Vortex Metals Stock Market Value
| VMS Stock | CAD 0.03 0.01 20.00% |
| Symbol | Vortex |
Vortex Metals '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 Vortex Metals' 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 Vortex Metals.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Vortex Metals on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Vortex Metals or generate 0.0% return on investment in Vortex Metals over 570 days. Vortex Metals is related to or competes with Labrador Iron, Mogotes Metals, Leons Furniture, Homerun Resources, Rocky Mountain, BluMetric Environmental, and Brookfield Office. VMS Ventures Inc. acquires, explores, develops, and evaluates mineral properties in Canada. More
Vortex Metals 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 Vortex Metals' 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 Vortex Metals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 36.67 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 16.67 |
Vortex Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vortex Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vortex Metals' standard deviation. In reality, there are many statistical measures that can use Vortex Metals historical prices to predict the future Vortex Metals' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.84) | |||
| Treynor Ratio | (0.19) |
Vortex Metals Backtested Returns
Vortex Metals owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0326, which indicates the firm had a -0.0326 % return per unit of risk over the last 3 months. Vortex Metals exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vortex Metals' Variance of 49.27, coefficient of variation of (3,065), and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of 1.25, 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, Vortex Metals will likely underperform. At this point, Vortex Metals has a negative expected return of -0.23%. Please make sure to validate Vortex Metals' maximum drawdown, rate of daily change, as well as the relationship between the Rate Of Daily Change and relative strength index , to decide if Vortex Metals performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.48 |
Average predictability
Vortex Metals has average predictability. Overlapping area represents the amount of predictability between Vortex Metals time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 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 Vortex Metals price movement. The serial correlation of 0.48 indicates that about 48.0% of current Vortex Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vortex Metals lagged returns against current returns
Autocorrelation, which is Vortex Metals 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 Vortex Metals' stock expected returns. We can calculate the autocorrelation of Vortex Metals returns to help us make a trade decision. For example, suppose you find that Vortex Metals 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 |
Vortex Metals 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 Vortex Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vortex Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vortex Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Vortex Metals Lagged Returns
When evaluating Vortex Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vortex Metals stock have on its future price. Vortex Metals 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, Vortex Metals autocorrelation shows the relationship between Vortex Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Vortex Metals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Vortex Stock Analysis
When running Vortex Metals' price analysis, check to measure Vortex Metals' 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 Vortex Metals is operating at the current time. Most of Vortex Metals' value examination focuses on studying past and present price action to predict the probability of Vortex Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vortex Metals' price. Additionally, you may evaluate how the addition of Vortex Metals to your portfolios can decrease your overall portfolio volatility.