Perpetua Resources Corp Stock Market Value
| PPTA Stock | CAD 36.32 1.64 4.32% |
| Symbol | Perpetua |
Perpetua Resources Corp Price To Book Ratio
Perpetua Resources '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 Perpetua Resources' 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 Perpetua Resources.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Perpetua Resources on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Perpetua Resources Corp or generate 0.0% return on investment in Perpetua Resources over 30 days. Perpetua Resources is related to or competes with First Majestic, Ivanhoe Energy, Orezone Gold, Flinders Resources, Faraday Copper, Aris Gold, and Urz Energy. Perpetua Resources Corp. engages in the mineral exploration activities in the United States More
Perpetua Resources 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 Perpetua Resources' 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 Perpetua Resources Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.56 | |||
| Information Ratio | 0.1099 | |||
| Maximum Drawdown | 24.49 | |||
| Value At Risk | (7.13) | |||
| Potential Upside | 7.91 |
Perpetua Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Perpetua Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Perpetua Resources' standard deviation. In reality, there are many statistical measures that can use Perpetua Resources historical prices to predict the future Perpetua Resources' volatility.| Risk Adjusted Performance | 0.0976 | |||
| Jensen Alpha | 0.5556 | |||
| Total Risk Alpha | 0.1186 | |||
| Sortino Ratio | 0.1159 | |||
| Treynor Ratio | 0.974 |
Perpetua Resources Corp Backtested Returns
Perpetua Resources appears to be not too volatile, given 3 months investment horizon. Perpetua Resources Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Perpetua Resources Corp, which you can use to evaluate the volatility of the company. Please evaluate Perpetua Resources' Risk Adjusted Performance of 0.0976, coefficient of variation of 790.11, and Semi Deviation of 4.21 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Perpetua Resources holds a performance score of 8. The company holds a Beta of 0.61, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Perpetua Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Perpetua Resources is expected to be smaller as well. Please check Perpetua Resources' maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Perpetua Resources' historical price patterns will revert.
Auto-correlation | 0.25 |
Poor predictability
Perpetua Resources Corp has poor predictability. Overlapping area represents the amount of predictability between Perpetua Resources time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Perpetua Resources Corp price movement. The serial correlation of 0.25 indicates that over 25.0% of current Perpetua Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
Perpetua Resources Corp lagged returns against current returns
Autocorrelation, which is Perpetua Resources 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 Perpetua Resources' stock expected returns. We can calculate the autocorrelation of Perpetua Resources returns to help us make a trade decision. For example, suppose you find that Perpetua Resources 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 |
Perpetua Resources 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 Perpetua Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Perpetua Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Perpetua Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Perpetua Resources Lagged Returns
When evaluating Perpetua Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Perpetua Resources stock have on its future price. Perpetua Resources 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, Perpetua Resources autocorrelation shows the relationship between Perpetua Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Perpetua Resources Corp.
Regressed Prices |
| Timeline |
Pair Trading with Perpetua Resources
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Perpetua Resources position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Perpetua Resources will appreciate offsetting losses from the drop in the long position's value.Moving together with Perpetua Stock
| 0.81 | AG | First Majestic Silver | PairCorr |
| 0.8 | IE | Ivanhoe Energy | PairCorr |
| 0.71 | ORE | Orezone Gold Corp | PairCorr |
| 0.62 | FDY | Faraday Copper Corp | PairCorr |
Moving against Perpetua Stock
The ability to find closely correlated positions to Perpetua Resources could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Perpetua Resources when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Perpetua Resources - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Perpetua Resources Corp to buy it.
The correlation of Perpetua Resources is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Perpetua Resources moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Perpetua Resources Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Perpetua Resources can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Perpetua Resources Correlation, Perpetua Resources Volatility and Perpetua Resources Alpha and Beta module to complement your research on Perpetua Resources. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Perpetua Resources technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.