Methes Energies International Stock Market Value
| MEIL Stock | USD 0.0002 0.0003 60.00% |
| Symbol | Methes |
Methes Energies '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 Methes Energies' 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 Methes Energies.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Methes Energies on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Methes Energies International or generate 0.0% return on investment in Methes Energies over 90 days. Methes Energies is related to or competes with Azimut Exploration, Leading Edge, Skyharbour Resources, Northwest Copper, Surge Battery, Cordoba Minerals, and HPQ-Silicon Resources. Methes Energies International Ltd., a renewable energy company, produces and sells biodiesel fuel and biodiesel processi... More
Methes Energies 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 Methes Energies' 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 Methes Energies International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1036 | |||
| Maximum Drawdown | 316.67 |
Methes Energies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Methes Energies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Methes Energies' standard deviation. In reality, there are many statistical measures that can use Methes Energies historical prices to predict the future Methes Energies' volatility.| Risk Adjusted Performance | 0.0909 | |||
| Jensen Alpha | 4.09 | |||
| Total Risk Alpha | 0.0489 | |||
| Treynor Ratio | (3.72) |
Methes Energies March 2, 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 | 0.0909 | |||
| Market Risk Adjusted Performance | (3.71) | |||
| Mean Deviation | 12.36 | |||
| Coefficient Of Variation | 943.92 | |||
| Standard Deviation | 37.87 | |||
| Variance | 1433.83 | |||
| Information Ratio | 0.1036 | |||
| Jensen Alpha | 4.09 | |||
| Total Risk Alpha | 0.0489 | |||
| Treynor Ratio | (3.72) | |||
| Maximum Drawdown | 316.67 | |||
| Skewness | 5.07 | |||
| Kurtosis | 30.99 |
Methes Energies Inte Backtested Returns
Methes Energies is out of control given 3 months investment horizon. Methes Energies Inte has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to collect and analyze data for twenty-two different technical indicators, which can help you to evaluate if expected returns of 4.2% are justified by taking the suggested risk. Use Methes Energies Inte Risk Adjusted Performance of 0.0909, mean deviation of 12.36, and Standard Deviation of 37.87 to evaluate company specific risk that cannot be diversified away. Methes Energies holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -1.08, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Methes Energies are expected to decrease slowly. On the other hand, during market turmoil, Methes Energies is expected to outperform it slightly. Use Methes Energies Inte treynor ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and market facilitation index , to analyze future returns on Methes Energies Inte.
Auto-correlation | -0.26 |
Weak reverse predictability
Methes Energies International has weak reverse predictability. Overlapping area represents the amount of predictability between Methes Energies time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Methes Energies Inte price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Methes Energies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetOther Information on Investing in Methes Pink Sheet
Methes Energies financial ratios help investors to determine whether Methes Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Methes with respect to the benefits of owning Methes Energies security.