Murchison Minerals Stock Market Value
| MUR Stock | CAD 0.01 0.00 0.00% |
| Symbol | Murchison |
Murchison Minerals Price To Book Ratio
Murchison Minerals '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 Murchison Minerals' 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 Murchison Minerals.
| 02/08/2025 |
| 03/10/2025 |
If you would invest 0.00 in Murchison Minerals on February 8, 2025 and sell it all today you would earn a total of 0.00 from holding Murchison Minerals or generate 0.0% return on investment in Murchison Minerals over 30 days. Murchison Minerals is related to or competes with Group Eleven, NorthIsle Copper, and Capitan Mining. Murchison Minerals Ltd., together with its subsidiaries, engages in the acquisition, exploration, and evaluation of mine... More
Murchison Minerals 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 Murchison Minerals' 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 Murchison Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 35.63 | |||
| Information Ratio | 0.066 | |||
| Maximum Drawdown | 83.33 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 50.0 |
Murchison Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Murchison Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Murchison Minerals' standard deviation. In reality, there are many statistical measures that can use Murchison Minerals historical prices to predict the future Murchison Minerals' volatility.| Risk Adjusted Performance | 0.0593 | |||
| Jensen Alpha | 1.4 | |||
| Total Risk Alpha | 3.17 | |||
| Sortino Ratio | 0.0373 | |||
| Treynor Ratio | 0.6214 |
Murchison Minerals Backtested Returns
Murchison Minerals is out of control given 3 months investment horizon. Murchison Minerals has Sharpe Ratio of 0.0653, which conveys that the firm had a 0.0653 % return per unit of risk over the last 3 months. We were able to interpolate twenty-four different technical indicators, which can help you to evaluate if expected returns of 1.37% are justified by taking the suggested risk. Use Murchison Minerals Downside Deviation of 35.63, risk adjusted performance of 0.0593, and Mean Deviation of 10.34 to evaluate company specific risk that cannot be diversified away. Murchison Minerals holds a performance score of 5 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 2.02, which conveys 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, Murchison Minerals will likely underperform. Use Murchison Minerals maximum drawdown, as well as the relationship between the semi variance and rate of daily change , to analyze future returns on Murchison Minerals.
Auto-correlation | 0.20 |
Weak predictability
Murchison Minerals has weak predictability. Overlapping area represents the amount of predictability between Murchison Minerals time series from 8th of February 2025 to 23rd of February 2025 and 23rd of February 2025 to 10th 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 Murchison Minerals price movement. The serial correlation of 0.2 indicates that over 20.0% of current Murchison Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Murchison Minerals lagged returns against current returns
Autocorrelation, which is Murchison Minerals 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 Murchison Minerals' stock expected returns. We can calculate the autocorrelation of Murchison Minerals returns to help us make a trade decision. For example, suppose you find that Murchison Minerals 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 |
Murchison Minerals 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 Murchison Minerals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Murchison Minerals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Murchison Minerals stock over time.
Current vs Lagged Prices |
| Timeline |
Murchison Minerals Lagged Returns
When evaluating Murchison Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Murchison Minerals stock have on its future price. Murchison Minerals 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, Murchison Minerals autocorrelation shows the relationship between Murchison Minerals stock current value and its past values and can show if there is a momentum factor associated with investing in Murchison Minerals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Murchison Stock Analysis
When running Murchison Minerals' price analysis, check to measure Murchison Minerals' 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 Murchison Minerals is operating at the current time. Most of Murchison Minerals' value examination focuses on studying past and present price action to predict the probability of Murchison Minerals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Murchison Minerals' price. Additionally, you may evaluate how the addition of Murchison Minerals to your portfolios can decrease your overall portfolio volatility.