Valterra Platinum Limited Stock Market Value
| ANGPY Stock | USD 8.15 0.03 0.37% |
| Symbol | Valterra |
Valterra Platinum '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 Valterra Platinum'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 Valterra Platinum.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Valterra Platinum on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Valterra Platinum Limited or generate 0.0% return on investment in Valterra Platinum over 90 days. Valterra Platinum is related to or competes with AbraSilver Resource, Empress Royalty, Fortescue Metals, Impala Platinum, Ivanhoe Mines, Anglo American, and Platinum Group. Anglo American Platinum Limited engages in the production and supply of platinum group metals, base metals, and precious... More
Valterra Platinum 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 Valterra Platinum'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 Valterra Platinum Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.07 | |||
| Information Ratio | 0.1249 | |||
| Maximum Drawdown | 20.64 | |||
| Value At Risk | (5.95) | |||
| Potential Upside | 8.19 |
Valterra Platinum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valterra Platinum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valterra Platinum's standard deviation. In reality, there are many statistical measures that can use Valterra Platinum historical prices to predict the future Valterra Platinum's volatility.| Risk Adjusted Performance | 0.1286 | |||
| Jensen Alpha | 0.579 | |||
| Total Risk Alpha | 0.0328 | |||
| Sortino Ratio | 0.1261 | |||
| Treynor Ratio | 1.53 |
Valterra Platinum Backtested Returns
Valterra Platinum appears to be slightly risky, given 3 months investment horizon. Valterra Platinum owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15 % return per unit of risk over the last 3 months. By inspecting Valterra Platinum's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please review Valterra Platinum's Risk Adjusted Performance of 0.1286, coefficient of variation of 646.41, and Semi Deviation of 3.55 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valterra Platinum holds a performance score of 12. The entity has a beta of 0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Valterra Platinum's returns are expected to increase less than the market. However, during the bear market, the loss of holding Valterra Platinum is expected to be smaller as well. Please check Valterra Platinum's treynor ratio, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Valterra Platinum's existing price patterns will revert.
Auto-correlation | 0.43 |
Average predictability
Valterra Platinum Limited has average predictability. Overlapping area represents the amount of predictability between Valterra Platinum time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th of August 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 Valterra Platinum price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Valterra Platinum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Valterra Platinum lagged returns against current returns
Autocorrelation, which is Valterra Platinum 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 Valterra Platinum's pink sheet expected returns. We can calculate the autocorrelation of Valterra Platinum returns to help us make a trade decision. For example, suppose you find that Valterra Platinum 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 |
Valterra Platinum 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 Valterra Platinum pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valterra Platinum pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valterra Platinum pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Valterra Platinum Lagged Returns
When evaluating Valterra Platinum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valterra Platinum pink sheet have on its future price. Valterra Platinum 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, Valterra Platinum autocorrelation shows the relationship between Valterra Platinum pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Valterra Platinum Limited.
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.Additional Tools for Valterra Pink Sheet Analysis
When running Valterra Platinum's price analysis, check to measure Valterra Platinum'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 Valterra Platinum is operating at the current time. Most of Valterra Platinum's value examination focuses on studying past and present price action to predict the probability of Valterra Platinum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valterra Platinum's price. Additionally, you may evaluate how the addition of Valterra Platinum to your portfolios can decrease your overall portfolio volatility.