Arafura Resources Stock Market Value
| ARAFF Stock | USD 0.12 0.01 9.09% |
| Symbol | Arafura |
Arafura 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 Arafura Resources' pink sheet 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 Arafura Resources.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Arafura Resources on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Arafura Resources or generate 0.0% return on investment in Arafura Resources over 90 days. Arafura Resources is related to or competes with Texas Rare, Lynas Rare, Ucore Rare, Aurelia Metals, Azimut Exploration, and Adriatic Metals. Arafura Rare Earths Limited explores for and develops mineral properties in Australia More
Arafura 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 Arafura Resources' pink sheet 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 Arafura Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.6 | |||
| Information Ratio | 0.1199 | |||
| Maximum Drawdown | 56.67 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 15.79 |
Arafura Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arafura Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arafura Resources' standard deviation. In reality, there are many statistical measures that can use Arafura Resources historical prices to predict the future Arafura Resources' volatility.| Risk Adjusted Performance | 0.105 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 2.36 | |||
| Sortino Ratio | 0.096 | |||
| Treynor Ratio | (1.74) |
Arafura Resources Backtested Returns
Arafura Resources is out of control given 3 months investment horizon. Arafura Resources secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.23% are justified by taking the suggested risk. Use Arafura Resources mean deviation of 6.7, and Risk Adjusted Performance of 0.105 to evaluate company specific risk that cannot be diversified away. Arafura Resources holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arafura Resources are expected to decrease at a much lower rate. During the bear market, Arafura Resources is likely to outperform the market. Use Arafura Resources semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to analyze future returns on Arafura Resources.
Auto-correlation | 0.51 |
Modest predictability
Arafura Resources has modest predictability. Overlapping area represents the amount of predictability between Arafura Resources 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 Arafura Resources price movement. The serial correlation of 0.51 indicates that about 51.0% of current Arafura Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arafura Resources lagged returns against current returns
Autocorrelation, which is Arafura Resources pink sheet'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 Arafura Resources' pink sheet expected returns. We can calculate the autocorrelation of Arafura Resources returns to help us make a trade decision. For example, suppose you find that Arafura Resources has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Arafura 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 Arafura Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arafura Resources pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arafura Resources pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Arafura Resources Lagged Returns
When evaluating Arafura Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arafura Resources pink sheet have on its future price. Arafura 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, Arafura Resources autocorrelation shows the relationship between Arafura Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Arafura Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Arafura Pink Sheet
Arafura Resources financial ratios help investors to determine whether Arafura Pink Sheet 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 Arafura with respect to the benefits of owning Arafura Resources security.