Anglesey Mining (Germany) Market Value
| 4A0 Stock | EUR 0.0005 0.00 0.00% |
| Symbol | Anglesey |
Anglesey Mining '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 Anglesey Mining'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 Anglesey Mining.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Anglesey Mining on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Anglesey Mining plc or generate 0.0% return on investment in Anglesey Mining over 90 days. Anglesey Mining is related to or competes with BHP Group, BHP Group, Rio Tinto, Rio Tinto, Vale SA, Vale SA, and Glencore Plc. Anglesey Mining plc, a mining company, engages in exploring, evaluating, and developing mineral properties More
Anglesey Mining 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 Anglesey Mining'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 Anglesey Mining plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1155 | |||
| Maximum Drawdown | 2195.45 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 16.67 |
Anglesey Mining Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anglesey Mining's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anglesey Mining's standard deviation. In reality, there are many statistical measures that can use Anglesey Mining historical prices to predict the future Anglesey Mining's volatility.| Risk Adjusted Performance | 0.1183 | |||
| Jensen Alpha | 28.46 | |||
| Total Risk Alpha | (6.24) | |||
| Treynor Ratio | 2.39 |
Anglesey Mining plc Backtested Returns
Anglesey Mining is out of control given 3 months investment horizon. Anglesey Mining plc secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of standard deviation over the last 3 months. We were able to interpolate nineteen different technical indicators, which can help you to evaluate if expected returns of 14.09% are justified by taking the suggested risk. Use Anglesey Mining mean deviation of 64.84, and Risk Adjusted Performance of 0.1183 to evaluate company specific risk that cannot be diversified away. Anglesey Mining holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 12.61, which signifies 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, Anglesey Mining will likely underperform. Use Anglesey Mining coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to analyze future returns on Anglesey Mining.
Auto-correlation | 0.07 |
Virtually no predictability
Anglesey Mining plc has virtually no predictability. Overlapping area represents the amount of predictability between Anglesey Mining time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 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 Anglesey Mining plc price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Anglesey Mining price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Anglesey Mining plc lagged returns against current returns
Autocorrelation, which is Anglesey Mining 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 Anglesey Mining's stock expected returns. We can calculate the autocorrelation of Anglesey Mining returns to help us make a trade decision. For example, suppose you find that Anglesey Mining 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 |
Anglesey Mining 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 Anglesey Mining stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anglesey Mining stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anglesey Mining stock over time.
Current vs Lagged Prices |
| Timeline |
Anglesey Mining Lagged Returns
When evaluating Anglesey Mining's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anglesey Mining stock have on its future price. Anglesey Mining 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, Anglesey Mining autocorrelation shows the relationship between Anglesey Mining stock current value and its past values and can show if there is a momentum factor associated with investing in Anglesey Mining plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Anglesey Stock
Anglesey Mining financial ratios help investors to determine whether Anglesey 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 Anglesey with respect to the benefits of owning Anglesey Mining security.