Southern Arc Minerals Stock Market Value
| SARMF Stock | USD 0.02 0.00 0.00% |
| Symbol | Southern |
Southern Arc '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 Southern Arc'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 Southern Arc.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Southern Arc on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Southern Arc Minerals or generate 0.0% return on investment in Southern Arc over 30 days. Southern Arc is related to or competes with Proficient Auto, Coty, Barings BDC, Verra Mobility, Saia, Juniata Valley, and Sun Country. Southern Arc Minerals Inc., together with its subsidiaries, engages in the acquisition and exploration for resource prop... More
Southern Arc 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 Southern Arc'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 Southern Arc Minerals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1347 | |||
| Maximum Drawdown | 114.44 |
Southern Arc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Southern Arc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Southern Arc's standard deviation. In reality, there are many statistical measures that can use Southern Arc historical prices to predict the future Southern Arc's volatility.| Risk Adjusted Performance | 0.125 | |||
| Jensen Alpha | 1.95 | |||
| Total Risk Alpha | 1.58 | |||
| Treynor Ratio | 0.711 |
Southern Arc Minerals Backtested Returns
Southern Arc is out of control given 3 months investment horizon. Southern Arc Minerals owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have collected data for seventeen different technical indicators, which can help you to evaluate if expected returns of 2.04% are justified by taking the suggested risk. Use Southern Arc Minerals Variance of 220.59, coefficient of variation of 729.62, and Risk Adjusted Performance of 0.125 to evaluate company specific risk that cannot be diversified away. Southern Arc holds a performance score of 10 on a scale of zero to a hundred. The entity has a beta of 2.85, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Southern Arc will likely underperform. Use Southern Arc Minerals variance, as well as the relationship between the skewness and day typical price , to analyze future returns on Southern Arc Minerals.
Auto-correlation | Huge |
Perfect predictability
Southern Arc Minerals has perfect predictability. Overlapping area represents the amount of predictability between Southern Arc time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 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 Southern Arc Minerals price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Southern Arc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Southern Arc Minerals lagged returns against current returns
Autocorrelation, which is Southern Arc 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 Southern Arc's pink sheet expected returns. We can calculate the autocorrelation of Southern Arc returns to help us make a trade decision. For example, suppose you find that Southern Arc 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 |
Southern Arc 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 Southern Arc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Southern Arc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Southern Arc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Southern Arc Lagged Returns
When evaluating Southern Arc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Southern Arc pink sheet have on its future price. Southern Arc 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, Southern Arc autocorrelation shows the relationship between Southern Arc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Southern Arc Minerals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Southern Pink Sheet
Southern Arc financial ratios help investors to determine whether Southern 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 Southern with respect to the benefits of owning Southern Arc security.