Arbor Metals Corp Stock Market Value
| ABR Stock | CAD 0.34 0.02 6.25% |
| Symbol | Arbor |
Arbor Metals Corp Price To Book Ratio
Arbor Metals '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 Arbor Metals' 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 Arbor Metals.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Arbor Metals on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Arbor Metals Corp or generate 0.0% return on investment in Arbor Metals over 90 days. Arbor Metals is related to or competes with Kiplin Metals, and Pure Energy. Ashburton Ventures Inc., a junior exploration company, focuses on the acquisition and exploration of mineral properties ... More
Arbor Metals 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 Arbor Metals' 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 Arbor Metals Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.85 | |||
| Information Ratio | 0.0934 | |||
| Maximum Drawdown | 108.75 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 19.15 |
Arbor Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbor Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arbor Metals' standard deviation. In reality, there are many statistical measures that can use Arbor Metals historical prices to predict the future Arbor Metals' volatility.| Risk Adjusted Performance | 0.0837 | |||
| Jensen Alpha | 1.38 | |||
| Total Risk Alpha | 2.63 | |||
| Sortino Ratio | 0.1186 | |||
| Treynor Ratio | 0.3592 |
Arbor Metals Corp Backtested Returns
Arbor Metals is out of control given 3 months investment horizon. Arbor Metals Corp secures Sharpe Ratio (or Efficiency) of 0.0985, which signifies that the company had a 0.0985 % return per unit of standard deviation over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.27% are justified by taking the suggested risk. Use Arbor Metals mean deviation of 7.18, and Risk Adjusted Performance of 0.0837 to evaluate company specific risk that cannot be diversified away. Arbor Metals holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 2.95, which signifies 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, Arbor Metals will likely underperform. Use Arbor Metals value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to analyze future returns on Arbor Metals.
Auto-correlation | -0.67 |
Very good reverse predictability
Arbor Metals Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Arbor Metals time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Arbor Metals Corp price movement. The serial correlation of -0.67 indicates that around 67.0% of current Arbor Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arbor Metals Corp lagged returns against current returns
Autocorrelation, which is Arbor Metals 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 Arbor Metals' stock expected returns. We can calculate the autocorrelation of Arbor Metals returns to help us make a trade decision. For example, suppose you find that Arbor Metals 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 |
Arbor Metals 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 Arbor Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arbor Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arbor Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Arbor Metals Lagged Returns
When evaluating Arbor Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arbor Metals stock have on its future price. Arbor Metals 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, Arbor Metals autocorrelation shows the relationship between Arbor Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Arbor Metals Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Arbor Stock Analysis
When running Arbor Metals' price analysis, check to measure Arbor Metals' 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 Arbor Metals is operating at the current time. Most of Arbor Metals' value examination focuses on studying past and present price action to predict the probability of Arbor Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arbor Metals' price. Additionally, you may evaluate how the addition of Arbor Metals to your portfolios can decrease your overall portfolio volatility.