Angkor Resources Corp Stock Market Value
| ANKOF Stock | USD 0.12 0.02 14.29% |
| Symbol | Angkor |
Angkor Resources '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 Angkor Resources' 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 Angkor Resources.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Angkor Resources on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Angkor Resources Corp or generate 0.0% return on investment in Angkor Resources over 90 days. Angkor Resources Corp. operates as a mineral, and oil and gas exploration company More
Angkor Resources 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 Angkor Resources' 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 Angkor Resources Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.19 | |||
| Information Ratio | 0.1979 | |||
| Maximum Drawdown | 29.88 | |||
| Value At Risk | (8.90) | |||
| Potential Upside | 11.79 |
Angkor Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Angkor Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Angkor Resources' standard deviation. In reality, there are many statistical measures that can use Angkor Resources historical prices to predict the future Angkor Resources' volatility.| Risk Adjusted Performance | 0.158 | |||
| Jensen Alpha | 0.7822 | |||
| Total Risk Alpha | 2.17 | |||
| Sortino Ratio | 0.1735 | |||
| Treynor Ratio | (0.49) |
Angkor Resources Corp Backtested Returns
Angkor Resources is out of control given 3 months investment horizon. Angkor Resources Corp secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of standard deviation over the last 3 months. We were able to break down and interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.21% are justified by taking the suggested risk. Use Angkor Resources mean deviation of 4.11, and Risk Adjusted Performance of 0.158 to evaluate company specific risk that cannot be diversified away. Angkor Resources holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.27, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Angkor Resources are expected to decrease by larger amounts. On the other hand, during market turmoil, Angkor Resources is expected to outperform it. Use Angkor Resources downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to analyze future returns on Angkor Resources.
Auto-correlation | 0.51 |
Modest predictability
Angkor Resources Corp has modest predictability. Overlapping area represents the amount of predictability between Angkor Resources 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 Angkor Resources Corp price movement. The serial correlation of 0.51 indicates that about 51.0% of current Angkor Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Angkor Resources Corp lagged returns against current returns
Autocorrelation, which is Angkor Resources 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 Angkor Resources' otc stock expected returns. We can calculate the autocorrelation of Angkor Resources returns to help us make a trade decision. For example, suppose you find that Angkor Resources 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 |
Angkor Resources 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 Angkor Resources otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Angkor Resources otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Angkor Resources otc stock over time.
Current vs Lagged Prices |
| Timeline |
Angkor Resources Lagged Returns
When evaluating Angkor Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Angkor Resources otc stock have on its future price. Angkor Resources 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, Angkor Resources autocorrelation shows the relationship between Angkor Resources otc stock current value and its past values and can show if there is a momentum factor associated with investing in Angkor Resources Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Angkor OTC Stock
Angkor Resources financial ratios help investors to determine whether Angkor OTC Stock 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 Angkor with respect to the benefits of owning Angkor Resources security.