Critical Elements Stock Market Value
| CRECF Stock | USD 0.29 0.01 3.33% |
| Symbol | Critical |
Critical Elements '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 Critical Elements' 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 Critical Elements.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Critical Elements on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Critical Elements or generate 0.0% return on investment in Critical Elements over 720 days. Critical Elements is related to or competes with Aurelia Metals, South Star, IGO, Latin Resources, Mineral Res, Forsys Metals, and Boss Resources. Critical Elements Lithium Corporation engages in the acquisition, exploration, and development of mining properties in C... More
Critical Elements 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 Critical Elements' 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 Critical Elements upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.74 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 20.8 | |||
| Value At Risk | (6.82) | |||
| Potential Upside | 10.71 |
Critical Elements Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Critical Elements' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Critical Elements' standard deviation. In reality, there are many statistical measures that can use Critical Elements historical prices to predict the future Critical Elements' volatility.| Risk Adjusted Performance | 0.0192 | |||
| Jensen Alpha | 0.155 | |||
| Total Risk Alpha | (0.78) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Critical Elements' 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.
Critical Elements Backtested Returns
At this point, Critical Elements is out of control. Critical Elements secures Sharpe Ratio (or Efficiency) of 0.0351, which signifies that the company had a 0.0351% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Critical Elements, which you can use to evaluate the volatility of the firm. Please confirm Critical Elements' Downside Deviation of 4.74, risk adjusted performance of 0.0192, and Mean Deviation of 3.81 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Critical Elements has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.74, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Critical Elements are expected to decrease at a much lower rate. During the bear market, Critical Elements is likely to outperform the market. Critical Elements right now shows a risk of 5.0%. Please confirm Critical Elements standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Critical Elements will be following its price patterns.
Auto-correlation | 0.52 |
Modest predictability
Critical Elements has modest predictability. Overlapping area represents the amount of predictability between Critical Elements time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Critical Elements price movement. The serial correlation of 0.52 indicates that about 52.0% of current Critical Elements price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Critical Elements lagged returns against current returns
Autocorrelation, which is Critical Elements 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 Critical Elements' otc stock expected returns. We can calculate the autocorrelation of Critical Elements returns to help us make a trade decision. For example, suppose you find that Critical Elements 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 |
Critical Elements 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 Critical Elements otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Critical Elements otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Critical Elements otc stock over time.
Current vs Lagged Prices |
| Timeline |
Critical Elements Lagged Returns
When evaluating Critical Elements' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Critical Elements otc stock have on its future price. Critical Elements 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, Critical Elements autocorrelation shows the relationship between Critical Elements otc stock current value and its past values and can show if there is a momentum factor associated with investing in Critical Elements.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Critical OTC Stock
Critical Elements financial ratios help investors to determine whether Critical 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 Critical with respect to the benefits of owning Critical Elements security.