Northern Graphite Stock Market Value
| NGPHF Stock | USD 0.07 0 2.82% |
| Symbol | Northern |
Northern Graphite '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 Northern Graphite's otc 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 Northern Graphite.
| 04/06/2025 |
| 05/06/2025 |
If you would invest 0.00 in Northern Graphite on April 6, 2025 and sell it all today you would earn a total of 0.00 from holding Northern Graphite or generate 0.0% return on investment in Northern Graphite over 30 days. Northern Graphite is related to or competes with Graphite One, and Syrah Resources. Northern Graphite Corporation explores for and develops graphite properties in Canada More
Northern Graphite 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 Northern Graphite's otc 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 Northern Graphite upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 40.53 | |||
| Value At Risk | (10.64) | |||
| Potential Upside | 15.61 |
Northern Graphite Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Northern Graphite's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Northern Graphite's standard deviation. In reality, there are many statistical measures that can use Northern Graphite historical prices to predict the future Northern Graphite's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | 0.3056 | |||
| Treynor Ratio | 0.7944 |
Northern Graphite Backtested Returns
At this point, Northern Graphite is out of control. Northern Graphite has Sharpe Ratio of 0.0252, which conveys that the firm had a 0.0252 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Northern Graphite, which you can use to evaluate the volatility of the firm. Please verify Northern Graphite's Mean Deviation of 5.51, risk adjusted performance of (0.05), and Standard Deviation of 7.73 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. Northern Graphite has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Northern Graphite are expected to decrease at a much lower rate. During the bear market, Northern Graphite is likely to outperform the market. Northern Graphite right now secures a risk of 7.71%. Please verify Northern Graphite total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Northern Graphite will be following its current price movements.
Auto-correlation | -0.85 |
Excellent reverse predictability
Northern Graphite has excellent reverse predictability. Overlapping area represents the amount of predictability between Northern Graphite time series from 6th of April 2025 to 21st of April 2025 and 21st of April 2025 to 6th of May 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 Northern Graphite price movement. The serial correlation of -0.85 indicates that around 85.0% of current Northern Graphite price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Northern Graphite lagged returns against current returns
Autocorrelation, which is Northern Graphite otc 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 Northern Graphite's otc stock expected returns. We can calculate the autocorrelation of Northern Graphite returns to help us make a trade decision. For example, suppose you find that Northern Graphite has exhibited high autocorrelation historically, and you observe that the otc 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 |
| Timeline |
Northern Graphite 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 Northern Graphite otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Northern Graphite otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Northern Graphite otc stock over time.
Current vs Lagged Prices |
| Timeline |
Northern Graphite Lagged Returns
When evaluating Northern Graphite's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Northern Graphite otc stock have on its future price. Northern Graphite 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, Northern Graphite autocorrelation shows the relationship between Northern Graphite otc stock current value and its past values and can show if there is a momentum factor associated with investing in Northern Graphite.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Northern OTC Stock
Northern Graphite financial ratios help investors to determine whether Northern OTC Stock 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 Northern with respect to the benefits of owning Northern Graphite security.