Falco Resources Stock Market Value
| FPRGF Stock | USD 0.19 0.02 9.52% |
| Symbol | Falco |
Falco Resources '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 Falco Resources' 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 Falco Resources.
| 03/18/2024 |
| 04/17/2024 |
If you would invest 0.00 in Falco Resources on March 18, 2024 and sell it all today you would earn a total of 0.00 from holding Falco Resources or generate 0.0% return on investment in Falco Resources over 30 days. Falco Resources is related to or competes with Royce Opportunity, Oxford Biomedica, HP, Forte Biosciences, Merck, Johnson Johnson, and Chevron Corp. Falco Resources Ltd. engages in the exploration, development, and evaluation of mineral properties in Canada More
Falco Resources 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 Falco Resources' 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 Falco Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 45.18 | |||
| Information Ratio | 0.1872 | |||
| Maximum Drawdown | 448.68 | |||
| Value At Risk | (63.83) | |||
| Potential Upside | 135.0 |
Falco Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falco Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falco Resources' standard deviation. In reality, there are many statistical measures that can use Falco Resources historical prices to predict the future Falco Resources' volatility.| Risk Adjusted Performance | 0.1284 | |||
| Jensen Alpha | 13.41 | |||
| Total Risk Alpha | 8.46 | |||
| Sortino Ratio | 0.314 | |||
| Treynor Ratio | 0.8269 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Falco Resources' 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.
Falco Resources Backtested Returns
Falco Resources is out of control given 3 months investment horizon. Falco Resources secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the company had a 0.19% return per unit of risk over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 14.92% are justified by taking the suggested risk. Use Falco Resources Downside Deviation of 45.18, coefficient of variation of 531.88, and Mean Deviation of 36.94 to evaluate company specific risk that cannot be diversified away. Falco Resources holds a performance score of 15 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 17.21, which means 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, Falco Resources will likely underperform. Use Falco Resources total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to analyze future returns on Falco Resources.
Auto-correlation | 0.17 |
Very weak predictability
Falco Resources has very weak predictability. Overlapping area represents the amount of predictability between Falco Resources time series from 18th of March 2024 to 2nd of April 2024 and 2nd of April 2024 to 17th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Falco Resources price movement. The serial correlation of 0.17 indicates that over 17.0% of current Falco Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Falco Resources lagged returns against current returns
Autocorrelation, which is Falco Resources 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 Falco Resources' pink sheet expected returns. We can calculate the autocorrelation of Falco Resources returns to help us make a trade decision. For example, suppose you find that Falco Resources 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 |
Falco Resources 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 Falco Resources pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falco Resources pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falco Resources pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Falco Resources Lagged Returns
When evaluating Falco Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falco Resources pink sheet have on its future price. Falco Resources 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, Falco Resources autocorrelation shows the relationship between Falco Resources pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Falco Resources.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Falco Resources in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Falco Resources' short interest history, or implied volatility extrapolated from Falco Resources options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Falco Resources Correlation, Falco Resources Volatility and Falco Resources Alpha and Beta module to complement your research on Falco Resources. Note that the Falco Resources information on this page should be used as a complementary analysis to other Falco Resources' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the AI Investment Finder module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Falco Pink Sheet analysis
When running Falco Resources' price analysis, check to measure Falco Resources' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Falco Resources is operating at the current time. Most of Falco Resources' value examination focuses on studying past and present price action to predict the probability of Falco Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Falco Resources' price. Additionally, you may evaluate how the addition of Falco Resources to your portfolios can decrease your overall portfolio volatility.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account |
Falco Resources technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.