Falcon Metals (Australia) Market Value
| FAL Stock | 0.82 0.11 15.49% |
| Symbol | Falcon |
Falcon Metals '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 Falcon Metals' 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 Falcon Metals.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Falcon Metals on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Falcon Metals or generate 0.0% return on investment in Falcon Metals over 90 days. Falcon Metals is related to or competes with MA Financial, Lendlease, Tourism Holdings, Finexia Financial, Macquarie Bank, and QBE Insurance. Falcon Metals is entity of Australia. It is traded as Stock on AU exchange. More
Falcon Metals 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 Falcon Metals' 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 Falcon Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.88 | |||
| Information Ratio | 0.0394 | |||
| Maximum Drawdown | 23.61 | |||
| Value At Risk | (6.76) | |||
| Potential Upside | 8.47 |
Falcon Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcon Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Metals' standard deviation. In reality, there are many statistical measures that can use Falcon Metals historical prices to predict the future Falcon Metals' volatility.| Risk Adjusted Performance | 0.0494 | |||
| Jensen Alpha | 0.2478 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0382 | |||
| Treynor Ratio | 2.61 |
Falcon Metals January 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0494 | |||
| Market Risk Adjusted Performance | 2.62 | |||
| Mean Deviation | 3.53 | |||
| Semi Deviation | 3.92 | |||
| Downside Deviation | 4.88 | |||
| Coefficient Of Variation | 1786.58 | |||
| Standard Deviation | 4.73 | |||
| Variance | 22.33 | |||
| Information Ratio | 0.0394 | |||
| Jensen Alpha | 0.2478 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0382 | |||
| Treynor Ratio | 2.61 | |||
| Maximum Drawdown | 23.61 | |||
| Value At Risk | (6.76) | |||
| Potential Upside | 8.47 | |||
| Downside Variance | 23.77 | |||
| Semi Variance | 15.36 | |||
| Expected Short fall | (4.58) | |||
| Skewness | 0.3757 | |||
| Kurtosis | 1.32 |
Falcon Metals Backtested Returns
Falcon Metals appears to be abnormally volatile, given 3 months investment horizon. Falcon Metals secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Falcon Metals, which you can use to evaluate the volatility of the firm. Please utilize Falcon Metals' Downside Deviation of 4.88, coefficient of variation of 1786.58, and Mean Deviation of 3.53 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Falcon Metals holds a performance score of 8. The firm shows a Beta (market volatility) of 0.0976, which means not very significant fluctuations relative to the market. As returns on the market increase, Falcon Metals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Falcon Metals is expected to be smaller as well. Please check Falcon Metals' coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Falcon Metals' price patterns will revert.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Falcon Metals has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Falcon Metals time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Falcon Metals price movement. The serial correlation of -0.73 indicates that around 73.0% of current Falcon Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Additional Tools for Falcon Stock Analysis
When running Falcon Metals' price analysis, check to measure Falcon Metals' 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 Falcon Metals is operating at the current time. Most of Falcon Metals' value examination focuses on studying past and present price action to predict the probability of Falcon Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Falcon Metals' price. Additionally, you may evaluate how the addition of Falcon Metals to your portfolios can decrease your overall portfolio volatility.