Venus Metals (Australia) Market Value
| VMC Stock | 0.09 0 3.41% |
| Symbol | Venus |
Venus Metals '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 Venus Metals' 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 Venus Metals.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Venus Metals on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Venus Metals or generate 0.0% return on investment in Venus Metals over 30 days. Venus Metals is related to or competes with Hotel Property, Hudson Investment, Sandon Capital, Steamships Trading, Auctus Alternative, and Australian Strategic. Venus Metals is entity of Australia. It is traded as Stock on AU exchange. More
Venus Metals 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 Venus Metals' 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 Venus Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.73 | |||
| Information Ratio | 0.0737 | |||
| Maximum Drawdown | 35.58 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 9.84 |
Venus Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Venus Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Venus Metals' standard deviation. In reality, there are many statistical measures that can use Venus Metals historical prices to predict the future Venus Metals' volatility.| Risk Adjusted Performance | 0.0635 | |||
| Jensen Alpha | 0.5247 | |||
| Total Risk Alpha | 0.5821 | |||
| Sortino Ratio | 0.0782 | |||
| Treynor Ratio | 0.6365 |
Venus Metals Backtested Returns
Venus Metals appears to be out of control, given 3 months investment horizon. Venus Metals owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0778, which indicates the firm had a 0.0778 % return per unit of risk over the last 3 months. By inspecting Venus Metals' technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please review Venus Metals' Risk Adjusted Performance of 0.0635, semi deviation of 4.23, and Coefficient Of Variation of 1348.24 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Venus Metals holds a performance score of 6. The entity has a beta of 0.82, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Venus Metals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Venus Metals is expected to be smaller as well. Please check Venus Metals' treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Venus Metals' existing price patterns will revert.
Auto-correlation | -0.54 |
Good reverse predictability
Venus Metals has good reverse predictability. Overlapping area represents the amount of predictability between Venus Metals time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Venus Metals price movement. The serial correlation of -0.54 indicates that about 54.0% of current Venus Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Venus Metals lagged returns against current returns
Autocorrelation, which is Venus Metals 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 Venus Metals' stock expected returns. We can calculate the autocorrelation of Venus Metals returns to help us make a trade decision. For example, suppose you find that Venus Metals 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 |
Venus Metals 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 Venus Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Venus Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Venus Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Venus Metals Lagged Returns
When evaluating Venus Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Venus Metals stock have on its future price. Venus Metals 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, Venus Metals autocorrelation shows the relationship between Venus Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Venus Metals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Venus Stock Analysis
When running Venus Metals' price analysis, check to measure Venus Metals' 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 Venus Metals is operating at the current time. Most of Venus Metals' value examination focuses on studying past and present price action to predict the probability of Venus Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Venus Metals' price. Additionally, you may evaluate how the addition of Venus Metals to your portfolios can decrease your overall portfolio volatility.