Mineral Res Stock Market Value
| MALRY Stock | USD 21.42 0.22 1.04% |
| Symbol | Mineral |
Mineral Res '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 Mineral Res' 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 Mineral Res.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Mineral Res on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Mineral Res or generate 0.0% return on investment in Mineral Res over 90 days. Mineral Res is related to or competes with IGO, Mineral Resources, IGO, Pilbara Minerals, Boliden AB, Croda International, and Sumitomo Metal. Mineral Resources Limited, together with subsidiaries, operates as a mining services company in Australia, China, Singap... More
Mineral Res 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 Mineral Res' 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 Mineral Res upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.13 | |||
| Information Ratio | 0.1494 | |||
| Maximum Drawdown | 25.12 | |||
| Value At Risk | (7.95) | |||
| Potential Upside | 9.19 |
Mineral Res Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mineral Res' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mineral Res' standard deviation. In reality, there are many statistical measures that can use Mineral Res historical prices to predict the future Mineral Res' volatility.| Risk Adjusted Performance | 0.143 | |||
| Jensen Alpha | 0.7059 | |||
| Total Risk Alpha | 0.2326 | |||
| Sortino Ratio | 0.1402 | |||
| Treynor Ratio | 0.7122 |
Mineral Res Backtested Returns
Mineral Res appears to be somewhat reliable, given 3 months investment horizon. Mineral Res has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18 % return per unit of risk over the last 3 months. By analyzing Mineral Res' technical indicators, you can evaluate if the expected return of 0.9% is justified by implied risk. Please exercise Mineral Res' Downside Deviation of 5.13, mean deviation of 3.56, and Risk Adjusted Performance of 0.143 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mineral Res holds a performance score of 14. The company secures a Beta (Market Risk) of 1.14, which conveys a somewhat significant risk relative to the market. Mineral Res returns are very sensitive to returns on the market. As the market goes up or down, Mineral Res is expected to follow. Please check Mineral Res' value at risk, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether Mineral Res' current price movements will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Mineral Res has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mineral Res time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th 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 Mineral Res price movement. The serial correlation of -0.16 indicates that over 16.0% of current Mineral Res price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 6.29 |
Mineral Res lagged returns against current returns
Autocorrelation, which is Mineral Res 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 Mineral Res' pink sheet expected returns. We can calculate the autocorrelation of Mineral Res returns to help us make a trade decision. For example, suppose you find that Mineral Res 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 |
Mineral Res 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 Mineral Res pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mineral Res pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mineral Res pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mineral Res Lagged Returns
When evaluating Mineral Res' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mineral Res pink sheet have on its future price. Mineral Res 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, Mineral Res autocorrelation shows the relationship between Mineral Res pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mineral Res.
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 Mineral Pink Sheet Analysis
When running Mineral Res' price analysis, check to measure Mineral Res' 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 Mineral Res is operating at the current time. Most of Mineral Res' value examination focuses on studying past and present price action to predict the probability of Mineral Res' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mineral Res' price. Additionally, you may evaluate how the addition of Mineral Res to your portfolios can decrease your overall portfolio volatility.