Aurelia Metals Limited Stock Market Value
| AUMTF Stock | USD 0.13 0.00 0.00% |
| Symbol | Aurelia |
Aurelia Metals '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 Aurelia Metals' 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 Aurelia Metals.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Aurelia Metals on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Aurelia Metals Limited or generate 0.0% return on investment in Aurelia Metals over 90 days. Aurelia Metals is related to or competes with Centaurus Metals, Adriatic Metals, American Helium, Progressive Planet, and Almonty Industries. Aurelia Metals Limited explores for and develops mineral properties in Australia More
Aurelia Metals 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 Aurelia Metals' 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 Aurelia Metals Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1483 | |||
| Maximum Drawdown | 70.45 |
Aurelia Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aurelia Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aurelia Metals' standard deviation. In reality, there are many statistical measures that can use Aurelia Metals historical prices to predict the future Aurelia Metals' volatility.| Risk Adjusted Performance | 0.1282 | |||
| Jensen Alpha | 1.13 | |||
| Total Risk Alpha | 2.28 | |||
| Treynor Ratio | (2.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aurelia Metals' 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.
Aurelia Metals Backtested Returns
Aurelia Metals is out of control given 3 months investment horizon. Aurelia Metals secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for sixteen different technical indicators, which can help you to evaluate if expected returns of 1.21% are justified by taking the suggested risk. Use Aurelia Metals Mean Deviation of 2.32, risk adjusted performance of 0.1282, and Standard Deviation of 8.72 to evaluate company specific risk that cannot be diversified away. Aurelia Metals holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Aurelia Metals are expected to decrease at a much lower rate. During the bear market, Aurelia Metals is likely to outperform the market. Use Aurelia Metals information ratio and rate of daily change , to analyze future returns on Aurelia Metals.
Auto-correlation | 0.26 |
Poor predictability
Aurelia Metals Limited has poor predictability. Overlapping area represents the amount of predictability between Aurelia Metals 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 Aurelia Metals price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Aurelia Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aurelia Metals lagged returns against current returns
Autocorrelation, which is Aurelia Metals 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 Aurelia Metals' pink sheet expected returns. We can calculate the autocorrelation of Aurelia Metals returns to help us make a trade decision. For example, suppose you find that Aurelia Metals 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 |
Aurelia Metals 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 Aurelia Metals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aurelia Metals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aurelia Metals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aurelia Metals Lagged Returns
When evaluating Aurelia Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aurelia Metals pink sheet have on its future price. Aurelia Metals 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, Aurelia Metals autocorrelation shows the relationship between Aurelia Metals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aurelia Metals Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aurelia Pink Sheet
Aurelia Metals financial ratios help investors to determine whether Aurelia 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 Aurelia with respect to the benefits of owning Aurelia Metals security.