Caledonia Mining Stock Market Value
| CMCL Stock | USD 21.61 0.19 0.87% |
| Symbol | Caledonia |
Caledonia Mining Price To Book Ratio
Is Metals & Mining space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Caledonia Mining. If investors know Caledonia will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Caledonia Mining listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 5.128 | Dividend Share 0.56 | Earnings Share 0.91 | Revenue Per Share | Quarterly Revenue Growth 0.459 |
The market value of Caledonia Mining is measured differently than its book value, which is the value of Caledonia that is recorded on the company's balance sheet. Investors also form their own opinion of Caledonia Mining's value that differs from its market value or its book value, called intrinsic value, which is Caledonia Mining's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Caledonia Mining's market value can be influenced by many factors that don't directly affect Caledonia Mining's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Caledonia Mining's value and its price as these two are different measures arrived at by different means. Investors typically determine if Caledonia Mining is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Caledonia Mining's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Caledonia 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 Caledonia 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 Caledonia Mining.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Caledonia Mining on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Caledonia Mining or generate 0.0% return on investment in Caledonia Mining over 90 days. Caledonia Mining is related to or competes with DRDGOLD Limited, Galiano Gold, Mastech Holdings, EMX Royalty, and Equinox Gold. Caledonia Mining Corporation Plc primarily engages in the operation of a gold mine More
Caledonia 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 Caledonia 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 Caledonia Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.0 | |||
| Information Ratio | 0.1222 | |||
| Maximum Drawdown | 24.05 | |||
| Value At Risk | (4.86) | |||
| Potential Upside | 7.11 |
Caledonia Mining Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Caledonia Mining's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Caledonia Mining's standard deviation. In reality, there are many statistical measures that can use Caledonia Mining historical prices to predict the future Caledonia Mining's volatility.| Risk Adjusted Performance | 0.1591 | |||
| Jensen Alpha | 0.7886 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | 0.1663 | |||
| Treynor Ratio | (3.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Caledonia Mining'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.
Caledonia Mining Backtested Returns
Caledonia Mining appears to be not too volatile, given 3 months investment horizon. Caledonia Mining secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. By analyzing Caledonia Mining's technical indicators, you can evaluate if the expected return of 0.88% is justified by implied risk. Please makes use of Caledonia Mining's Mean Deviation of 3.08, downside deviation of 3.0, and Risk Adjusted Performance of 0.1591 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Caledonia Mining holds a performance score of 16. 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 Caledonia Mining are expected to decrease at a much lower rate. During the bear market, Caledonia Mining is likely to outperform the market. Please check Caledonia Mining's total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Caledonia Mining's price patterns will revert.
Auto-correlation | 0.84 |
Very good predictability
Caledonia Mining has very good predictability. Overlapping area represents the amount of predictability between Caledonia Mining time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 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 Caledonia Mining price movement. The serial correlation of 0.84 indicates that around 84.0% of current Caledonia Mining price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 1.41 |
Caledonia Mining lagged returns against current returns
Autocorrelation, which is Caledonia 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 Caledonia Mining's stock expected returns. We can calculate the autocorrelation of Caledonia Mining returns to help us make a trade decision. For example, suppose you find that Caledonia 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 |
Caledonia 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 Caledonia Mining stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Caledonia Mining stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Caledonia Mining stock over time.
Current vs Lagged Prices |
| Timeline |
Caledonia Mining Lagged Returns
When evaluating Caledonia Mining's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Caledonia Mining stock have on its future price. Caledonia 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, Caledonia Mining autocorrelation shows the relationship between Caledonia Mining stock current value and its past values and can show if there is a momentum factor associated with investing in Caledonia Mining.
Regressed Prices |
| Timeline |
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Caledonia Mining technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.