Vulcan Energy Resources Stock Market Value
| VULNF Stock | USD 4.30 0.50 10.42% |
| Symbol | Vulcan |
Vulcan Energy '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 Vulcan Energy'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 Vulcan Energy.
| 06/07/2024 |
| 12/04/2024 |
If you would invest 0.00 in Vulcan Energy on June 7, 2024 and sell it all today you would earn a total of 0.00 from holding Vulcan Energy Resources or generate 0.0% return on investment in Vulcan Energy over 180 days. Vulcan Energy is related to or competes with IGO. Vulcan Energy Resources Limited engages in the geothermal energy and lithium exploration and development activities in E... More
Vulcan Energy 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 Vulcan Energy'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 Vulcan Energy Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.41 | |||
| Information Ratio | 0.1135 | |||
| Maximum Drawdown | 44.65 | |||
| Value At Risk | (14.91) | |||
| Potential Upside | 22.63 |
Vulcan Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vulcan Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vulcan Energy's standard deviation. In reality, there are many statistical measures that can use Vulcan Energy historical prices to predict the future Vulcan Energy's volatility.| Risk Adjusted Performance | 0.1048 | |||
| Jensen Alpha | 1.2 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.105 | |||
| Treynor Ratio | (41.96) |
Vulcan Energy Resources Backtested Returns
Vulcan Energy is dangerous given 3 months investment horizon. Vulcan Energy Resources owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.26% are justified by taking the suggested risk. Use Vulcan Energy Resources Risk Adjusted Performance of 0.1048, coefficient of variation of 798.19, and Semi Deviation of 6.42 to evaluate company specific risk that cannot be diversified away. Vulcan Energy holds a performance score of 10 on a scale of zero to a hundred. The entity has a beta of -0.0285, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vulcan Energy are expected to decrease at a much lower rate. During the bear market, Vulcan Energy is likely to outperform the market. Use Vulcan Energy Resources treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to analyze future returns on Vulcan Energy Resources.
Auto-correlation | -0.33 |
Poor reverse predictability
Vulcan Energy Resources has poor reverse predictability. Overlapping area represents the amount of predictability between Vulcan Energy time series from 7th of June 2024 to 5th of September 2024 and 5th of September 2024 to 4th 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 Vulcan Energy Resources price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Vulcan Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Vulcan Energy Resources lagged returns against current returns
Autocorrelation, which is Vulcan Energy 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 Vulcan Energy's pink sheet expected returns. We can calculate the autocorrelation of Vulcan Energy returns to help us make a trade decision. For example, suppose you find that Vulcan Energy 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 |
Vulcan Energy 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 Vulcan Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vulcan Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vulcan Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vulcan Energy Lagged Returns
When evaluating Vulcan Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vulcan Energy pink sheet have on its future price. Vulcan Energy 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, Vulcan Energy autocorrelation shows the relationship between Vulcan Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vulcan Energy Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vulcan Pink Sheet
Vulcan Energy financial ratios help investors to determine whether Vulcan 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 Vulcan with respect to the benefits of owning Vulcan Energy security.