Juggernaut Exploration Stock Market Value
| JUGRF Stock | USD 0.06 0.01 12.02% |
| Symbol | Juggernaut |
Juggernaut Exploration '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 Juggernaut Exploration's 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 Juggernaut Exploration.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Juggernaut Exploration on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Juggernaut Exploration or generate 0.0% return on investment in Juggernaut Exploration over 90 days. Juggernaut Exploration is related to or competes with Eskay Mining, Nevada King, Skeena Resources, Aurelia Metals, Azimut Exploration, Lotus Resources, and Canada Nickel. Juggernaut Exploration Ltd. acquires, explores, and evaluates mineral resource properties in Canada More
Juggernaut Exploration 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 Juggernaut Exploration's 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 Juggernaut Exploration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.65 | |||
| Information Ratio | 0.0781 | |||
| Maximum Drawdown | 69.43 | |||
| Value At Risk | (13.62) | |||
| Potential Upside | 13.73 |
Juggernaut Exploration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Juggernaut Exploration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Juggernaut Exploration's standard deviation. In reality, there are many statistical measures that can use Juggernaut Exploration historical prices to predict the future Juggernaut Exploration's volatility.| Risk Adjusted Performance | 0.0686 | |||
| Jensen Alpha | 0.8661 | |||
| Total Risk Alpha | 1.93 | |||
| Sortino Ratio | 0.0673 | |||
| Treynor Ratio | 0.3839 |
Juggernaut Exploration Backtested Returns
Juggernaut Exploration is out of control given 3 months investment horizon. Juggernaut Exploration holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We were able to interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.18% are justified by taking the suggested risk. Use Juggernaut Exploration Risk Adjusted Performance of 0.0686, downside deviation of 11.65, and Market Risk Adjusted Performance of 0.3939 to evaluate company specific risk that cannot be diversified away. Juggernaut Exploration holds a performance score of 8 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 1.76, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Juggernaut Exploration will likely underperform. Use Juggernaut Exploration semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to analyze future returns on Juggernaut Exploration.
Auto-correlation | -0.42 |
Modest reverse predictability
Juggernaut Exploration has modest reverse predictability. Overlapping area represents the amount of predictability between Juggernaut Exploration time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Juggernaut Exploration price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Juggernaut Exploration price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Juggernaut Exploration lagged returns against current returns
Autocorrelation, which is Juggernaut Exploration 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 Juggernaut Exploration's pink sheet expected returns. We can calculate the autocorrelation of Juggernaut Exploration returns to help us make a trade decision. For example, suppose you find that Juggernaut Exploration 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 |
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Juggernaut Exploration 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 Juggernaut Exploration pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Juggernaut Exploration pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Juggernaut Exploration pink sheet over time.
Current vs Lagged Prices |
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Juggernaut Exploration Lagged Returns
When evaluating Juggernaut Exploration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Juggernaut Exploration pink sheet have on its future price. Juggernaut Exploration 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, Juggernaut Exploration autocorrelation shows the relationship between Juggernaut Exploration pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Juggernaut Exploration.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Juggernaut Pink Sheet
Juggernaut Exploration financial ratios help investors to determine whether Juggernaut 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 Juggernaut with respect to the benefits of owning Juggernaut Exploration security.