Falcon Metals (Australia) Market Value
| FAL Stock | 0.12 0.02 21.21% |
| Symbol | Falcon |
Falcon 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 Falcon Metals' 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 Falcon Metals.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Falcon Metals on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Falcon Metals or generate 0.0% return on investment in Falcon Metals over 90 days. Falcon Metals is related to or competes with Australian United, Microequities Asset, Nufarm Finance, Navigator Global, and Seven West. More
Falcon 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 Falcon Metals' 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 Falcon Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.7 | |||
| Information Ratio | 0.021 | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.33 |
Falcon Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcon Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Metals' standard deviation. In reality, there are many statistical measures that can use Falcon Metals historical prices to predict the future Falcon Metals' volatility.| Risk Adjusted Performance | 0.0113 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.7084 | |||
| Sortino Ratio | 0.0153 | |||
| Treynor Ratio | (0.02) |
Falcon Metals Backtested Returns
Currently, Falcon Metals is out of control. Falcon Metals secures Sharpe Ratio (or Efficiency) of close to zero, which denotes 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 Falcon Metals, which you can use to evaluate the volatility of the firm. Please confirm Falcon Metals' Downside Deviation of 7.7, coefficient of variation of 30097.68, and Mean Deviation of 3.33 to check if the risk estimate we provide is consistent with the expected return of 0.0186%. The firm shows a Beta (market volatility) of -0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Falcon Metals are expected to decrease at a much lower rate. During the bear market, Falcon Metals is likely to outperform the market. Falcon Metals right now shows a risk of 5.59%. Please confirm Falcon Metals jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if Falcon Metals will be following its price patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Falcon Metals has very good reverse predictability. Overlapping area represents the amount of predictability between Falcon 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 Falcon Metals price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Falcon Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Falcon Metals lagged returns against current returns
Autocorrelation, which is Falcon Metals 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 Falcon Metals' stock expected returns. We can calculate the autocorrelation of Falcon Metals returns to help us make a trade decision. For example, suppose you find that Falcon Metals 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 |
Falcon 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 Falcon Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Falcon Metals Lagged Returns
When evaluating Falcon Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcon Metals stock have on its future price. Falcon 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, Falcon Metals autocorrelation shows the relationship between Falcon Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Falcon Metals.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Falcon Stock Analysis
When running Falcon Metals' price analysis, check to measure Falcon Metals' 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 Falcon Metals is operating at the current time. Most of Falcon Metals' value examination focuses on studying past and present price action to predict the probability of Falcon Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Falcon Metals' price. Additionally, you may evaluate how the addition of Falcon Metals to your portfolios can decrease your overall portfolio volatility.