Amaroq Minerals (UK) Market Value
| AMRQ Stock | 96.00 1.50 1.59% |
| Symbol | Amaroq |
Amaroq 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 Amaroq Minerals' 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 Amaroq Minerals.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Amaroq Minerals on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Amaroq Minerals or generate 0.0% return on investment in Amaroq Minerals over 90 days. Amaroq Minerals is related to or competes with Catena Media, G5 Entertainment, Flutter Entertainment, One Media, Live Nation, Centaur Media, and Dolly Varden. Amaroq Minerals is entity of United Kingdom More
Amaroq 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 Amaroq Minerals' 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 Amaroq Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.84 | |||
| Information Ratio | 0.1116 | |||
| Maximum Drawdown | 12.8 | |||
| Value At Risk | (4.08) | |||
| Potential Upside | 4.12 |
Amaroq Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amaroq Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amaroq Minerals' standard deviation. In reality, there are many statistical measures that can use Amaroq Minerals historical prices to predict the future Amaroq Minerals' volatility.| Risk Adjusted Performance | 0.0692 | |||
| Jensen Alpha | 0.195 | |||
| Total Risk Alpha | 0.4835 | |||
| Sortino Ratio | 0.0984 | |||
| Treynor Ratio | 0.7457 |
Amaroq Minerals Backtested Returns
Amaroq Minerals secures Sharpe Ratio (or Efficiency) of -0.0235, which signifies that the company had a -0.0235 % return per unit of standard deviation over the last 3 months. Amaroq Minerals exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amaroq Minerals' risk adjusted performance of 0.0692, and Mean Deviation of 1.88 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amaroq Minerals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Amaroq Minerals is expected to be smaller as well. At this point, Amaroq Minerals has a negative expected return of -0.0542%. Please make sure to confirm Amaroq Minerals' market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Amaroq Minerals performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Amaroq Minerals has very good reverse predictability. Overlapping area represents the amount of predictability between Amaroq Minerals time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Amaroq Minerals price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Amaroq Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 61.27 |
Amaroq Minerals lagged returns against current returns
Autocorrelation, which is Amaroq Minerals 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 Amaroq Minerals' stock expected returns. We can calculate the autocorrelation of Amaroq Minerals returns to help us make a trade decision. For example, suppose you find that Amaroq Minerals 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 |
Amaroq 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 Amaroq Minerals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amaroq Minerals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amaroq Minerals stock over time.
Current vs Lagged Prices |
| Timeline |
Amaroq Minerals Lagged Returns
When evaluating Amaroq Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amaroq Minerals stock have on its future price. Amaroq 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, Amaroq Minerals autocorrelation shows the relationship between Amaroq Minerals stock current value and its past values and can show if there is a momentum factor associated with investing in Amaroq Minerals.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Amaroq Stock Analysis
When running Amaroq Minerals' price analysis, check to measure Amaroq Minerals' 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 Amaroq Minerals is operating at the current time. Most of Amaroq Minerals' value examination focuses on studying past and present price action to predict the probability of Amaroq Minerals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amaroq Minerals' price. Additionally, you may evaluate how the addition of Amaroq Minerals to your portfolios can decrease your overall portfolio volatility.