Black Mammoth Metals Stock Market Value
| BMM Stock | CAD 1.79 0.03 1.70% |
| Symbol | Black |
Black Mammoth '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 Black Mammoth'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 Black Mammoth.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Black Mammoth on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Black Mammoth Metals or generate 0.0% return on investment in Black Mammoth over 90 days. Black Mammoth is related to or competes with Fairfax Financial, Laurentian Bank, Storage Vault, Wells Fargo, Manulife Financial, and National Bank. Black Mammoth Metals Corporation, a natural resource company, engages in the acquisition and exploration of resource pro... More
Black Mammoth 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 Black Mammoth'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 Black Mammoth Metals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 17.0 | |||
| Value At Risk | (6.91) | |||
| Potential Upside | 7.93 |
Black Mammoth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Black Mammoth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Black Mammoth's standard deviation. In reality, there are many statistical measures that can use Black Mammoth historical prices to predict the future Black Mammoth's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.81) | |||
| Treynor Ratio | (0.16) |
Black Mammoth Metals Backtested Returns
At this stage we consider Black Stock to be dangerous. Black Mammoth Metals secures Sharpe Ratio (or Efficiency) of 0.0123, which signifies that the company had a 0.0123 % return per unit of standard deviation over the last 3 months. We have found twenty-three technical indicators for Black Mammoth Metals, which you can use to evaluate the volatility of the firm. Please confirm Black Mammoth's risk adjusted performance of (0.04), and Mean Deviation of 3.02 to double-check if the risk estimate we provide is consistent with the expected return of 0.0483%. The firm shows a Beta (market volatility) of 1.53, 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, Black Mammoth will likely underperform. Black Mammoth Metals right now shows a risk of 3.94%. Please confirm Black Mammoth Metals standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Black Mammoth Metals will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Black Mammoth Metals has no correlation between past and present. Overlapping area represents the amount of predictability between Black Mammoth time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Black Mammoth Metals price movement. The serial correlation of 0.0 indicates that just 0.0% of current Black Mammoth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Black Mammoth Metals lagged returns against current returns
Autocorrelation, which is Black Mammoth 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 Black Mammoth's stock expected returns. We can calculate the autocorrelation of Black Mammoth returns to help us make a trade decision. For example, suppose you find that Black Mammoth 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 |
Black Mammoth 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 Black Mammoth stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Black Mammoth stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Black Mammoth stock over time.
Current vs Lagged Prices |
| Timeline |
Black Mammoth Lagged Returns
When evaluating Black Mammoth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Black Mammoth stock have on its future price. Black Mammoth 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, Black Mammoth autocorrelation shows the relationship between Black Mammoth stock current value and its past values and can show if there is a momentum factor associated with investing in Black Mammoth Metals.
Regressed Prices |
| Timeline |
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Additional Tools for Black Stock Analysis
When running Black Mammoth's price analysis, check to measure Black Mammoth'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 Black Mammoth is operating at the current time. Most of Black Mammoth's value examination focuses on studying past and present price action to predict the probability of Black Mammoth's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Black Mammoth's price. Additionally, you may evaluate how the addition of Black Mammoth to your portfolios can decrease your overall portfolio volatility.