Prospect Resources (Australia) Market Value
| PSC Stock | 0.41 0.04 10.81% |
| Symbol | Prospect |
Prospect 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 Prospect 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 Prospect Resources.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Prospect Resources on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Prospect Resources or generate 0.0% return on investment in Prospect Resources over 30 days. Prospect Resources is related to or competes with Northern Star, Alcoa, Evolution Mining, Bluescope Steel, Ramelius Resources, Sandfire Resources, and Genesis Minerals. Prospect Resources is entity of Australia More
Prospect 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 Prospect 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 Prospect Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.31 | |||
| Information Ratio | 0.1911 | |||
| Maximum Drawdown | 25.24 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 10.53 |
Prospect Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prospect Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prospect Resources' standard deviation. In reality, there are many statistical measures that can use Prospect Resources historical prices to predict the future Prospect Resources' volatility.| Risk Adjusted Performance | 0.1632 | |||
| Jensen Alpha | 1.09 | |||
| Total Risk Alpha | 0.4576 | |||
| Sortino Ratio | 0.168 | |||
| Treynor Ratio | 1.75 |
Prospect Resources Backtested Returns
Prospect Resources is out of control given 3 months investment horizon. Prospect Resources maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the firm had a 0.23 % return per unit of risk over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.32% are justified by taking the suggested risk. Use Prospect Resources Risk Adjusted Performance of 0.1632, coefficient of variation of 477.16, and Semi Deviation of 3.66 to evaluate company specific risk that cannot be diversified away. Prospect Resources holds a performance score of 18 on a scale of zero to a hundred. The company holds a Beta of 0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Prospect Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Prospect Resources is expected to be smaller as well. Use Prospect Resources treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Prospect Resources.
Auto-correlation | 0.34 |
Below average predictability
Prospect Resources has below average predictability. Overlapping area represents the amount of predictability between Prospect Resources time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd 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 Prospect Resources price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Prospect Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Prospect Resources lagged returns against current returns
Autocorrelation, which is Prospect 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 Prospect Resources' stock expected returns. We can calculate the autocorrelation of Prospect Resources returns to help us make a trade decision. For example, suppose you find that Prospect 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 |
Prospect 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 Prospect Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prospect Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prospect Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Prospect Resources Lagged Returns
When evaluating Prospect Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prospect Resources stock have on its future price. Prospect 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, Prospect Resources autocorrelation shows the relationship between Prospect Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Prospect Resources.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Prospect Stock Analysis
When running Prospect Resources' price analysis, check to measure Prospect Resources' 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 Prospect Resources is operating at the current time. Most of Prospect Resources' value examination focuses on studying past and present price action to predict the probability of Prospect Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Prospect Resources' price. Additionally, you may evaluate how the addition of Prospect Resources to your portfolios can decrease your overall portfolio volatility.