Falcon Gold Corp Stock Market Value
| FGLDF Stock | USD 0.02 0 12.10% |
| Symbol | Falcon |
Falcon Gold '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 Gold's 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 Falcon Gold.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Falcon Gold on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding Falcon Gold Corp or generate 0.0% return on investment in Falcon Gold over 90 days. Falcon Gold is related to or competes with Aurion Resources, Rio2, and Grande Portage. Falcon Gold Corp. engages in the acquisition and exploration of mineral properties in the Americas More
Falcon Gold 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 Gold's 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 Falcon Gold Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.03 | |||
| Information Ratio | 0.0219 | |||
| Maximum Drawdown | 51.99 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 21.3 |
Falcon Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcon Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Gold's standard deviation. In reality, there are many statistical measures that can use Falcon Gold historical prices to predict the future Falcon Gold's volatility.| Risk Adjusted Performance | 0.0354 | |||
| Jensen Alpha | 0.6886 | |||
| Total Risk Alpha | (1.51) | |||
| Sortino Ratio | 0.0225 | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Falcon Gold'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.
Falcon Gold Corp Backtested Returns
Falcon Gold appears to be out of control, given 3 months investment horizon. Falcon Gold Corp secures Sharpe Ratio (or Efficiency) of 0.0584, which denotes the company had a 0.0584% return per unit of risk over the last 3 months. By reviewing Falcon Gold's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please utilize Falcon Gold's Mean Deviation of 8.06, coefficient of variation of 2934.33, and Downside Deviation of 11.03 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Falcon Gold holds a performance score of 4. The firm shows a Beta (market volatility) of -2.45, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Falcon Gold are expected to decrease by larger amounts. On the other hand, during market turmoil, Falcon Gold is expected to outperform it. Please check Falcon Gold's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Falcon Gold's price patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Falcon Gold Corp has below average predictability. Overlapping area represents the amount of predictability between Falcon Gold time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 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 Falcon Gold Corp price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Falcon Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Falcon Gold Corp lagged returns against current returns
Autocorrelation, which is Falcon Gold 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 Falcon Gold's otc stock expected returns. We can calculate the autocorrelation of Falcon Gold returns to help us make a trade decision. For example, suppose you find that Falcon Gold 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 |
Falcon Gold 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 Gold otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Gold otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Gold otc stock over time.
Current vs Lagged Prices |
| Timeline |
Falcon Gold Lagged Returns
When evaluating Falcon Gold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcon Gold otc stock have on its future price. Falcon Gold 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 Gold autocorrelation shows the relationship between Falcon Gold otc stock current value and its past values and can show if there is a momentum factor associated with investing in Falcon Gold Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Falcon OTC Stock
Falcon Gold financial ratios help investors to determine whether Falcon 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 Falcon with respect to the benefits of owning Falcon Gold security.