ARROWSTAR RESOURCES (Germany) Market Value
| D2E Stock | 0.20 0.02 11.11% |
| Symbol | ARROWSTAR |
ARROWSTAR 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 ARROWSTAR RESOURCES's 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 ARROWSTAR RESOURCES.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in ARROWSTAR RESOURCES on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding ARROWSTAR RESOURCES or generate 0.0% return on investment in ARROWSTAR RESOURCES over 30 days.
ARROWSTAR 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 ARROWSTAR RESOURCES's 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 ARROWSTAR RESOURCES upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.84 | |||
| Information Ratio | 0.0095 | |||
| Maximum Drawdown | 54.04 | |||
| Value At Risk | (23.08) | |||
| Potential Upside | 21.43 |
ARROWSTAR RESOURCES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARROWSTAR RESOURCES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARROWSTAR RESOURCES's standard deviation. In reality, there are many statistical measures that can use ARROWSTAR RESOURCES historical prices to predict the future ARROWSTAR RESOURCES's volatility.| Risk Adjusted Performance | 0.0107 | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 1.19 | |||
| Sortino Ratio | 0.0066 | |||
| Treynor Ratio | (0) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ARROWSTAR RESOURCES'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.
ARROWSTAR RESOURCES Backtested Returns
Currently, ARROWSTAR RESOURCES is out of control. ARROWSTAR RESOURCES secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for ARROWSTAR RESOURCES, which you can use to evaluate the volatility of the firm. Please confirm ARROWSTAR RESOURCES's risk adjusted performance of 0.0107, and Mean Deviation of 5.39 to double-check if the risk estimate we provide is consistent with the expected return of 0.0198%. The firm shows a Beta (market volatility) of -2.45, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ARROWSTAR RESOURCES are expected to decrease by larger amounts. On the other hand, during market turmoil, ARROWSTAR RESOURCES is expected to outperform it. ARROWSTAR RESOURCES currently shows a risk of 10.3%. Please confirm ARROWSTAR RESOURCES semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if ARROWSTAR RESOURCES will be following its price patterns.
Auto-correlation | 0.21 |
Weak predictability
ARROWSTAR RESOURCES has weak predictability. Overlapping area represents the amount of predictability between ARROWSTAR RESOURCES time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 ARROWSTAR RESOURCES price movement. The serial correlation of 0.21 indicates that over 21.0% of current ARROWSTAR RESOURCES price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ARROWSTAR RESOURCES lagged returns against current returns
Autocorrelation, which is ARROWSTAR RESOURCES 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 ARROWSTAR RESOURCES's stock expected returns. We can calculate the autocorrelation of ARROWSTAR RESOURCES returns to help us make a trade decision. For example, suppose you find that ARROWSTAR RESOURCES has exhibited high autocorrelation historically, and you observe that the 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 |
ARROWSTAR 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 ARROWSTAR RESOURCES stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARROWSTAR RESOURCES stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARROWSTAR RESOURCES stock over time.
Current vs Lagged Prices |
| Timeline |
ARROWSTAR RESOURCES Lagged Returns
When evaluating ARROWSTAR RESOURCES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARROWSTAR RESOURCES stock have on its future price. ARROWSTAR 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, ARROWSTAR RESOURCES autocorrelation shows the relationship between ARROWSTAR RESOURCES stock current value and its past values and can show if there is a momentum factor associated with investing in ARROWSTAR RESOURCES.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for ARROWSTAR Stock Analysis
When running ARROWSTAR RESOURCES's price analysis, check to measure ARROWSTAR RESOURCES's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ARROWSTAR RESOURCES is operating at the current time. Most of ARROWSTAR RESOURCES's value examination focuses on studying past and present price action to predict the probability of ARROWSTAR RESOURCES's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ARROWSTAR RESOURCES's price. Additionally, you may evaluate how the addition of ARROWSTAR RESOURCES to your portfolios can decrease your overall portfolio volatility.