Avrupa Minerals Stock Market Value
| AVPMF Stock | USD 0.01 0 21.43% |
| Symbol | Avrupa |
Avrupa Minerals '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 Avrupa Minerals' 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 Avrupa Minerals.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Avrupa Minerals on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Avrupa Minerals or generate 0.0% return on investment in Avrupa Minerals over 90 days. Avrupa Minerals is related to or competes with Aldebaran Resources, and Ecora Resources. Avrupa Minerals Ltd., a junior exploration and development company, engages in the acquisition and exploration of minera... More
Avrupa Minerals 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 Avrupa Minerals' 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 Avrupa Minerals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 48.7 | |||
| Value At Risk | (12.50) |
Avrupa Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avrupa Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avrupa Minerals' standard deviation. In reality, there are many statistical measures that can use Avrupa Minerals historical prices to predict the future Avrupa Minerals' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 0.928 | |||
| Treynor Ratio | (0.31) |
Avrupa Minerals Backtested Returns
Avrupa Minerals secures Sharpe Ratio (or Efficiency) of -0.0425, which signifies that the company had a -0.0425 % return per unit of risk over the last 3 months. Avrupa Minerals exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Avrupa Minerals' Standard Deviation of 7.31, risk adjusted performance of (0.03), and Mean Deviation of 2.51 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.98, which signifies possible diversification benefits within a given portfolio. Avrupa Minerals returns are very sensitive to returns on the market. As the market goes up or down, Avrupa Minerals is expected to follow. At this point, Avrupa Minerals has a negative expected return of -0.33%. Please make sure to confirm Avrupa Minerals' information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if Avrupa Minerals performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
Avrupa Minerals has good reverse predictability. Overlapping area represents the amount of predictability between Avrupa Minerals time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Avrupa Minerals price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Avrupa Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Avrupa Minerals lagged returns against current returns
Autocorrelation, which is Avrupa Minerals 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 Avrupa Minerals' pink sheet expected returns. We can calculate the autocorrelation of Avrupa Minerals returns to help us make a trade decision. For example, suppose you find that Avrupa Minerals 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 |
Avrupa Minerals 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 Avrupa Minerals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avrupa Minerals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avrupa Minerals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Avrupa Minerals Lagged Returns
When evaluating Avrupa Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avrupa Minerals pink sheet have on its future price. Avrupa Minerals 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, Avrupa Minerals autocorrelation shows the relationship between Avrupa Minerals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Avrupa Minerals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Avrupa Pink Sheet
Avrupa Minerals financial ratios help investors to determine whether Avrupa 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 Avrupa with respect to the benefits of owning Avrupa Minerals security.