Satori Resources Stock Market Value
| STRRF Stock | USD 0.11 0.00 0.00% |
| Symbol | Satori |
Satori Resources '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 Satori Resources' otc 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 Satori Resources.
| 01/01/2023 |
| 12/21/2024 |
If you would invest 0.00 in Satori Resources on January 1, 2023 and sell it all today you would earn a total of 0.00 from holding Satori Resources or generate 0.0% return on investment in Satori Resources over 720 days. Satori Resources is related to or competes with Lion One, Wesdome Gold, Gold Reserve, Osisko Gold, and I 80. Satori Resources Inc. engages in the exploration and development of mineral properties in Canada More
Satori Resources 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 Satori Resources' otc 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 Satori Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 24.36 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
Satori Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Satori Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Satori Resources' standard deviation. In reality, there are many statistical measures that can use Satori Resources historical prices to predict the future Satori Resources' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | (0.30) |
Satori Resources Backtested Returns
Satori Resources owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0765, which indicates the firm had a -0.0765% return per unit of risk over the last 3 months. Satori Resources exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Satori Resources' Risk Adjusted Performance of (0.05), variance of 14.62, and Coefficient Of Variation of (1,317) to confirm the risk estimate we provide. The entity has a beta of 0.99, which indicates possible diversification benefits within a given portfolio. Satori Resources returns are very sensitive to returns on the market. As the market goes up or down, Satori Resources is expected to follow. At this point, Satori Resources has a negative expected return of -0.29%. Please make sure to validate Satori Resources' information ratio, as well as the relationship between the skewness and relative strength index , to decide if Satori Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.35 |
Below average predictability
Satori Resources has below average predictability. Overlapping area represents the amount of predictability between Satori Resources time series from 1st of January 2023 to 27th of December 2023 and 27th of December 2023 to 21st 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 Satori Resources price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Satori Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Satori Resources lagged returns against current returns
Autocorrelation, which is Satori Resources otc 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 Satori Resources' otc stock expected returns. We can calculate the autocorrelation of Satori Resources returns to help us make a trade decision. For example, suppose you find that Satori Resources has exhibited high autocorrelation historically, and you observe that the otc 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 |
Satori Resources 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 Satori Resources otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Satori Resources otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Satori Resources otc stock over time.
Current vs Lagged Prices |
| Timeline |
Satori Resources Lagged Returns
When evaluating Satori Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Satori Resources otc stock have on its future price. Satori Resources 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, Satori Resources autocorrelation shows the relationship between Satori Resources otc stock current value and its past values and can show if there is a momentum factor associated with investing in Satori Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Satori OTC Stock
Satori Resources financial ratios help investors to determine whether Satori OTC Stock 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 Satori with respect to the benefits of owning Satori Resources security.