West Vault Mining Stock Market Value
| WVMDF Stock | USD 0.75 0.04 5.06% |
| Symbol | West |
West Vault '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 West Vault's otc 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 West Vault.
| 11/06/2024 |
| 01/05/2025 |
If you would invest 0.00 in West Vault on November 6, 2024 and sell it all today you would earn a total of 0.00 from holding West Vault Mining or generate 0.0% return on investment in West Vault over 60 days. West Vault is related to or competes with Independence Gold, Heliostar Metals, Rio2, Minaurum Gold, Cassiar Gold, Cabral Gold, and Revival Gold. West Vault Mining Inc., a mineral exploration and development company, focuses on the acquisition, exploration, and deve... More
West Vault 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 West Vault's otc 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 West Vault Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.66 | |||
| Information Ratio | 0.0345 | |||
| Maximum Drawdown | 31.55 | |||
| Value At Risk | (8.45) | |||
| Potential Upside | 12.16 |
West Vault Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for West Vault's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as West Vault's standard deviation. In reality, there are many statistical measures that can use West Vault historical prices to predict the future West Vault's volatility.| Risk Adjusted Performance | 0.0397 | |||
| Jensen Alpha | 0.234 | |||
| Total Risk Alpha | 0.1229 | |||
| Sortino Ratio | 0.035 | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of West Vault's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
West Vault Mining Backtested Returns
West Vault appears to be abnormally volatile, given 3 months investment horizon. West Vault Mining shows Sharpe Ratio of 0.0384, which attests that the company had a 0.0384% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for West Vault Mining, which you can use to evaluate the volatility of the company. Please utilize West Vault's Market Risk Adjusted Performance of (0.1), mean deviation of 3.54, and Downside Deviation of 5.66 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, West Vault holds a performance score of 3. The firm maintains a market beta of -1.94, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning West Vault are expected to decrease by larger amounts. On the other hand, during market turmoil, West Vault is expected to outperform it. Please check West Vault's potential upside, as well as the relationship between the skewness and day median price , to make a quick decision on whether West Vault's historical returns will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
West Vault Mining has very weak reverse predictability. Overlapping area represents the amount of predictability between West Vault time series from 6th of November 2024 to 6th of December 2024 and 6th of December 2024 to 5th of January 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 West Vault Mining price movement. The serial correlation of -0.02 indicates that only 2.0% of current West Vault price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
West Vault Mining lagged returns against current returns
Autocorrelation, which is West Vault otc 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 West Vault's otc stock expected returns. We can calculate the autocorrelation of West Vault returns to help us make a trade decision. For example, suppose you find that West Vault has exhibited high autocorrelation historically, and you observe that the otc 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 |
West Vault 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 West Vault otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if West Vault otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in West Vault otc stock over time.
Current vs Lagged Prices |
| Timeline |
West Vault Lagged Returns
When evaluating West Vault's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of West Vault otc stock have on its future price. West Vault 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, West Vault autocorrelation shows the relationship between West Vault otc stock current value and its past values and can show if there is a momentum factor associated with investing in West Vault Mining.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in West OTC Stock
West Vault financial ratios help investors to determine whether West OTC 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 West with respect to the benefits of owning West Vault security.