Roscan Gold's market value is the price at which a share of Roscan Gold trades on a public exchange. It measures the collective expectations of Roscan Gold investors about its performance. Roscan Gold is trading at 0.038 as of the 23rd of June 2025. This is a 7.32% down since the beginning of the trading day. The stock's lowest day price was 0.038. With this module, you can estimate the performance of a buy and hold strategy of Roscan Gold and determine expected loss or profit from investing in Roscan Gold over a given investment horizon. Check out Roscan Gold Correlation, Roscan Gold Volatility and Roscan Gold Alpha and Beta module to complement your research on Roscan Gold.
Please note, there is a significant difference between Roscan Gold's value and its price as these two are different measures arrived at by different means. Investors typically determine if Roscan Gold is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Roscan Gold's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Roscan Gold '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 Roscan Gold's stock 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 Roscan Gold.
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03/25/2025
No Change 0.00
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In 3 months and 1 day
06/23/2025
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If you would invest 0.00 in Roscan Gold on March 25, 2025 and sell it all today you would earn a total of 0.00 from holding Roscan Gold or generate 0.0% return on investment in Roscan Gold over 90 days. Roscan Gold is related to or competes with Norwegian Air, FAST RETAIL, Westinghouse Air, SIDETRADE, CarsalesCom, SALESFORCE INC, and Tradegate. Roscan Gold Corporation, an exploration stage mineral resource company, engages in the acquisition, exploration, and dev... More
Roscan Gold 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 Roscan Gold's stock 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 Roscan Gold upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roscan Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roscan Gold's standard deviation. In reality, there are many statistical measures that can use Roscan Gold historical prices to predict the future Roscan Gold's volatility.
Roscan Gold appears to be out of control, given 3 months investment horizon. Roscan Gold maintains Sharpe Ratio (i.e., Efficiency) of 0.0566, which implies the firm had a 0.0566 % return per unit of risk over the last 3 months. By analyzing Roscan Gold's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please evaluate Roscan Gold's Coefficient Of Variation of 2334.84, semi deviation of 7.68, and Risk Adjusted Performance of 0.0787 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Roscan Gold holds a performance score of 4. The company holds a Beta of 0.39, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Roscan Gold's returns are expected to increase less than the market. However, during the bear market, the loss of holding Roscan Gold is expected to be smaller as well. Please check Roscan Gold's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Roscan Gold's historical price patterns will revert.
Auto-correlation
-0.68
Very good reverse predictability
Roscan Gold has very good reverse predictability. Overlapping area represents the amount of predictability between Roscan Gold time series from 25th of March 2025 to 9th of May 2025 and 9th of May 2025 to 23rd of June 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 Roscan Gold price movement. The serial correlation of -0.68 indicates that around 68.0% of current Roscan Gold price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.68
Spearman Rank Test
-0.53
Residual Average
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Price Variance
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Roscan Gold lagged returns against current returns
Autocorrelation, which is Roscan Gold stock'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 Roscan Gold's stock expected returns. We can calculate the autocorrelation of Roscan Gold returns to help us make a trade decision. For example, suppose you find that Roscan Gold has exhibited high autocorrelation historically, and you observe that the stock 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
Roscan Gold 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 Roscan Gold stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roscan Gold stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roscan Gold stock over time.
Current vs Lagged Prices
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Roscan Gold Lagged Returns
When evaluating Roscan Gold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roscan Gold stock have on its future price. Roscan Gold 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, Roscan Gold autocorrelation shows the relationship between Roscan Gold stock current value and its past values and can show if there is a momentum factor associated with investing in Roscan Gold.
Roscan Gold financial ratios help investors to determine whether Roscan Stock 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 Roscan with respect to the benefits of owning Roscan Gold security.