Venus MetalsLtd (Australia) Market Value
| VMC Stock | 0.12 0.01 9.09% |
| Symbol | Venus |
Venus MetalsLtd '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 MetalsLtd's 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 MetalsLtd.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Venus MetalsLtd on December 16, 2024 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 MetalsLtd over 90 days. Venus MetalsLtd is related to or competes with REGAL ASIAN, Sandon Capital, Metals X, EROAD, Mirrabooka Investments, and Dexus Convenience. Venus MetalsLtd is entity of Australia. It is traded as Stock on AU exchange. More
Venus MetalsLtd 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 MetalsLtd's 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 | 6.45 | |||
| Information Ratio | 0.1559 | |||
| Maximum Drawdown | 37.32 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 18.28 |
Venus MetalsLtd Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Venus MetalsLtd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Venus MetalsLtd's standard deviation. In reality, there are many statistical measures that can use Venus MetalsLtd historical prices to predict the future Venus MetalsLtd's volatility.| Risk Adjusted Performance | 0.1333 | |||
| Jensen Alpha | 1.13 | |||
| Total Risk Alpha | 2.03 | |||
| Sortino Ratio | 0.184 | |||
| Treynor Ratio | 2.31 |
Venus MetalsLtd Backtested Returns
Venus MetalsLtd is out of control given 3 months investment horizon. Venus MetalsLtd owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.2% are justified by taking the suggested risk. Use Venus MetalsLtd Risk Adjusted Performance of 0.1333, coefficient of variation of 699.68, and Semi Deviation of 4.49 to evaluate company specific risk that cannot be diversified away. Venus MetalsLtd holds a performance score of 13 on a scale of zero to a hundred. The entity has a beta of 0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Venus MetalsLtd's returns are expected to increase less than the market. However, during the bear market, the loss of holding Venus MetalsLtd is expected to be smaller as well. Use Venus MetalsLtd total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Venus MetalsLtd.
Auto-correlation | -0.06 |
Very weak reverse predictability
Venus Metals has very weak reverse predictability. Overlapping area represents the amount of predictability between Venus MetalsLtd time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Venus MetalsLtd price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Venus MetalsLtd price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Venus MetalsLtd lagged returns against current returns
Autocorrelation, which is Venus MetalsLtd 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 MetalsLtd's stock expected returns. We can calculate the autocorrelation of Venus MetalsLtd returns to help us make a trade decision. For example, suppose you find that Venus MetalsLtd 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 |
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Venus MetalsLtd 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 MetalsLtd stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Venus MetalsLtd stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Venus MetalsLtd stock over time.
Current vs Lagged Prices |
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Venus MetalsLtd Lagged Returns
When evaluating Venus MetalsLtd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Venus MetalsLtd stock have on its future price. Venus MetalsLtd 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 MetalsLtd autocorrelation shows the relationship between Venus MetalsLtd 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 |
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Additional Tools for Venus Stock Analysis
When running Venus MetalsLtd's price analysis, check to measure Venus MetalsLtd's 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 MetalsLtd is operating at the current time. Most of Venus MetalsLtd's value examination focuses on studying past and present price action to predict the probability of Venus MetalsLtd's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Venus MetalsLtd's price. Additionally, you may evaluate how the addition of Venus MetalsLtd to your portfolios can decrease your overall portfolio volatility.