Lupaka Gold Corp Stock Market Value
| LPK Stock | CAD 0.05 0.00 0.00% |
| Symbol | Lupaka |
Lupaka 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 Lupaka Gold'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 Lupaka Gold.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Lupaka Gold on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Lupaka Gold Corp or generate 0.0% return on investment in Lupaka Gold over 90 days. Lupaka Gold is related to or competes with Titan Mining, Pace Metals, NorthWest Healthcare, NexPoint Hospitality, Dream Office, NeXGold Mining, and Mako Mining. Lupaka Gold Corp., together with its subsidiaries, engages in the acquisition, exploration, and development of mineral r... More
Lupaka 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 Lupaka Gold'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 Lupaka Gold Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 61.9 | |||
| Value At Risk | (12.50) |
Lupaka Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lupaka Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lupaka Gold's standard deviation. In reality, there are many statistical measures that can use Lupaka Gold historical prices to predict the future Lupaka Gold's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | 0.555 | |||
| Treynor Ratio | (1.54) |
Lupaka Gold Corp Backtested Returns
Lupaka Gold Corp has Sharpe Ratio of -0.0443, which conveys that the firm had a -0.0443 % return per unit of risk over the last 3 months. Lupaka Gold exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lupaka Gold's Mean Deviation of 2.54, standard deviation of 6.98, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lupaka Gold's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lupaka Gold is expected to be smaller as well. At this point, Lupaka Gold Corp has a negative expected return of -0.31%. Please make sure to verify Lupaka Gold's jensen alpha and kurtosis , to decide if Lupaka Gold Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.35 |
Poor reverse predictability
Lupaka Gold Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Lupaka Gold 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 Lupaka Gold Corp price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Lupaka Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lupaka Gold Corp lagged returns against current returns
Autocorrelation, which is Lupaka Gold 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 Lupaka Gold's stock expected returns. We can calculate the autocorrelation of Lupaka Gold returns to help us make a trade decision. For example, suppose you find that Lupaka Gold 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 |
Lupaka 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 Lupaka Gold stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lupaka Gold stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lupaka Gold stock over time.
Current vs Lagged Prices |
| Timeline |
Lupaka Gold Lagged Returns
When evaluating Lupaka Gold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lupaka Gold stock have on its future price. Lupaka 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, Lupaka Gold autocorrelation shows the relationship between Lupaka Gold stock current value and its past values and can show if there is a momentum factor associated with investing in Lupaka Gold Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Lupaka Stock Analysis
When running Lupaka Gold's price analysis, check to measure Lupaka Gold'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 Lupaka Gold is operating at the current time. Most of Lupaka Gold's value examination focuses on studying past and present price action to predict the probability of Lupaka Gold's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lupaka Gold's price. Additionally, you may evaluate how the addition of Lupaka Gold to your portfolios can decrease your overall portfolio volatility.