Zimplats Holdings (Australia) Market Value
| ZIM Stock | 23.00 0.05 0.22% |
| Symbol | Zimplats |
Zimplats Holdings '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 Zimplats Holdings' 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 Zimplats Holdings.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Zimplats Holdings on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Zimplats Holdings or generate 0.0% return on investment in Zimplats Holdings over 30 days. Zimplats Holdings is related to or competes with Ora Banda, Avita Medical, Oncosil Medical, Sports Entertainment, and Saluda Medical. Zimplats Holdings is entity of Australia More
Zimplats Holdings 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 Zimplats Holdings' 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 Zimplats Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.95 | |||
| Information Ratio | 0.0806 | |||
| Maximum Drawdown | 13.24 | |||
| Value At Risk | (4.51) | |||
| Potential Upside | 5.73 |
Zimplats Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zimplats Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zimplats Holdings' standard deviation. In reality, there are many statistical measures that can use Zimplats Holdings historical prices to predict the future Zimplats Holdings' volatility.| Risk Adjusted Performance | 0.081 | |||
| Jensen Alpha | 0.2752 | |||
| Total Risk Alpha | 0.0608 | |||
| Sortino Ratio | 0.0784 | |||
| Treynor Ratio | 1.36 |
Zimplats Holdings Backtested Returns
Zimplats Holdings appears to be not too volatile, given 3 months investment horizon. Zimplats Holdings shows Sharpe Ratio of 0.13, which attests that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Zimplats Holdings, which you can use to evaluate the volatility of the company. Please utilize Zimplats Holdings' Mean Deviation of 2.17, market risk adjusted performance of 1.37, and Downside Deviation of 2.95 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Zimplats Holdings holds a performance score of 9. The firm maintains a market beta of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Zimplats Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Zimplats Holdings is expected to be smaller as well. Please check Zimplats Holdings' total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Zimplats Holdings' historical returns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Zimplats Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Zimplats Holdings time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Zimplats Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current Zimplats Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1.47 |
Zimplats Holdings lagged returns against current returns
Autocorrelation, which is Zimplats Holdings 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 Zimplats Holdings' stock expected returns. We can calculate the autocorrelation of Zimplats Holdings returns to help us make a trade decision. For example, suppose you find that Zimplats Holdings 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 |
Zimplats Holdings 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 Zimplats Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zimplats Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zimplats Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Zimplats Holdings Lagged Returns
When evaluating Zimplats Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zimplats Holdings stock have on its future price. Zimplats Holdings 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, Zimplats Holdings autocorrelation shows the relationship between Zimplats Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Zimplats Holdings.
Regressed Prices |
| Timeline |
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Additional Tools for Zimplats Stock Analysis
When running Zimplats Holdings' price analysis, check to measure Zimplats Holdings' 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 Zimplats Holdings is operating at the current time. Most of Zimplats Holdings' value examination focuses on studying past and present price action to predict the probability of Zimplats Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zimplats Holdings' price. Additionally, you may evaluate how the addition of Zimplats Holdings to your portfolios can decrease your overall portfolio volatility.