ARROWSTAR RESOURCES (Germany) Market Value
| D2E Stock | 0.17 0.01 6.25% |
| 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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in ARROWSTAR RESOURCES on December 16, 2024 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 90 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.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 54.04 | |||
| Value At Risk | (11.76) | |||
| Potential Upside | 15.79 |
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 | (0.01) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.9774 | |||
| Treynor Ratio | (1.01) |
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
ARROWSTAR RESOURCES is out of control given 3 months investment horizon. ARROWSTAR RESOURCES secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-two different technical indicators, which can help you to evaluate if expected returns of 1.12% are justified by taking the suggested risk. Use ARROWSTAR RESOURCES mean deviation of 5.03, and Risk Adjusted Performance of (0.01) to evaluate company specific risk that cannot be diversified away. ARROWSTAR RESOURCES holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ARROWSTAR RESOURCES's returns are expected to increase less than the market. However, during the bear market, the loss of holding ARROWSTAR RESOURCES is expected to be smaller as well. Use ARROWSTAR RESOURCES maximum drawdown and the relationship between the kurtosis and period momentum indicator , to analyze future returns on ARROWSTAR RESOURCES.
Auto-correlation | 0.36 |
Below average predictability
ARROWSTAR RESOURCES has below average predictability. Overlapping area represents the amount of predictability between ARROWSTAR RESOURCES time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 0.36 indicates that just about 36.0% of current ARROWSTAR RESOURCES price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.42 | |
| 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.