Vulcan Minerals Stock Market Value
| VULMF Stock | USD 0.03 0.02 38.00% |
| Symbol | Vulcan |
Vulcan 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 Vulcan 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 Vulcan Minerals.
| 01/11/2025 |
| 04/11/2025 |
If you would invest 0.00 in Vulcan Minerals on January 11, 2025 and sell it all today you would earn a total of 0.00 from holding Vulcan Minerals or generate 0.0% return on investment in Vulcan Minerals over 90 days. Vulcan Minerals is related to or competes with Syrah Resources, and South Star. Vulcan Minerals Inc., a mineral exploration company, engages in acquisition, evaluation, and exploration of mineral prop... More
Vulcan 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 Vulcan 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 Vulcan Minerals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 114.71 | |||
| Value At Risk | (30.00) | |||
| Potential Upside | 41.0 |
Vulcan Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vulcan Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vulcan Minerals' standard deviation. In reality, there are many statistical measures that can use Vulcan Minerals historical prices to predict the future Vulcan Minerals' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 1.08 | |||
| Treynor Ratio | (0.12) |
Vulcan Minerals Backtested Returns
Vulcan Minerals owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.012, which indicates the firm had a -0.012 % return per unit of risk over the last 3 months. Vulcan Minerals exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vulcan Minerals' Variance of 331.68, risk adjusted performance of (0.01), and Coefficient Of Variation of (8,506) to confirm the risk estimate we provide. The entity has a beta of 1.83, which indicates 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, Vulcan Minerals will likely underperform. At this point, Vulcan Minerals has a negative expected return of -0.22%. Please make sure to validate Vulcan Minerals' potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Vulcan Minerals performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Vulcan Minerals has poor reverse predictability. Overlapping area represents the amount of predictability between Vulcan Minerals time series from 11th of January 2025 to 25th of February 2025 and 25th of February 2025 to 11th of April 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 Vulcan Minerals price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Vulcan Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vulcan Minerals lagged returns against current returns
Autocorrelation, which is Vulcan 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 Vulcan Minerals' pink sheet expected returns. We can calculate the autocorrelation of Vulcan Minerals returns to help us make a trade decision. For example, suppose you find that Vulcan 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 |
Vulcan 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 Vulcan Minerals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vulcan 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 Vulcan Minerals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vulcan Minerals Lagged Returns
When evaluating Vulcan Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vulcan Minerals pink sheet have on its future price. Vulcan 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, Vulcan Minerals autocorrelation shows the relationship between Vulcan Minerals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vulcan Minerals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vulcan Pink Sheet
Vulcan Minerals financial ratios help investors to determine whether Vulcan 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 Vulcan with respect to the benefits of owning Vulcan Minerals security.