Vision Lithium Stock Market Value
| VLI Stock | CAD 0.03 0.01 50.00% |
| Symbol | Vision |
Vision Lithium Price To Book Ratio
Vision Lithium '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 Vision Lithium'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 Vision Lithium.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Vision Lithium on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Vision Lithium or generate 0.0% return on investment in Vision Lithium over 270 days. Vision Lithium is related to or competes with American Lithium, and Argentina Lithium. Vision Lithium Inc., a mineral exploration company, engages in the exploration and evaluation of mineral resources in Qu... More
Vision Lithium 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 Vision Lithium'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 Vision Lithium upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 34.82 | |||
| Information Ratio | 0.1131 | |||
| Maximum Drawdown | 83.33 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 50.0 |
Vision Lithium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vision Lithium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vision Lithium's standard deviation. In reality, there are many statistical measures that can use Vision Lithium historical prices to predict the future Vision Lithium's volatility.| Risk Adjusted Performance | 0.1003 | |||
| Jensen Alpha | 2.52 | |||
| Total Risk Alpha | (1.02) | |||
| Sortino Ratio | 0.0833 | |||
| Treynor Ratio | 0.7226 |
Vision Lithium Backtested Returns
Vision Lithium is out of control given 3 months investment horizon. Vision Lithium owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 3.17% are justified by taking the suggested risk. Use Vision Lithium Coefficient Of Variation of 846.08, semi deviation of 15.76, and Risk Adjusted Performance of 0.1003 to evaluate company specific risk that cannot be diversified away. Vision Lithium holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of 4.18, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vision Lithium will likely underperform. Use Vision Lithium potential upside and the relationship between the skewness and price action indicator , to analyze future returns on Vision Lithium.
Auto-correlation | 0.31 |
Below average predictability
Vision Lithium has below average predictability. Overlapping area represents the amount of predictability between Vision Lithium time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vision Lithium price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Vision Lithium price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vision Lithium lagged returns against current returns
Autocorrelation, which is Vision Lithium 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 Vision Lithium's stock expected returns. We can calculate the autocorrelation of Vision Lithium returns to help us make a trade decision. For example, suppose you find that Vision Lithium 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 |
Vision Lithium 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 Vision Lithium stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vision Lithium stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vision Lithium stock over time.
Current vs Lagged Prices |
| Timeline |
Vision Lithium Lagged Returns
When evaluating Vision Lithium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vision Lithium stock have on its future price. Vision Lithium 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, Vision Lithium autocorrelation shows the relationship between Vision Lithium stock current value and its past values and can show if there is a momentum factor associated with investing in Vision Lithium.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Vision Stock Analysis
When running Vision Lithium's price analysis, check to measure Vision Lithium'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 Vision Lithium is operating at the current time. Most of Vision Lithium's value examination focuses on studying past and present price action to predict the probability of Vision Lithium's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vision Lithium's price. Additionally, you may evaluate how the addition of Vision Lithium to your portfolios can decrease your overall portfolio volatility.