Wildcat Resources (Australia) Market Value
| WC8 Stock | 0.27 0.01 3.85% |
| Symbol | Wildcat |
Wildcat 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 Wildcat 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 Wildcat Resources.
| 01/21/2023 |
| 01/10/2025 |
If you would invest 0.00 in Wildcat Resources on January 21, 2023 and sell it all today you would earn a total of 0.00 from holding Wildcat Resources or generate 0.0% return on investment in Wildcat Resources over 720 days. Wildcat Resources is related to or competes with Centuria Industrial, Aussie Broadband, Kip McGrath, and Charter Hall. Wildcat Resources is entity of Australia More
Wildcat 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 Wildcat 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 Wildcat Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.44 | |||
| Information Ratio | 0.0084 | |||
| Maximum Drawdown | 36.59 | |||
| Value At Risk | (8.70) | |||
| Potential Upside | 10.34 |
Wildcat Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wildcat Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wildcat Resources' standard deviation. In reality, there are many statistical measures that can use Wildcat Resources historical prices to predict the future Wildcat Resources' volatility.| Risk Adjusted Performance | 0.0189 | |||
| Jensen Alpha | 0.0754 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0083 | |||
| Treynor Ratio | (0.30) |
Wildcat Resources Backtested Returns
Wildcat Resources shows Sharpe Ratio of -0.0625, which attests that the company had a -0.0625% return per unit of risk over the last 3 months. Wildcat Resources exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wildcat Resources' Market Risk Adjusted Performance of (0.29), mean deviation of 4.57, and Downside Deviation of 6.44 to validate the risk estimate we provide. The firm maintains a market beta of -0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Wildcat Resources are expected to decrease at a much lower rate. During the bear market, Wildcat Resources is likely to outperform the market. At this point, Wildcat Resources has a negative expected return of -0.33%. Please make sure to check out Wildcat Resources' sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Wildcat Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.64 |
Very good reverse predictability
Wildcat Resources has very good reverse predictability. Overlapping area represents the amount of predictability between Wildcat Resources time series from 21st of January 2023 to 16th of January 2024 and 16th of January 2024 to 10th of January 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 Wildcat Resources price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Wildcat Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Wildcat Resources lagged returns against current returns
Autocorrelation, which is Wildcat 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 Wildcat Resources' stock expected returns. We can calculate the autocorrelation of Wildcat Resources returns to help us make a trade decision. For example, suppose you find that Wildcat 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 |
Wildcat 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 Wildcat Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wildcat Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wildcat Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Wildcat Resources Lagged Returns
When evaluating Wildcat Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wildcat Resources stock have on its future price. Wildcat 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, Wildcat Resources autocorrelation shows the relationship between Wildcat Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Wildcat Resources.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Wildcat Stock Analysis
When running Wildcat Resources' price analysis, check to measure Wildcat 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 Wildcat Resources is operating at the current time. Most of Wildcat Resources' value examination focuses on studying past and present price action to predict the probability of Wildcat Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wildcat Resources' price. Additionally, you may evaluate how the addition of Wildcat Resources to your portfolios can decrease your overall portfolio volatility.