Pepinnini Minerals Limited Stock Market Value
| PEIMF Stock | USD 0.05 0.00 0.00% |
| Symbol | PepinNini |
PepinNini 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 PepinNini 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 PepinNini Minerals.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in PepinNini Minerals on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding PepinNini Minerals Limited or generate 0.0% return on investment in PepinNini Minerals over 30 days. PepinNini Minerals is related to or competes with AAC Clyde, Avante Logixx, Corby Spirit, HUMANA, Thrivent High, Morningstar Unconstrained, and Via Renewables. Power Minerals Limited engages in the exploration and development of mineral projects in Australia and Argentina More
PepinNini 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 PepinNini 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 PepinNini Minerals Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 64.29 |
PepinNini Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PepinNini Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PepinNini Minerals' standard deviation. In reality, there are many statistical measures that can use PepinNini Minerals historical prices to predict the future PepinNini Minerals' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.89) | |||
| Total Risk Alpha | (1.73) | |||
| Treynor Ratio | 0.5915 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PepinNini Minerals' 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.
PepinNini Minerals Backtested Returns
PepinNini Minerals maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies the firm had a -0.13% return per unit of risk over the last 3 months. PepinNini Minerals exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PepinNini Minerals' Coefficient Of Variation of (812.40), risk adjusted performance of (0.07), and Variance of 62.62 to confirm the risk estimate we provide. The company holds a Beta of -1.66, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PepinNini Minerals are expected to decrease by larger amounts. On the other hand, during market turmoil, PepinNini Minerals is expected to outperform it. PepinNini Minerals has an expected return of -1.04%. Please make sure to check PepinNini Minerals treynor ratio and rate of daily change , to decide if PepinNini Minerals performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
PepinNini Minerals Limited has perfect predictability. Overlapping area represents the amount of predictability between PepinNini Minerals time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 PepinNini Minerals price movement. The serial correlation of 1.0 indicates that 100.0% of current PepinNini Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PepinNini Minerals lagged returns against current returns
Autocorrelation, which is PepinNini 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 PepinNini Minerals' pink sheet expected returns. We can calculate the autocorrelation of PepinNini Minerals returns to help us make a trade decision. For example, suppose you find that PepinNini 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 |
PepinNini 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 PepinNini Minerals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PepinNini 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 PepinNini Minerals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PepinNini Minerals Lagged Returns
When evaluating PepinNini Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PepinNini Minerals pink sheet have on its future price. PepinNini 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, PepinNini Minerals autocorrelation shows the relationship between PepinNini Minerals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PepinNini Minerals Limited.
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 PepinNini Minerals 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, PepinNini Minerals' short interest history, or implied volatility extrapolated from PepinNini Minerals options trading.
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Check out PepinNini Minerals Correlation, PepinNini Minerals Volatility and PepinNini Minerals Alpha and Beta module to complement your research on PepinNini Minerals. You can also try the AI Investment Finder module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for PepinNini Pink Sheet analysis
When running PepinNini Minerals' price analysis, check to measure PepinNini Minerals' 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 PepinNini Minerals is operating at the current time. Most of PepinNini Minerals' value examination focuses on studying past and present price action to predict the probability of PepinNini Minerals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PepinNini Minerals' price. Additionally, you may evaluate how the addition of PepinNini Minerals to your portfolios can decrease your overall portfolio volatility.
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PepinNini Minerals 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.