Namibia Critical Metals Stock Market Value
| NMREF Stock | USD 0.04 0 10.76% |
| Symbol | Namibia |
Namibia Critical '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 Namibia Critical'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 Namibia Critical.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Namibia Critical on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Namibia Critical Metals or generate 0.0% return on investment in Namibia Critical over 90 days. Namibia Critical is related to or competes with Azimut Exploration, and FPX Nickel. Namibia Critical Metals Inc., together with its subsidiaries, engages in the exploration and development of critical met... More
Namibia Critical 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 Namibia Critical'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 Namibia Critical Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.44 | |||
| Information Ratio | 0.1442 | |||
| Maximum Drawdown | 90.56 | |||
| Value At Risk | (13.79) | |||
| Potential Upside | 30.0 |
Namibia Critical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Namibia Critical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Namibia Critical's standard deviation. In reality, there are many statistical measures that can use Namibia Critical historical prices to predict the future Namibia Critical's volatility.| Risk Adjusted Performance | 0.1282 | |||
| Jensen Alpha | 1.69 | |||
| Total Risk Alpha | 3.37 | |||
| Sortino Ratio | 0.1496 | |||
| Treynor Ratio | (3.00) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Namibia Critical'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.
Namibia Critical Metals Backtested Returns
Namibia Critical is out of control given 3 months investment horizon. Namibia Critical Metals has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.01% are justified by taking the suggested risk. Use Namibia Critical Metals Downside Deviation of 12.44, mean deviation of 8.53, and Risk Adjusted Performance of 0.1282 to evaluate company specific risk that cannot be diversified away. Namibia Critical holds a performance score of 11 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.58, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Namibia Critical are expected to decrease at a much lower rate. During the bear market, Namibia Critical is likely to outperform the market. Use Namibia Critical Metals treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to analyze future returns on Namibia Critical Metals.
Auto-correlation | -0.3 |
Weak reverse predictability
Namibia Critical Metals has weak reverse predictability. Overlapping area represents the amount of predictability between Namibia Critical 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 Namibia Critical Metals price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Namibia Critical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Namibia Critical Metals lagged returns against current returns
Autocorrelation, which is Namibia Critical 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 Namibia Critical's pink sheet expected returns. We can calculate the autocorrelation of Namibia Critical returns to help us make a trade decision. For example, suppose you find that Namibia Critical 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 |
| Timeline |
Namibia Critical 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 Namibia Critical pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Namibia Critical pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Namibia Critical pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Namibia Critical Lagged Returns
When evaluating Namibia Critical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Namibia Critical pink sheet have on its future price. Namibia Critical 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, Namibia Critical autocorrelation shows the relationship between Namibia Critical pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Namibia Critical Metals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Namibia Pink Sheet
Namibia Critical financial ratios help investors to determine whether Namibia 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 Namibia with respect to the benefits of owning Namibia Critical security.