Stuhini Exploration Stock Market Value
| STU Stock | CAD 0.14 0.01 7.69% |
| Symbol | Stuhini |
Stuhini Exploration Price To Book Ratio
Stuhini Exploration '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 Stuhini Exploration's 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 Stuhini Exploration.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Stuhini Exploration on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Stuhini Exploration or generate 0.0% return on investment in Stuhini Exploration over 30 days. Stuhini Exploration is related to or competes with Grande Portage, Scottie Resources, Outcrop Gold, and Goliath Resources. Stuhini Exploration Ltd., a mineral exploration company, engages in the exploration and development of precious and base... More
Stuhini Exploration 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 Stuhini Exploration's 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 Stuhini Exploration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.95 | |||
| Information Ratio | 0.0882 | |||
| Maximum Drawdown | 31.82 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 10.0 |
Stuhini Exploration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stuhini Exploration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stuhini Exploration's standard deviation. In reality, there are many statistical measures that can use Stuhini Exploration historical prices to predict the future Stuhini Exploration's volatility.| Risk Adjusted Performance | 0.0741 | |||
| Jensen Alpha | 0.5459 | |||
| Total Risk Alpha | 0.5955 | |||
| Sortino Ratio | 0.0612 | |||
| Treynor Ratio | 0.7004 |
Stuhini Exploration Backtested Returns
Stuhini Exploration appears to be out of control, given 3 months investment horizon. Stuhini Exploration owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0713, which indicates the firm had a 0.0713 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Stuhini Exploration, which you can use to evaluate the volatility of the company. Please review Stuhini Exploration's Risk Adjusted Performance of 0.0741, coefficient of variation of 1126.68, and Semi Deviation of 4.05 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Stuhini Exploration holds a performance score of 5. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stuhini Exploration's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stuhini Exploration is expected to be smaller as well. Please check Stuhini Exploration's downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to make a quick decision on whether Stuhini Exploration's existing price patterns will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
Stuhini Exploration has very weak reverse predictability. Overlapping area represents the amount of predictability between Stuhini Exploration time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 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 Stuhini Exploration price movement. The serial correlation of -0.02 indicates that only 2.0% of current Stuhini Exploration price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Stuhini Exploration lagged returns against current returns
Autocorrelation, which is Stuhini Exploration 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 Stuhini Exploration's stock expected returns. We can calculate the autocorrelation of Stuhini Exploration returns to help us make a trade decision. For example, suppose you find that Stuhini Exploration 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 |
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Stuhini Exploration 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 Stuhini Exploration stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stuhini Exploration stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stuhini Exploration stock over time.
Current vs Lagged Prices |
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Stuhini Exploration Lagged Returns
When evaluating Stuhini Exploration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stuhini Exploration stock have on its future price. Stuhini Exploration 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, Stuhini Exploration autocorrelation shows the relationship between Stuhini Exploration stock current value and its past values and can show if there is a momentum factor associated with investing in Stuhini Exploration.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Stuhini Stock Analysis
When running Stuhini Exploration's price analysis, check to measure Stuhini Exploration's 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 Stuhini Exploration is operating at the current time. Most of Stuhini Exploration's value examination focuses on studying past and present price action to predict the probability of Stuhini Exploration's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stuhini Exploration's price. Additionally, you may evaluate how the addition of Stuhini Exploration to your portfolios can decrease your overall portfolio volatility.