Tajiri Resources Corp Stock Market Value
| TAJ Stock | CAD 0.22 0.01 4.35% |
| Symbol | Tajiri |
Tajiri 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 Tajiri Resources' 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 Tajiri Resources.
| 10/09/2024 |
| 01/02/2026 |
If you would invest 0.00 in Tajiri Resources on October 9, 2024 and sell it all today you would earn a total of 0.00 from holding Tajiri Resources Corp or generate 0.0% return on investment in Tajiri Resources over 450 days. Tajiri Resources is related to or competes with BonTerra Resources, Blue Star, Brunswick Exploration, Kalo Gold, Kore Mining, and Puma Exploration. Tajiri Resources Corp., an exploration stage company, acquires, evaluates, explores for, and develops mineral properties... More
Tajiri 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 Tajiri Resources' 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 Tajiri Resources Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.5 | |||
| Information Ratio | 0.1605 | |||
| Maximum Drawdown | 61.24 | |||
| Value At Risk | (11.76) | |||
| Potential Upside | 11.76 |
Tajiri Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tajiri Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tajiri Resources' standard deviation. In reality, there are many statistical measures that can use Tajiri Resources historical prices to predict the future Tajiri Resources' volatility.| Risk Adjusted Performance | 0.1284 | |||
| Jensen Alpha | 1.49 | |||
| Total Risk Alpha | 0.7666 | |||
| Sortino Ratio | 0.1645 | |||
| Treynor Ratio | (2.44) |
Tajiri Resources Corp Backtested Returns
Tajiri Resources is out of control given 3 months investment horizon. Tajiri Resources Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. We were able to interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.46% are justified by taking the suggested risk. Use Tajiri Resources Corp Risk Adjusted Performance of 0.1284, coefficient of variation of 595.1, and Semi Deviation of 5.38 to evaluate company specific risk that cannot be diversified away. Tajiri Resources holds a performance score of 13 on a scale of zero to a hundred. The entity has a beta of -0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tajiri Resources are expected to decrease at a much lower rate. During the bear market, Tajiri Resources is likely to outperform the market. Use Tajiri Resources Corp sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on Tajiri Resources Corp.
Auto-correlation | -0.02 |
Very weak reverse predictability
Tajiri Resources Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Tajiri Resources time series from 9th of October 2024 to 22nd of May 2025 and 22nd of May 2025 to 2nd 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 Tajiri Resources Corp price movement. The serial correlation of -0.02 indicates that only 2.0% of current Tajiri Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tajiri Resources Corp lagged returns against current returns
Autocorrelation, which is Tajiri Resources 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 Tajiri Resources' stock expected returns. We can calculate the autocorrelation of Tajiri Resources returns to help us make a trade decision. For example, suppose you find that Tajiri Resources 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 |
| Timeline |
Tajiri 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 Tajiri Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tajiri Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tajiri Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Tajiri Resources Lagged Returns
When evaluating Tajiri Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tajiri Resources stock have on its future price. Tajiri 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, Tajiri Resources autocorrelation shows the relationship between Tajiri Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Tajiri Resources Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Tajiri Stock Analysis
When running Tajiri Resources' price analysis, check to measure Tajiri Resources' 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 Tajiri Resources is operating at the current time. Most of Tajiri Resources' value examination focuses on studying past and present price action to predict the probability of Tajiri Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tajiri Resources' price. Additionally, you may evaluate how the addition of Tajiri Resources to your portfolios can decrease your overall portfolio volatility.