Vulcan Energy (Australia) Market Value
| VUL Stock | 7.01 0.36 5.41% |
| Symbol | Vulcan |
Vulcan Energy '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 Vulcan Energy'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 Vulcan Energy.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Vulcan Energy on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Vulcan Energy Resources or generate 0.0% return on investment in Vulcan Energy over 270 days. Vulcan Energy is related to or competes with Commonwealth Bank, Finexia Financial, Ramsay Health, Auswide Bank, Gold Road, EROAD, and National Australia. Vulcan Energy is entity of Australia. It is traded as Stock on AU exchange. More
Vulcan Energy 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 Vulcan Energy'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 Vulcan Energy Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.6 | |||
| Information Ratio | 0.2202 | |||
| Maximum Drawdown | 19.22 | |||
| Value At Risk | (3.55) | |||
| Potential Upside | 9.52 |
Vulcan Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vulcan Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vulcan Energy's standard deviation. In reality, there are many statistical measures that can use Vulcan Energy historical prices to predict the future Vulcan Energy's volatility.| Risk Adjusted Performance | 0.2016 | |||
| Jensen Alpha | 0.9717 | |||
| Total Risk Alpha | 0.376 | |||
| Sortino Ratio | 0.3448 | |||
| Treynor Ratio | 2.69 |
Vulcan Energy Resources Backtested Returns
Vulcan Energy is slightly risky given 3 months investment horizon. Vulcan Energy Resources owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the firm had a 0.25% return per unit of risk over the last 3 months. We were able to break down and interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.02% are justified by taking the suggested risk. Use Vulcan Energy Resources Coefficient Of Variation of 396.41, risk adjusted performance of 0.2016, and Semi Deviation of 2.12 to evaluate company specific risk that cannot be diversified away. Vulcan Energy holds a performance score of 19 on a scale of zero to a hundred. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vulcan Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vulcan Energy is expected to be smaller as well. Use Vulcan Energy Resources jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to analyze future returns on Vulcan Energy Resources.
Auto-correlation | 0.50 |
Modest predictability
Vulcan Energy Resources has modest predictability. Overlapping area represents the amount of predictability between Vulcan Energy 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 Vulcan Energy Resources price movement. The serial correlation of 0.5 indicates that about 50.0% of current Vulcan Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Vulcan Energy Resources lagged returns against current returns
Autocorrelation, which is Vulcan Energy 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 Vulcan Energy's stock expected returns. We can calculate the autocorrelation of Vulcan Energy returns to help us make a trade decision. For example, suppose you find that Vulcan Energy 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 |
Vulcan Energy 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 Vulcan Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vulcan Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vulcan Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Vulcan Energy Lagged Returns
When evaluating Vulcan Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vulcan Energy stock have on its future price. Vulcan Energy 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, Vulcan Energy autocorrelation shows the relationship between Vulcan Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Vulcan Energy Resources.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Vulcan Stock Analysis
When running Vulcan Energy's price analysis, check to measure Vulcan Energy'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 Vulcan Energy is operating at the current time. Most of Vulcan Energy's value examination focuses on studying past and present price action to predict the probability of Vulcan Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vulcan Energy's price. Additionally, you may evaluate how the addition of Vulcan Energy to your portfolios can decrease your overall portfolio volatility.