Sayona Mining Limited Stock Market Value
| SYAXF Stock | USD 5.72 0.04 0.70% |
| Symbol | Sayona |
Sayona Mining '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 Sayona Mining's 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 Sayona Mining.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Sayona Mining on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Sayona Mining Limited or generate 0.0% return on investment in Sayona Mining over 30 days. Sayona Mining is related to or competes with Metals X, Ucore Rare, Aclara Resources, Fireweed Zinc, Chalice Mining, Freegold Ventures, and Patriot Battery. Sayona Mining Limited, together with its subsidiaries, engages in mineral identification, acquisition, exploration, and ... More
Sayona Mining 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 Sayona Mining's 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 Sayona Mining Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.79 | |||
| Information Ratio | 0.221 | |||
| Maximum Drawdown | 26.76 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 9.18 |
Sayona Mining Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sayona Mining's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sayona Mining's standard deviation. In reality, there are many statistical measures that can use Sayona Mining historical prices to predict the future Sayona Mining's volatility.| Risk Adjusted Performance | 0.1861 | |||
| Jensen Alpha | 1.27 | |||
| Total Risk Alpha | 0.6586 | |||
| Sortino Ratio | 0.1735 | |||
| Treynor Ratio | (42.66) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sayona Mining's 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.
Sayona Mining Limited Backtested Returns
Sayona Mining is risky given 3 months investment horizon. Sayona Mining Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24 % return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.27% are justified by taking the suggested risk. Use Sayona Mining Limited Semi Deviation of 5.37, risk adjusted performance of 0.1861, and Coefficient Of Variation of 418.95 to evaluate company specific risk that cannot be diversified away. Sayona Mining holds a performance score of 18 on a scale of zero to a hundred. The entity has a beta of -0.0296, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sayona Mining are expected to decrease at a much lower rate. During the bear market, Sayona Mining is likely to outperform the market. Use Sayona Mining Limited expected short fall, as well as the relationship between the rate of daily change and period momentum indicator , to analyze future returns on Sayona Mining Limited.
Auto-correlation | 0.66 |
Good predictability
Sayona Mining Limited has good predictability. Overlapping area represents the amount of predictability between Sayona Mining time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Sayona Mining Limited price movement. The serial correlation of 0.66 indicates that around 66.0% of current Sayona Mining price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Sayona Mining Limited lagged returns against current returns
Autocorrelation, which is Sayona Mining 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 Sayona Mining's otc stock expected returns. We can calculate the autocorrelation of Sayona Mining returns to help us make a trade decision. For example, suppose you find that Sayona Mining 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 |
Sayona Mining 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 Sayona Mining otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sayona Mining otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sayona Mining otc stock over time.
Current vs Lagged Prices |
| Timeline |
Sayona Mining Lagged Returns
When evaluating Sayona Mining's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sayona Mining otc stock have on its future price. Sayona Mining 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, Sayona Mining autocorrelation shows the relationship between Sayona Mining otc stock current value and its past values and can show if there is a momentum factor associated with investing in Sayona Mining Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Sayona OTC Stock
When determining whether Sayona Mining Limited is a strong investment it is important to analyze Sayona Mining's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Sayona Mining's future performance. For an informed investment choice regarding Sayona OTC Stock, refer to the following important reports:Check out Sayona Mining Correlation, Sayona Mining Volatility and Sayona Mining Alpha and Beta module to complement your research on Sayona Mining. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Sayona Mining technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, otc market cycles, or different charting patterns.