Signature Resources Stock Market Value
| SGGTF Stock | USD 0.06 0 2.65% |
| Symbol | Signature |
Signature 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 Signature Resources' otc 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 Signature Resources.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Signature Resources on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Signature Resources or generate 0.0% return on investment in Signature Resources over 360 days. Signature Resources is related to or competes with Golden Sky. Signature Resources Ltd. engages in the identification, evaluation, acquisition, and exploration of mineral properties i... More
Signature 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 Signature Resources' otc 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 Signature Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.91 | |||
| Information Ratio | 0.1522 | |||
| Maximum Drawdown | 36.68 | |||
| Value At Risk | (10.21) | |||
| Potential Upside | 10.03 |
Signature Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Signature Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Signature Resources' standard deviation. In reality, there are many statistical measures that can use Signature Resources historical prices to predict the future Signature Resources' volatility.| Risk Adjusted Performance | 0.1255 | |||
| Jensen Alpha | 0.9492 | |||
| Total Risk Alpha | 0.3449 | |||
| Sortino Ratio | 0.1155 | |||
| Treynor Ratio | 1.89 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Signature Resources' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Signature Resources Backtested Returns
Signature Resources appears to be out of control, given 3 months investment horizon. Signature Resources owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. By inspecting Signature Resources' technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please review Signature Resources' Semi Deviation of 3.87, coefficient of variation of 601.08, and Risk Adjusted Performance of 0.1255 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Signature Resources holds a performance score of 8. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Signature Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Signature Resources is expected to be smaller as well. Please check Signature Resources' total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to make a quick decision on whether Signature Resources' existing price patterns will revert.
Auto-correlation | 0.10 |
Insignificant predictability
Signature Resources has insignificant predictability. Overlapping area represents the amount of predictability between Signature Resources time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 2025 to 28th 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 Signature Resources price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Signature Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Signature Resources lagged returns against current returns
Autocorrelation, which is Signature Resources otc 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 Signature Resources' otc stock expected returns. We can calculate the autocorrelation of Signature Resources returns to help us make a trade decision. For example, suppose you find that Signature Resources has exhibited high autocorrelation historically, and you observe that the otc 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 |
Signature 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 Signature Resources otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Signature Resources otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Signature Resources otc stock over time.
Current vs Lagged Prices |
| Timeline |
Signature Resources Lagged Returns
When evaluating Signature Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Signature Resources otc stock have on its future price. Signature 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, Signature Resources autocorrelation shows the relationship between Signature Resources otc stock current value and its past values and can show if there is a momentum factor associated with investing in Signature Resources.
Regressed Prices |
| Timeline |
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Other Information on Investing in Signature OTC Stock
Signature Resources financial ratios help investors to determine whether Signature OTC Stock 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 Signature with respect to the benefits of owning Signature Resources security.