Javelin Minerals (Australia) Market Value
| JAV Stock | 0.07 0 3.90% |
| Symbol | Javelin |
Javelin Minerals '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 Javelin Minerals' 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 Javelin Minerals.
| 08/25/2025 |
| 11/23/2025 |
If you would invest 0.00 in Javelin Minerals on August 25, 2025 and sell it all today you would earn a total of 0.00 from holding Javelin Minerals or generate 0.0% return on investment in Javelin Minerals over 90 days. Javelin Minerals is related to or competes with Northern Star, Evolution Mining, Alcoa, Bluescope Steel, Genesis Minerals, Perseus Mining, and Sandfire Resources. More
Javelin Minerals 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 Javelin Minerals' 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 Javelin Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.38 | |||
| Information Ratio | 0.0708 | |||
| Maximum Drawdown | 83.33 | |||
| Value At Risk | (22.58) | |||
| Potential Upside | 29.03 |
Javelin Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Javelin Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Javelin Minerals' standard deviation. In reality, there are many statistical measures that can use Javelin Minerals historical prices to predict the future Javelin Minerals' volatility.| Risk Adjusted Performance | 0.0611 | |||
| Jensen Alpha | 1.16 | |||
| Total Risk Alpha | 0.2402 | |||
| Sortino Ratio | 0.0639 | |||
| Treynor Ratio | 0.9655 |
Javelin Minerals Backtested Returns
Javelin Minerals appears to be out of control, given 3 months investment horizon. Javelin Minerals holds Efficiency (Sharpe) Ratio of 0.0562, which attests that the entity had a 0.0562 % return per unit of risk over the last 3 months. By evaluating Javelin Minerals' technical indicators, you can evaluate if the expected return of 0.92% is justified by implied risk. Please utilize Javelin Minerals' Downside Deviation of 18.38, risk adjusted performance of 0.0611, and Market Risk Adjusted Performance of 0.9755 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Javelin Minerals holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 1.26, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Javelin Minerals will likely underperform. Please check Javelin Minerals' treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Javelin Minerals' current trending patterns will revert.
Auto-correlation | -0.37 |
Poor reverse predictability
Javelin Minerals has poor reverse predictability. Overlapping area represents the amount of predictability between Javelin Minerals time series from 25th of August 2025 to 9th of October 2025 and 9th of October 2025 to 23rd of November 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 Javelin Minerals price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Javelin Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Javelin Minerals lagged returns against current returns
Autocorrelation, which is Javelin Minerals 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 Javelin Minerals' stock expected returns. We can calculate the autocorrelation of Javelin Minerals returns to help us make a trade decision. For example, suppose you find that Javelin Minerals 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 |
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Javelin Minerals 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 Javelin Minerals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Javelin Minerals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Javelin Minerals stock over time.
Current vs Lagged Prices |
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Javelin Minerals Lagged Returns
When evaluating Javelin Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Javelin Minerals stock have on its future price. Javelin Minerals 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, Javelin Minerals autocorrelation shows the relationship between Javelin Minerals stock current value and its past values and can show if there is a momentum factor associated with investing in Javelin Minerals.
Regressed Prices |
| Timeline |
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Additional Tools for Javelin Stock Analysis
When running Javelin Minerals' price analysis, check to measure Javelin Minerals' 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 Javelin Minerals is operating at the current time. Most of Javelin Minerals' value examination focuses on studying past and present price action to predict the probability of Javelin Minerals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Javelin Minerals' price. Additionally, you may evaluate how the addition of Javelin Minerals to your portfolios can decrease your overall portfolio volatility.