Lynas Rare Earths Stock Market Value
| LYSCF Stock | USD 4.01 0.01 0.25% |
| Symbol | Lynas |
Lynas Rare '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 Lynas Rare'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 Lynas Rare.
| 03/30/2024 |
| 04/29/2024 |
If you would invest 0.00 in Lynas Rare on March 30, 2024 and sell it all today you would earn a total of 0.00 from holding Lynas Rare Earths or generate 0.0% return on investment in Lynas Rare over 30 days. Lynas Rare is related to or competes with Iluka Resources, Nickel Mines, and IGO. Lynas Rare Earths Limited, together with its subsidiaries, engages in the exploration, development, mining, extraction, ... More
Lynas Rare 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 Lynas Rare'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 Lynas Rare Earths upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 12.14 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 4.86 |
Lynas Rare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lynas Rare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lynas Rare's standard deviation. In reality, there are many statistical measures that can use Lynas Rare historical prices to predict the future Lynas Rare's volatility.| Risk Adjusted Performance | 0.0157 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0211 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lynas Rare'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.
Lynas Rare Earths Backtested Returns
We consider Lynas Rare moderately volatile. Lynas Rare Earths has Sharpe Ratio of 0.0373, which conveys that the firm had a 0.0373% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lynas Rare, which you can use to evaluate the volatility of the firm. Please verify Lynas Rare's Mean Deviation of 2.04, downside deviation of 2.36, and Risk Adjusted Performance of 0.0157 to check out if the risk estimate we provide is consistent with the expected return of 0.0993%. Lynas Rare has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.13, which conveys a somewhat significant risk relative to the market. Lynas Rare returns are very sensitive to returns on the market. As the market goes up or down, Lynas Rare is expected to follow. Lynas Rare Earths right now secures a risk of 2.66%. Please verify Lynas Rare Earths treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Lynas Rare Earths will be following its current price movements.
Auto-correlation | -0.04 |
Very weak reverse predictability
Lynas Rare Earths has very weak reverse predictability. Overlapping area represents the amount of predictability between Lynas Rare time series from 30th of March 2024 to 14th of April 2024 and 14th of April 2024 to 29th of April 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 Lynas Rare Earths price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Lynas Rare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Lynas Rare Earths lagged returns against current returns
Autocorrelation, which is Lynas Rare 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 Lynas Rare's pink sheet expected returns. We can calculate the autocorrelation of Lynas Rare returns to help us make a trade decision. For example, suppose you find that Lynas Rare 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 |
Lynas Rare 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 Lynas Rare pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lynas Rare pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lynas Rare pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lynas Rare Lagged Returns
When evaluating Lynas Rare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lynas Rare pink sheet have on its future price. Lynas Rare 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, Lynas Rare autocorrelation shows the relationship between Lynas Rare pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lynas Rare Earths.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Lynas Rare Correlation, Lynas Rare Volatility and Lynas Rare Alpha and Beta module to complement your research on Lynas Rare. Note that the Lynas Rare Earths information on this page should be used as a complementary analysis to other Lynas Rare's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Lynas Pink Sheet analysis
When running Lynas Rare's price analysis, check to measure Lynas Rare'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 Lynas Rare is operating at the current time. Most of Lynas Rare's value examination focuses on studying past and present price action to predict the probability of Lynas Rare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lynas Rare's price. Additionally, you may evaluate how the addition of Lynas Rare to your portfolios can decrease your overall portfolio volatility.
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