Falcon Metals Limited Stock Market Value
| FALFF Stock | USD 0.06 0.01 14.29% |
| 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' 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 Falcon Metals.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Falcon Metals on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Falcon Metals Limited or generate 0.0% return on investment in Falcon Metals over 90 days. Falcon Metals is related to or competes with Almadex Minerals, Revival Gold, Galiano Gold, and US Gold. Falcon Metals Limited engages in the discovery, exploration, and development of mineral deposits in Australia 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' 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 Falcon Metals Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 30.95 |
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 | (0.07) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | 0.1591 | |||
| Treynor Ratio | 2.83 |
Falcon Metals Limited Backtested Returns
Falcon Metals Limited secures Sharpe Ratio (or Efficiency) of -0.0884, which denotes the company had a -0.0884 % return per unit of risk over the last 3 months. Falcon Metals Limited exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Falcon Metals' Variance of 17.62, mean deviation of 1.2, and Standard Deviation of 4.2 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.13, which means not very significant fluctuations relative to the market. 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. At this point, Falcon Metals Limited has a negative expected return of -0.39%. Please make sure to confirm Falcon Metals' jensen alpha and the relationship between the kurtosis and period momentum indicator , to decide if Falcon Metals Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.35 |
Below average predictability
Falcon Metals Limited has below average predictability. Overlapping area represents the amount of predictability between Falcon Metals 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 Falcon Metals Limited price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Falcon Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Falcon Metals Limited lagged returns against current returns
Autocorrelation, which is Falcon Metals 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 Falcon Metals' pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Metals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Metals pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Falcon Metals Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Falcon Pink Sheet
Falcon Metals financial ratios help investors to determine whether Falcon 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 Falcon with respect to the benefits of owning Falcon Metals security.