Niocan Inc Stock Market Value
| NIOCF Stock | USD 0.05 0.00 0.00% |
| Symbol | Niocan |
Niocan '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 Niocan'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 Niocan.
| 08/24/2025 |
| 11/22/2025 |
If you would invest 0.00 in Niocan on August 24, 2025 and sell it all today you would earn a total of 0.00 from holding Niocan Inc or generate 0.0% return on investment in Niocan over 90 days. Niocan is related to or competes with Highway 50, Nickel Creek, Camino Minerals, United Lithium, Silver Dollar, and Sierra Grande. Nio Strategic Metals Inc., a development stage company, engages in the exploration and development of mineral properties... More
Niocan 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 Niocan'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 Niocan Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 32.36 | |||
| Information Ratio | 0.0146 | |||
| Maximum Drawdown | 140.05 | |||
| Value At Risk | (28.16) | |||
| Potential Upside | 24.06 |
Niocan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Niocan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Niocan's standard deviation. In reality, there are many statistical measures that can use Niocan historical prices to predict the future Niocan's volatility.| Risk Adjusted Performance | 0.0216 | |||
| Jensen Alpha | 0.4833 | |||
| Total Risk Alpha | (0.83) | |||
| Sortino Ratio | 0.0089 | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Niocan's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Niocan Inc Backtested Returns
Niocan appears to be out of control, given 3 months investment horizon. Niocan Inc has Sharpe Ratio of 0.0171, which conveys that the firm had a 0.0171 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Niocan, which you can use to evaluate the volatility of the firm. Please exercise Niocan's Downside Deviation of 32.36, risk adjusted performance of 0.0216, and Mean Deviation of 7.32 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Niocan holds a performance score of 1. The company secures a Beta (Market Risk) of -3.77, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Niocan are expected to decrease by larger amounts. On the other hand, during market turmoil, Niocan is expected to outperform it. Please check Niocan's sortino ratio, semi variance, day typical price, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether Niocan's current price movements will revert.
Auto-correlation | -0.05 |
Very weak reverse predictability
Niocan Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between Niocan time series from 24th of August 2025 to 8th of October 2025 and 8th of October 2025 to 22nd 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 Niocan Inc price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Niocan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Niocan Inc lagged returns against current returns
Autocorrelation, which is Niocan 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 Niocan's pink sheet expected returns. We can calculate the autocorrelation of Niocan returns to help us make a trade decision. For example, suppose you find that Niocan 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 |
Niocan 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 Niocan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Niocan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Niocan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Niocan Lagged Returns
When evaluating Niocan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Niocan pink sheet have on its future price. Niocan 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, Niocan autocorrelation shows the relationship between Niocan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Niocan Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Niocan Pink Sheet
Niocan financial ratios help investors to determine whether Niocan 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 Niocan with respect to the benefits of owning Niocan security.