Stanmore Resources Limited Stock Market Value
| STMRF Stock | USD 1.98 0.02 1.02% |
| Symbol | Stanmore |
Stanmore 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 Stanmore Resources' 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 Stanmore Resources.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Stanmore Resources on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Stanmore Resources Limited or generate 0.0% return on investment in Stanmore Resources over 30 days. Stanmore Resources is related to or competes with Indo Tambangraya, Mongolian Mining, Advantage Oil, Birchcliff Energy, Aker Solutions, Parex Resources, and CES Energy. Stanmore Resources Limited engages in the exploration, development, production, and sale of metallurgical coal in Austra... More
Stanmore 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 Stanmore Resources' 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 Stanmore Resources Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.93 | |||
| Information Ratio | 0.0906 | |||
| Maximum Drawdown | 18.67 | |||
| Value At Risk | (4.52) | |||
| Potential Upside | 9.15 |
Stanmore Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stanmore Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stanmore Resources' standard deviation. In reality, there are many statistical measures that can use Stanmore Resources historical prices to predict the future Stanmore Resources' volatility.| Risk Adjusted Performance | 0.0897 | |||
| Jensen Alpha | 0.4577 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0683 | |||
| Treynor Ratio | (1.25) |
Stanmore Resources Backtested Returns
Stanmore Resources appears to be very risky, given 3 months investment horizon. Stanmore Resources owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Stanmore Resources Limited, which you can use to evaluate the volatility of the company. Please review Stanmore Resources' Risk Adjusted Performance of 0.0897, semi deviation of 1.88, and Coefficient Of Variation of 849.96 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Stanmore Resources holds a performance score of 10. The entity has a beta of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Stanmore Resources are expected to decrease at a much lower rate. During the bear market, Stanmore Resources is likely to outperform the market. Please check Stanmore Resources' value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Stanmore Resources' existing price patterns will revert.
Auto-correlation | 0.65 |
Good predictability
Stanmore Resources Limited has good predictability. Overlapping area represents the amount of predictability between Stanmore Resources time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 Stanmore Resources price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Stanmore Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Stanmore Resources lagged returns against current returns
Autocorrelation, which is Stanmore Resources 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 Stanmore Resources' pink sheet expected returns. We can calculate the autocorrelation of Stanmore Resources returns to help us make a trade decision. For example, suppose you find that Stanmore Resources 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 |
Stanmore 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 Stanmore Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stanmore Resources pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stanmore Resources pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Stanmore Resources Lagged Returns
When evaluating Stanmore Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stanmore Resources pink sheet have on its future price. Stanmore 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, Stanmore Resources autocorrelation shows the relationship between Stanmore Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Stanmore Resources Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Stanmore Pink Sheet
Stanmore Resources financial ratios help investors to determine whether Stanmore 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 Stanmore with respect to the benefits of owning Stanmore Resources security.