Mason Graphite Stock Market Value
| LLG Stock | CAD 0.07 0.01 7.14% |
| Symbol | Mason |
Mason Graphite Price To Book Ratio
Mason Graphite '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 Mason Graphite'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 Mason Graphite.
| 09/28/2024 |
| 12/27/2024 |
If you would invest 0.00 in Mason Graphite on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Mason Graphite or generate 0.0% return on investment in Mason Graphite over 90 days. Mason Graphite is related to or competes with Northern Graphite, Lomiko Metals, Nouveau Monde, and Graphite One. Mason Graphite Inc., a mining and processing company, engages in the acquisition, exploration, evaluation, and developme... More
Mason Graphite 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 Mason Graphite'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 Mason Graphite upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.95 | |||
| Information Ratio | 0.0614 | |||
| Maximum Drawdown | 69.84 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 11.76 |
Mason Graphite Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mason Graphite's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mason Graphite's standard deviation. In reality, there are many statistical measures that can use Mason Graphite historical prices to predict the future Mason Graphite's volatility.| Risk Adjusted Performance | 0.062 | |||
| Jensen Alpha | 0.7538 | |||
| Total Risk Alpha | 0.1154 | |||
| Sortino Ratio | 0.0588 | |||
| Treynor Ratio | (0.44) |
Mason Graphite Backtested Returns
Mason Graphite appears to be out of control, given 3 months investment horizon. Mason Graphite has Sharpe Ratio of 0.0797, which conveys that the firm had a 0.0797% return per unit of risk over the last 3 months. By analyzing Mason Graphite's technical indicators, you can evaluate if the expected return of 0.84% is justified by implied risk. Please exercise Mason Graphite's Risk Adjusted Performance of 0.062, downside deviation of 10.95, and Mean Deviation of 5.97 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mason Graphite holds a performance score of 6. The company secures a Beta (Market Risk) of -1.55, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Mason Graphite are expected to decrease by larger amounts. On the other hand, during market turmoil, Mason Graphite is expected to outperform it. Please check Mason Graphite's value at risk and the relationship between the expected short fall and market facilitation index , to make a quick decision on whether Mason Graphite's current price movements will revert.
Auto-correlation | -0.23 |
Weak reverse predictability
Mason Graphite has weak reverse predictability. Overlapping area represents the amount of predictability between Mason Graphite time series from 28th of September 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Mason Graphite price movement. The serial correlation of -0.23 indicates that over 23.0% of current Mason Graphite price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mason Graphite lagged returns against current returns
Autocorrelation, which is Mason Graphite 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 Mason Graphite's stock expected returns. We can calculate the autocorrelation of Mason Graphite returns to help us make a trade decision. For example, suppose you find that Mason Graphite 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 |
Mason Graphite 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 Mason Graphite stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mason Graphite stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mason Graphite stock over time.
Current vs Lagged Prices |
| Timeline |
Mason Graphite Lagged Returns
When evaluating Mason Graphite's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mason Graphite stock have on its future price. Mason Graphite 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, Mason Graphite autocorrelation shows the relationship between Mason Graphite stock current value and its past values and can show if there is a momentum factor associated with investing in Mason Graphite.
Regressed Prices |
| Timeline |
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Additional Tools for Mason Stock Analysis
When running Mason Graphite's price analysis, check to measure Mason Graphite'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 Mason Graphite is operating at the current time. Most of Mason Graphite's value examination focuses on studying past and present price action to predict the probability of Mason Graphite's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mason Graphite's price. Additionally, you may evaluate how the addition of Mason Graphite to your portfolios can decrease your overall portfolio volatility.