Pilbara Minerals Limited Stock Market Value
| PILBF Stock | USD 1.26 0.13 11.50% |
| Symbol | Pilbara |
Pilbara Minerals '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 Pilbara Minerals' 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 Pilbara Minerals.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Pilbara Minerals on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Pilbara Minerals Limited or generate 0.0% return on investment in Pilbara Minerals over 90 days. Pilbara Minerals is related to or competes with Critical Elements, Ganfeng Lithium, Liontown Resources, Power Metals, and Sigma Lithium. Pilbara Minerals Limited explores for, develops, and operates mineral resources in Australia More
Pilbara Minerals 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 Pilbara Minerals' 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 Pilbara Minerals Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.78 | |||
| Information Ratio | 0.0497 | |||
| Maximum Drawdown | 22.73 | |||
| Value At Risk | (6.09) | |||
| Potential Upside | 7.69 |
Pilbara Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pilbara Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pilbara Minerals' standard deviation. In reality, there are many statistical measures that can use Pilbara Minerals historical prices to predict the future Pilbara Minerals' volatility.| Risk Adjusted Performance | 0.0676 | |||
| Jensen Alpha | 0.205 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.048 | |||
| Treynor Ratio | 0.2805 |
Pilbara Minerals Backtested Returns
Pilbara Minerals appears to be extremely dangerous, given 3 months investment horizon. Pilbara Minerals maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pilbara Minerals, which you can use to evaluate the volatility of the company. Please evaluate Pilbara Minerals' Risk Adjusted Performance of 0.0676, coefficient of variation of 1313.47, and Semi Deviation of 4.2 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pilbara Minerals holds a performance score of 7. The company holds a Beta of 1.22, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Pilbara Minerals will likely underperform. Please check Pilbara Minerals' semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Pilbara Minerals' historical price patterns will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Pilbara Minerals Limited has good reverse predictability. Overlapping area represents the amount of predictability between Pilbara Minerals time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th 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 Pilbara Minerals price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Pilbara Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pilbara Minerals lagged returns against current returns
Autocorrelation, which is Pilbara Minerals 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 Pilbara Minerals' pink sheet expected returns. We can calculate the autocorrelation of Pilbara Minerals returns to help us make a trade decision. For example, suppose you find that Pilbara Minerals 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 |
Pilbara Minerals 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 Pilbara Minerals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pilbara Minerals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pilbara Minerals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pilbara Minerals Lagged Returns
When evaluating Pilbara Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pilbara Minerals pink sheet have on its future price. Pilbara Minerals 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, Pilbara Minerals autocorrelation shows the relationship between Pilbara Minerals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pilbara Minerals Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pilbara Pink Sheet
Pilbara Minerals financial ratios help investors to determine whether Pilbara 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 Pilbara with respect to the benefits of owning Pilbara Minerals security.