwater Critical's volatility.| Risk Adjusted Performance | 0.0366 | |||
| Jensen Alpha | 0.2778 | |||
| Total Risk Alpha | (0.93) | |||
| Sortino Ratio | 0.0157 | |||
| Treynor Ratio | (2.09) |
Stillwater Critical Backtested Returns
Stillwater Critical appears to be out of control, given 3 months investment horizon. Stillwater Critical owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0369, which indicates the firm had a 0.0369% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Stillwater Critical Minerals, which you can use to evaluate the volatility of the company. Please review Stillwater Critical's Coefficient Of Variation of 2769.64, risk adjusted performance of 0.0366, and Semi Deviation of 5.57 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Stillwater Critical holds a performance score of 2. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Stillwater Critical are expected to decrease at a much lower rate. During the bear market, Stillwater Critical is likely to outperform the market. Please check Stillwater Critical's total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Stillwater Critical's existing price patterns will revert.
Auto-correlation | -0.61 |
Very good reverse predictability
Stillwater Critical Minerals has very good reverse predictability. Overlapping area represents the amount of predictability between Stillwater Critical time series from 29th of August 2024 to 13th of October 2024 and 13th of October 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stillwater Critical price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Stillwater Critical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Stillwater Critical lagged returns against current returns
Autocorrelation, which is Stillwater Critical 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 Stillwater Critical's stock expected returns. We can calculate the autocorrelation of Stillwater Critical returns to help us make a trade decision. For example, suppose you find that Stillwater Critical 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 |
Stillwater Critical 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 Stillwater Critical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stillwater Critical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stillwater Critical stock over time.
Current vs Lagged Prices |
| Timeline |
Stillwater Critical Lagged Returns
When evaluating Stillwater Critical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stillwater Critical stock have on its future price. Stillwater Critical 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, Stillwater Critical autocorrelation shows the relationship between Stillwater Critical stock current value and its past values and can show if there is a momentum factor associated with investing in Stillwater Critical Minerals.
Regressed Prices |
| Timeline |
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Additional Tools for Stillwater Stock Analysis
When running Stillwater Critical's price analysis, check to measure Stillwater Critical'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 Stillwater Critical is operating at the current time. Most of Stillwater Critical's value examination focuses on studying past and present price action to predict the probability of Stillwater Critical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stillwater Critical's price. Additionally, you may evaluate how the addition of Stillwater Critical to your portfolios can decrease your overall portfolio volatility.