Calibre Mining (Germany) Market Value
| WCLA Stock | EUR 1.87 0.03 1.58% |
| Symbol | Calibre |
Calibre Mining '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 Calibre Mining'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 Calibre Mining.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Calibre Mining on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Calibre Mining Corp or generate 0.0% return on investment in Calibre Mining over 30 days. Calibre Mining is related to or competes with EMBARK EDUCATION, FUYO GENERAL, Laureate Education, ALBIS LEASING, ITALIAN WINE, and WILLIS LEASE. More
Calibre Mining 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 Calibre Mining'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 Calibre Mining Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.98 | |||
| Information Ratio | 0.0767 | |||
| Maximum Drawdown | 13.55 | |||
| Value At Risk | (4.94) | |||
| Potential Upside | 6.25 |
Calibre Mining Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Calibre Mining's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Calibre Mining's standard deviation. In reality, there are many statistical measures that can use Calibre Mining historical prices to predict the future Calibre Mining's volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | 0.2205 | |||
| Total Risk Alpha | 0.2482 | |||
| Sortino Ratio | 0.0768 | |||
| Treynor Ratio | (0.94) |
Calibre Mining Corp Backtested Returns
Calibre Mining appears to be very risky, given 3 months investment horizon. Calibre Mining Corp secures Sharpe Ratio (or Efficiency) of 0.0755, which signifies that the company had a 0.0755 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Calibre Mining Corp, which you can use to evaluate the volatility of the firm. Please makes use of Calibre Mining's Mean Deviation of 2.33, downside deviation of 2.98, and Risk Adjusted Performance of 0.0649 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Calibre Mining holds a performance score of 5. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Calibre Mining are expected to decrease at a much lower rate. During the bear market, Calibre Mining is likely to outperform the market. Please check Calibre Mining's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Calibre Mining's price patterns will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
Calibre Mining Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Calibre Mining 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 Calibre Mining Corp price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Calibre Mining price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Calibre Mining Corp lagged returns against current returns
Autocorrelation, which is Calibre Mining 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 Calibre Mining's stock expected returns. We can calculate the autocorrelation of Calibre Mining returns to help us make a trade decision. For example, suppose you find that Calibre Mining 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 |
Calibre Mining 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 Calibre Mining stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Calibre Mining stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Calibre Mining stock over time.
Current vs Lagged Prices |
| Timeline |
Calibre Mining Lagged Returns
When evaluating Calibre Mining's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Calibre Mining stock have on its future price. Calibre Mining 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, Calibre Mining autocorrelation shows the relationship between Calibre Mining stock current value and its past values and can show if there is a momentum factor associated with investing in Calibre Mining Corp.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Calibre Stock
Calibre Mining financial ratios help investors to determine whether Calibre 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 Calibre with respect to the benefits of owning Calibre Mining security.