Saint Jean Carbon Stock Market Value
| TORVF Stock | USD 0.02 0.01 75.49% |
| Symbol | Saint |
Saint Jean '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 Saint Jean's 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 Saint Jean.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Saint Jean on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Saint Jean Carbon or generate 0.0% return on investment in Saint Jean over 360 days. Saint Jean is related to or competes with Mundoro Capital, Strategic Resources, C3 Metals, Syrah Resources, Osisko Metals, LithiumBank Resources, and OM Holdings. Volt Carbon Technologies Inc. operates as a junior resource company in Canada More
Saint Jean 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 Saint Jean's 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 Saint Jean Carbon upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.09 | |||
| Information Ratio | 0.052 | |||
| Maximum Drawdown | 97.99 | |||
| Value At Risk | (21.91) | |||
| Potential Upside | 24.53 |
Saint Jean Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saint Jean's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saint Jean's standard deviation. In reality, there are many statistical measures that can use Saint Jean historical prices to predict the future Saint Jean's volatility.| Risk Adjusted Performance | 0.0559 | |||
| Jensen Alpha | 1.08 | |||
| Total Risk Alpha | (1.71) | |||
| Sortino Ratio | 0.0413 | |||
| Treynor Ratio | (0.98) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Saint Jean'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.
Saint Jean Carbon Backtested Returns
Saint Jean appears to be out of control, given 3 months investment horizon. Saint Jean Carbon owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0611, which indicates the firm had a 0.0611% return per unit of risk over the last 3 months. By inspecting Saint Jean's technical indicators, you can evaluate if the expected return of 0.98% is justified by implied risk. Please review Saint Jean's Coefficient Of Variation of 1649.74, semi deviation of 10.38, and Risk Adjusted Performance of 0.0559 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Saint Jean holds a performance score of 4. The entity has a beta of -0.98, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Saint Jean are expected to decrease slowly. On the other hand, during market turmoil, Saint Jean is expected to outperform it slightly. Please check Saint Jean's treynor ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Saint Jean's existing price patterns will revert.
Auto-correlation | 0.59 |
Modest predictability
Saint Jean Carbon has modest predictability. Overlapping area represents the amount of predictability between Saint Jean time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Saint Jean Carbon price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Saint Jean price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Saint Jean Carbon lagged returns against current returns
Autocorrelation, which is Saint Jean 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 Saint Jean's otc stock expected returns. We can calculate the autocorrelation of Saint Jean returns to help us make a trade decision. For example, suppose you find that Saint Jean 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 |
Saint Jean 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 Saint Jean otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saint Jean otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saint Jean otc stock over time.
Current vs Lagged Prices |
| Timeline |
Saint Jean Lagged Returns
When evaluating Saint Jean's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saint Jean otc stock have on its future price. Saint Jean 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, Saint Jean autocorrelation shows the relationship between Saint Jean otc stock current value and its past values and can show if there is a momentum factor associated with investing in Saint Jean Carbon.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Saint OTC Stock
Saint Jean financial ratios help investors to determine whether Saint 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 Saint with respect to the benefits of owning Saint Jean security.