Aurelia Metals (Australia) Market Value
| AMI Stock | 0.19 0.01 5.56% |
| Symbol | Aurelia |
Aurelia 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 Aurelia 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 Aurelia Metals.
| 01/18/2023 |
| 01/07/2025 |
If you would invest 0.00 in Aurelia Metals on January 18, 2023 and sell it all today you would earn a total of 0.00 from holding Aurelia Metals or generate 0.0% return on investment in Aurelia Metals over 720 days. Aurelia Metals is related to or competes with Sports Entertainment, Charter Hall, Super Retail, Retail Food, and COAST ENTERTAINMENT. Aurelia Metals is entity of Australia. It is traded as Stock on AU exchange. More
Aurelia 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 Aurelia 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 Aurelia Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.98 | |||
| Information Ratio | 0.0334 | |||
| Maximum Drawdown | 20.63 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 5.88 |
Aurelia Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aurelia Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aurelia Metals' standard deviation. In reality, there are many statistical measures that can use Aurelia Metals historical prices to predict the future Aurelia Metals' volatility.| Risk Adjusted Performance | 0.0405 | |||
| Jensen Alpha | 0.1489 | |||
| Total Risk Alpha | 0.0653 | |||
| Sortino Ratio | 0.0238 | |||
| Treynor Ratio | 0.2524 |
Aurelia Metals Backtested Returns
Currently, Aurelia Metals is out of control. Aurelia Metals secures Sharpe Ratio (or Efficiency) of 0.0416, which signifies that the company had a 0.0416% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Aurelia Metals, which you can use to evaluate the volatility of the firm. Please confirm Aurelia Metals' Risk Adjusted Performance of 0.0405, downside deviation of 5.98, and Mean Deviation of 2.85 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Aurelia Metals has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.64, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aurelia Metals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Aurelia Metals is expected to be smaller as well. Aurelia Metals right now shows a risk of 4.21%. Please confirm Aurelia Metals sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Aurelia Metals will be following its price patterns.
Auto-correlation | -0.3 |
Weak reverse predictability
Aurelia Metals has weak reverse predictability. Overlapping area represents the amount of predictability between Aurelia Metals time series from 18th of January 2023 to 13th of January 2024 and 13th of January 2024 to 7th 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 Aurelia Metals price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Aurelia Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aurelia Metals lagged returns against current returns
Autocorrelation, which is Aurelia 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 Aurelia Metals' stock expected returns. We can calculate the autocorrelation of Aurelia Metals returns to help us make a trade decision. For example, suppose you find that Aurelia 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 |
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Aurelia 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 Aurelia Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aurelia Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aurelia Metals stock over time.
Current vs Lagged Prices |
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Aurelia Metals Lagged Returns
When evaluating Aurelia Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aurelia Metals stock have on its future price. Aurelia 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, Aurelia Metals autocorrelation shows the relationship between Aurelia Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Aurelia Metals.
Regressed Prices |
| Timeline |
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Additional Tools for Aurelia Stock Analysis
When running Aurelia Metals' price analysis, check to measure Aurelia 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 Aurelia Metals is operating at the current time. Most of Aurelia Metals' value examination focuses on studying past and present price action to predict the probability of Aurelia Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aurelia Metals' price. Additionally, you may evaluate how the addition of Aurelia Metals to your portfolios can decrease your overall portfolio volatility.