Vulcan Energy Resources Stock Market Value
| VULNF Stock | USD 2.50 0.21 7.75% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Vulcan Energy on December 17, 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 90 days. Vulcan Energy is related to or competes with Patriot Battery, Lomiko Metals, Snow Lake, Aurelia Metals, Azimut Exploration, O3 Mining, and E3 Metals. 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.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 36.23 | |||
| Value At Risk | (13.10) | |||
| Potential Upside | 10.83 |
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 | (0.07) | |||
| Jensen Alpha | (0.55) | |||
| Total Risk Alpha | 0.2371 | |||
| Treynor Ratio | (1.17) |
Vulcan Energy Resources Backtested Returns
Vulcan Energy Resources owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.087, which indicates the firm had a -0.087 % return per unit of risk over the last 3 months. Vulcan Energy Resources exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vulcan Energy's Variance of 45.1, risk adjusted performance of (0.07), and Coefficient Of Variation of (1,131) to confirm the risk estimate we provide. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vulcan Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vulcan Energy is expected to be smaller as well. At this point, Vulcan Energy Resources has a negative expected return of -0.61%. Please make sure to validate Vulcan Energy's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Vulcan Energy Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.10 |
Insignificant predictability
Vulcan Energy Resources has insignificant predictability. Overlapping area represents the amount of predictability between Vulcan Energy time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Vulcan Energy Resources price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Vulcan Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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.