Red 5 Limited Stock Market Value
| REDLF Stock | USD 0.30 0.03 11.11% |
| Symbol | Red |
Red 5 '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 Red 5's 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 Red 5.
| 06/01/2024 |
| 02/26/2025 |
If you would invest 0.00 in Red 5 on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Red 5 Limited or generate 0.0% return on investment in Red 5 over 270 days. Red 5 is related to or competes with Cerrado Gold, American Pacific, Evolution Mining, Northern Star, Wesdome Gold, Centerra Gold, and Regis Resources. Red 5 Limited engages in the exploration, production, and mining of gold deposits and mineral properties in the Philippi... More
Red 5 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 Red 5's 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 Red 5 Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.04 | |||
| Information Ratio | 0.1116 | |||
| Maximum Drawdown | 28.7 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 11.11 |
Red 5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Red 5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Red 5's standard deviation. In reality, there are many statistical measures that can use Red 5 historical prices to predict the future Red 5's volatility.| Risk Adjusted Performance | 0.0927 | |||
| Jensen Alpha | 0.6583 | |||
| Total Risk Alpha | 0.6173 | |||
| Sortino Ratio | 0.059 | |||
| Treynor Ratio | (1.96) |
Red 5 Limited Backtested Returns
Red 5 appears to be out of control, given 3 months investment horizon. Red 5 Limited 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. By analyzing Red 5's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please evaluate Red 5's Coefficient Of Variation of 875.74, semi deviation of 3.7, and Risk Adjusted Performance of 0.0927 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Red 5 holds a performance score of 8. The company holds a Beta of -0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Red 5 are expected to decrease at a much lower rate. During the bear market, Red 5 is likely to outperform the market. Please check Red 5's information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Red 5's historical price patterns will revert.
Auto-correlation | 0.09 |
Virtually no predictability
Red 5 Limited has virtually no predictability. Overlapping area represents the amount of predictability between Red 5 time series from 1st of June 2024 to 14th of October 2024 and 14th of October 2024 to 26th of February 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 Red 5 Limited price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Red 5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Red 5 Limited lagged returns against current returns
Autocorrelation, which is Red 5 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 Red 5's pink sheet expected returns. We can calculate the autocorrelation of Red 5 returns to help us make a trade decision. For example, suppose you find that Red 5 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 |
| Timeline |
Red 5 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 Red 5 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Red 5 pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Red 5 pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Red 5 Lagged Returns
When evaluating Red 5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Red 5 pink sheet have on its future price. Red 5 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, Red 5 autocorrelation shows the relationship between Red 5 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Red 5 Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Red Pink Sheet
Red 5 financial ratios help investors to determine whether Red 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 Red with respect to the benefits of owning Red 5 security.