Sierra Madre Gold Stock Market Value
| SMDRF Stock | USD 0.58 0.01 1.69% |
| Symbol | Sierra |
Sierra Madre '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 Sierra Madre'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 Sierra Madre.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Sierra Madre on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Sierra Madre Gold or generate 0.0% return on investment in Sierra Madre over 90 days. Sierra Madre is related to or competes with Equity Metals, Western Alaska, Summa Silver, Blackrock Silver, and AbraSilver Resource. Sierra Madre Gold and Silver Ltd. engages in the acquisition, exploration, and development of resource properties for th... More
Sierra Madre 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 Sierra Madre'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 Sierra Madre Gold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.86 | |||
| Information Ratio | 0.0833 | |||
| Maximum Drawdown | 17.39 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.55 |
Sierra Madre Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sierra Madre's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sierra Madre's standard deviation. In reality, there are many statistical measures that can use Sierra Madre historical prices to predict the future Sierra Madre's volatility.| Risk Adjusted Performance | 0.0957 | |||
| Jensen Alpha | 0.6061 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0721 | |||
| Treynor Ratio | (0.36) |
Sierra Madre Gold Backtested Returns
Sierra Madre appears to be abnormally volatile, given 3 months investment horizon. Sierra Madre Gold owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. By inspecting Sierra Madre's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please review Sierra Madre's Coefficient Of Variation of 889.7, semi deviation of 3.64, and Risk Adjusted Performance of 0.0957 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sierra Madre holds a performance score of 10. The entity has a beta of -1.28, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sierra Madre are expected to decrease by larger amounts. On the other hand, during market turmoil, Sierra Madre is expected to outperform it. Please check Sierra Madre's jensen alpha, semi variance, price action indicator, as well as the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Sierra Madre's existing price patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
Sierra Madre Gold has below average predictability. Overlapping area represents the amount of predictability between Sierra Madre time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 Sierra Madre Gold price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Sierra Madre price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sierra Madre Gold lagged returns against current returns
Autocorrelation, which is Sierra Madre 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 Sierra Madre's pink sheet expected returns. We can calculate the autocorrelation of Sierra Madre returns to help us make a trade decision. For example, suppose you find that Sierra Madre 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 |
Sierra Madre 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 Sierra Madre pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sierra Madre pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sierra Madre pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sierra Madre Lagged Returns
When evaluating Sierra Madre's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sierra Madre pink sheet have on its future price. Sierra Madre 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, Sierra Madre autocorrelation shows the relationship between Sierra Madre pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sierra Madre Gold.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sierra Pink Sheet
Sierra Madre financial ratios help investors to determine whether Sierra 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 Sierra with respect to the benefits of owning Sierra Madre security.