Anglo American Plc Stock Market Value
| NGLOY Stock | USD 15.09 0.32 2.08% |
| Symbol | Anglo |
Anglo American '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 Anglo American's 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 Anglo American.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Anglo American on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Anglo American PLC or generate 0.0% return on investment in Anglo American over 90 days. Anglo American is related to or competes with BHP Group, Aurelia Metals, Glencore PLC, Teck Resources, BHP Group, Vale SA, and Fortescue Metals. The company explores for rough and polished diamonds, copper, platinum group metals, metallurgical and thermal coal, and... More
Anglo American 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 Anglo American's 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 Anglo American PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.03 | |||
| Information Ratio | 0.0187 | |||
| Maximum Drawdown | 9.88 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 3.94 |
Anglo American Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anglo American's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anglo American's standard deviation. In reality, there are many statistical measures that can use Anglo American historical prices to predict the future Anglo American's volatility.| Risk Adjusted Performance | 0.0902 | |||
| Jensen Alpha | 0.1254 | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | 0.0216 | |||
| Treynor Ratio | 0.4113 |
Anglo American PLC Backtested Returns
Anglo American appears to be not too volatile, given 3 months investment horizon. Anglo American PLC secures Sharpe Ratio (or Efficiency) of 0.0819, which signifies that the company had a 0.0819 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Anglo American PLC, which you can use to evaluate the volatility of the firm. Please makes use of Anglo American's mean deviation of 1.87, and Risk Adjusted Performance of 0.0902 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Anglo American holds a performance score of 6. The firm shows a Beta (market volatility) of 0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anglo American's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anglo American is expected to be smaller as well. Please check Anglo American's sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Anglo American's price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Anglo American PLC has good predictability. Overlapping area represents the amount of predictability between Anglo American time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 Anglo American PLC price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Anglo American price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Anglo American PLC lagged returns against current returns
Autocorrelation, which is Anglo American 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 Anglo American's pink sheet expected returns. We can calculate the autocorrelation of Anglo American returns to help us make a trade decision. For example, suppose you find that Anglo American 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 |
Anglo American 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 Anglo American pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anglo American pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anglo American pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Anglo American Lagged Returns
When evaluating Anglo American's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anglo American pink sheet have on its future price. Anglo American 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, Anglo American autocorrelation shows the relationship between Anglo American pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Anglo American PLC.
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 Anglo Pink Sheet Analysis
When running Anglo American's price analysis, check to measure Anglo American's 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 Anglo American is operating at the current time. Most of Anglo American's value examination focuses on studying past and present price action to predict the probability of Anglo American's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anglo American's price. Additionally, you may evaluate how the addition of Anglo American to your portfolios can decrease your overall portfolio volatility.