Bayan Mining (Australia) Market Value
| BMM Stock | 0.06 0 4.55% |
| Symbol | Bayan |
Bayan 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 Bayan 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 Bayan Mining.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Bayan Mining on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Bayan Mining and or generate 0.0% return on investment in Bayan Mining over 90 days. Bayan Mining is related to or competes with DUG Technology, Centaurus Metals, Perseus Mining, Catalyst Metals, and Archer Materials. Bayan Mining is entity of Australia. It is traded as Stock on AU exchange. More
Bayan 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 Bayan 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 Bayan Mining and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.03 | |||
| Information Ratio | 0.111 | |||
| Maximum Drawdown | 81.5 | |||
| Value At Risk | (8.11) | |||
| Potential Upside | 11.76 |
Bayan Mining Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bayan Mining's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bayan Mining's standard deviation. In reality, there are many statistical measures that can use Bayan Mining historical prices to predict the future Bayan Mining's volatility.| Risk Adjusted Performance | 0.126 | |||
| Jensen Alpha | 1.41 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.1561 | |||
| Treynor Ratio | (0.91) |
Bayan Mining Backtested Returns
Bayan Mining is out of control given 3 months investment horizon. Bayan Mining secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have collected data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.52% are justified by taking the suggested risk. Use Bayan Mining Downside Deviation of 7.03, risk adjusted performance of 0.126, and Mean Deviation of 5.1 to evaluate company specific risk that cannot be diversified away. Bayan Mining holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.35, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Bayan Mining are expected to decrease by larger amounts. On the other hand, during market turmoil, Bayan Mining is expected to outperform it. Use Bayan Mining treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to analyze future returns on Bayan Mining.
Auto-correlation | -0.09 |
Very weak reverse predictability
Bayan Mining and has very weak reverse predictability. Overlapping area represents the amount of predictability between Bayan Mining time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Bayan Mining price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Bayan Mining price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bayan Mining lagged returns against current returns
Autocorrelation, which is Bayan 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 Bayan Mining's stock expected returns. We can calculate the autocorrelation of Bayan Mining returns to help us make a trade decision. For example, suppose you find that Bayan 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 |
Bayan 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 Bayan Mining stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bayan Mining stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bayan Mining stock over time.
Current vs Lagged Prices |
| Timeline |
Bayan Mining Lagged Returns
When evaluating Bayan Mining's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bayan Mining stock have on its future price. Bayan 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, Bayan Mining autocorrelation shows the relationship between Bayan Mining stock current value and its past values and can show if there is a momentum factor associated with investing in Bayan Mining and.
Regressed Prices |
| Timeline |
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Additional Tools for Bayan Stock Analysis
When running Bayan Mining's price analysis, check to measure Bayan Mining's 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 Bayan Mining is operating at the current time. Most of Bayan Mining's value examination focuses on studying past and present price action to predict the probability of Bayan Mining's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bayan Mining's price. Additionally, you may evaluate how the addition of Bayan Mining to your portfolios can decrease your overall portfolio volatility.