Vulcan Energy's market value is the price at which a share of Vulcan Energy trades on a public exchange. It measures the collective expectations of Vulcan Energy Resources investors about its performance. Vulcan Energy is trading at 2.88 as of the 1st of February 2025. This is a 4 percent decrease since the beginning of the trading day. The stock's lowest day price was 2.88. With this module, you can estimate the performance of a buy and hold strategy of Vulcan Energy Resources and determine expected loss or profit from investing in Vulcan Energy over a given investment horizon. Check out Vulcan Energy Correlation, Vulcan Energy Volatility and Vulcan Energy Alpha and Beta module to complement your research on Vulcan Energy.
Please note, there is a significant difference between Vulcan Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vulcan Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vulcan Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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 pink sheet 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.
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01/02/2025
No Change 0.00
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In 30 days
02/01/2025
0.00
If you would invest 0.00 in Vulcan Energy on January 2, 2025 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 30 days. Vulcan Energy is related to or competes with Patriot Battery, Snow Lake, Aurelia Metals, Azimut Exploration, O3 Mining, E3 Metals, and Sumitomo Metal. Vulcan Energy Resources Limited engages in the geothermal energy and lithium exploration and development activities in E... 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 pink sheet 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.
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.
Vulcan Energy appears to be dangerous, given 3 months investment horizon. Vulcan Energy Resources owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0301, which indicates the firm had a 0.0301 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vulcan Energy Resources, which you can use to evaluate the volatility of the company. Please review Vulcan Energy's Semi Deviation of 5.68, coefficient of variation of 5028.55, and Risk Adjusted Performance of 0.0255 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vulcan Energy holds a performance score of 2. The entity has a beta of 1.38, 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, Vulcan Energy will likely underperform. Please check Vulcan Energy's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Vulcan Energy's existing price patterns will revert.
Auto-correlation
0.32
Below average predictability
Vulcan Energy Resources has below average predictability. Overlapping area represents the amount of predictability between Vulcan Energy time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Vulcan Energy Resources price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Vulcan Energy price fluctuation can be explain by its past prices.
Correlation Coefficient
0.32
Spearman Rank Test
-0.3
Residual Average
0.0
Price Variance
0.05
Vulcan Energy Resources lagged returns against current returns
Autocorrelation, which is Vulcan Energy pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vulcan Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vulcan Energy pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vulcan Energy Resources.
Other Information on Investing in Vulcan Pink Sheet
Vulcan Energy financial ratios help investors to determine whether Vulcan Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vulcan with respect to the benefits of owning Vulcan Energy security.