American Rare Earths Stock Market Value
| AMRRY Stock | 9.36 0.18 1.96% |
| Symbol | American |
American Rare '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 American Rare's otc 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 American Rare.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in American Rare on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding American Rare Earths or generate 0.0% return on investment in American Rare over 90 days.
American Rare 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 American Rare's otc 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 American Rare Earths upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.65 | |||
| Information Ratio | 0.0792 | |||
| Maximum Drawdown | 13.26 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 4.23 |
American Rare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Rare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Rare's standard deviation. In reality, there are many statistical measures that can use American Rare historical prices to predict the future American Rare's volatility.| Risk Adjusted Performance | 0.0309 | |||
| Jensen Alpha | 0.0693 | |||
| Total Risk Alpha | 0.5051 | |||
| Sortino Ratio | 0.0782 | |||
| Treynor Ratio | 2.02 |
American Rare Earths Backtested Returns
American Rare Earths secures Sharpe Ratio (or Efficiency) of 0.0497, which signifies that the company had a 0.0497 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for American Rare Earths, which you can use to evaluate the volatility of the firm. Please confirm American Rare's risk adjusted performance of 0.0309, and Mean Deviation of 2.03 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. American Rare has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.032, which signifies not very significant fluctuations relative to the market. As returns on the market increase, American Rare's returns are expected to increase less than the market. However, during the bear market, the loss of holding American Rare is expected to be smaller as well. American Rare Earths right now shows a risk of 2.66%. Please confirm American Rare Earths potential upside, and the relationship between the jensen alpha and accumulation distribution , to decide if American Rare Earths will be following its price patterns.
Auto-correlation | -0.13 |
Insignificant reverse predictability
American Rare Earths has insignificant reverse predictability. Overlapping area represents the amount of predictability between American Rare time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 American Rare Earths price movement. The serial correlation of -0.13 indicates that less than 13.0% of current American Rare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
American Rare Earths lagged returns against current returns
Autocorrelation, which is American Rare otc 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 American Rare's otc stock expected returns. We can calculate the autocorrelation of American Rare returns to help us make a trade decision. For example, suppose you find that American Rare has exhibited high autocorrelation historically, and you observe that the otc 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 |
American Rare 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 American Rare otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Rare otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Rare otc stock over time.
Current vs Lagged Prices |
| Timeline |
American Rare Lagged Returns
When evaluating American Rare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Rare otc stock have on its future price. American Rare 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, American Rare autocorrelation shows the relationship between American Rare otc stock current value and its past values and can show if there is a momentum factor associated with investing in American Rare Earths.
Regressed Prices |
| Timeline |
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When running American Rare's price analysis, check to measure American Rare's 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 American Rare is operating at the current time. Most of American Rare's value examination focuses on studying past and present price action to predict the probability of American Rare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American Rare's price. Additionally, you may evaluate how the addition of American Rare to your portfolios can decrease your overall portfolio volatility.