Australian Vanadium Limited Stock Market Value
| ATVVF Stock | USD 0.01 0 18.60% |
| Symbol | Australian |
Australian Vanadium '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 Australian Vanadium's 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 Australian Vanadium.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Australian Vanadium on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Australian Vanadium Limited or generate 0.0% return on investment in Australian Vanadium over 90 days. Australian Vanadium is related to or competes with Adriatic Metals, Aurelia Metals, and Azimut Exploration. Australian Vanadium Limited engages in the mineral exploration activities in Australia More
Australian Vanadium 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 Australian Vanadium's 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 Australian Vanadium Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 36.91 | |||
| Information Ratio | 0.1062 | |||
| Maximum Drawdown | 176.67 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 33.33 |
Australian Vanadium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Australian Vanadium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Australian Vanadium's standard deviation. In reality, there are many statistical measures that can use Australian Vanadium historical prices to predict the future Australian Vanadium's volatility.| Risk Adjusted Performance | 0.0983 | |||
| Jensen Alpha | 2.53 | |||
| Total Risk Alpha | 5.21 | |||
| Sortino Ratio | 0.0662 | |||
| Treynor Ratio | 1.29 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Australian Vanadium's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Australian Vanadium Backtested Returns
Australian Vanadium is out of control given 3 months investment horizon. Australian Vanadium secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.49% are justified by taking the suggested risk. Use Australian Vanadium Mean Deviation of 9.95, downside deviation of 36.91, and Risk Adjusted Performance of 0.0983 to evaluate company specific risk that cannot be diversified away. Australian Vanadium holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.8, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Australian Vanadium will likely underperform. Use Australian Vanadium maximum drawdown and the relationship between the expected short fall and period momentum indicator , to analyze future returns on Australian Vanadium.
Auto-correlation | -0.46 |
Modest reverse predictability
Australian Vanadium Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Australian Vanadium 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 Australian Vanadium price movement. The serial correlation of -0.46 indicates that about 46.0% of current Australian Vanadium price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Australian Vanadium lagged returns against current returns
Autocorrelation, which is Australian Vanadium 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 Australian Vanadium's pink sheet expected returns. We can calculate the autocorrelation of Australian Vanadium returns to help us make a trade decision. For example, suppose you find that Australian Vanadium 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 |
Australian Vanadium 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 Australian Vanadium pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Australian Vanadium pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Australian Vanadium pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Australian Vanadium Lagged Returns
When evaluating Australian Vanadium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Australian Vanadium pink sheet have on its future price. Australian Vanadium 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, Australian Vanadium autocorrelation shows the relationship between Australian Vanadium pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Australian Vanadium Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Australian Pink Sheet
Australian Vanadium financial ratios help investors to determine whether Australian 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 Australian with respect to the benefits of owning Australian Vanadium security.