Zephyr Minerals Stock Market Value
| ZPHYF Stock | USD 0.03 0.01 19.95% |
| Symbol | Zephyr |
Zephyr Minerals '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 Zephyr Minerals' 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 Zephyr Minerals.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Zephyr Minerals on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Zephyr Minerals or generate 0.0% return on investment in Zephyr Minerals over 30 days. Zephyr Minerals is related to or competes with KORE Mining, and Angold Resources. Zephyr Minerals Ltd., through its subsidiary, Zephyr Gold USA Ltd., engages in the exploration, evaluation, and developm... More
Zephyr Minerals 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 Zephyr Minerals' 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 Zephyr Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.92 | |||
| Information Ratio | 0.0069 | |||
| Maximum Drawdown | 41.42 | |||
| Value At Risk | (11.25) | |||
| Potential Upside | 15.69 |
Zephyr Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zephyr Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zephyr Minerals' standard deviation. In reality, there are many statistical measures that can use Zephyr Minerals historical prices to predict the future Zephyr Minerals' volatility.| Risk Adjusted Performance | 0.0221 | |||
| Jensen Alpha | 0.0855 | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | 0.0043 | |||
| Treynor Ratio | 0.2608 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Zephyr Minerals' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Zephyr Minerals Backtested Returns
Zephyr Minerals shows Sharpe Ratio of -0.0469, which attests that the company had a -0.0469 % return per unit of risk over the last 3 months. Zephyr Minerals exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Zephyr Minerals' Downside Deviation of 10.92, market risk adjusted performance of 0.2708, and Mean Deviation of 3.59 to validate the risk estimate we provide. The firm maintains a market beta of 0.45, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Zephyr Minerals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Zephyr Minerals is expected to be smaller as well. At this point, Zephyr Minerals has a negative expected return of -0.34%. Please make sure to check out Zephyr Minerals' potential upside, as well as the relationship between the kurtosis and price action indicator , to decide if Zephyr Minerals performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.35 |
Poor reverse predictability
Zephyr Minerals has poor reverse predictability. Overlapping area represents the amount of predictability between Zephyr Minerals time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Zephyr Minerals price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Zephyr Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Zephyr Minerals lagged returns against current returns
Autocorrelation, which is Zephyr Minerals 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 Zephyr Minerals' pink sheet expected returns. We can calculate the autocorrelation of Zephyr Minerals returns to help us make a trade decision. For example, suppose you find that Zephyr Minerals 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 |
Zephyr Minerals 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 Zephyr Minerals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zephyr Minerals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zephyr Minerals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Zephyr Minerals Lagged Returns
When evaluating Zephyr Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zephyr Minerals pink sheet have on its future price. Zephyr Minerals 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, Zephyr Minerals autocorrelation shows the relationship between Zephyr Minerals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Zephyr Minerals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Zephyr Pink Sheet
Zephyr Minerals financial ratios help investors to determine whether Zephyr 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 Zephyr with respect to the benefits of owning Zephyr Minerals security.