Blackstone Minerals (Australia) Market Value
| BSX Stock | 0.08 0 4.00% |
| Symbol | Blackstone |
Blackstone 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 Blackstone Minerals' 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 Blackstone Minerals.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Blackstone Minerals on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Blackstone Minerals or generate 0.0% return on investment in Blackstone Minerals over 90 days. Blackstone Minerals is related to or competes with Evolution Mining, and Argo Investments. Blackstone Minerals is entity of Australia More
Blackstone 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 Blackstone Minerals' 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 Blackstone Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.4 | |||
| Information Ratio | 0.0494 | |||
| Maximum Drawdown | 27.66 | |||
| Value At Risk | (7.46) | |||
| Potential Upside | 8.7 |
Blackstone Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blackstone Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blackstone Minerals' standard deviation. In reality, there are many statistical measures that can use Blackstone Minerals historical prices to predict the future Blackstone Minerals' volatility.| Risk Adjusted Performance | 0.0796 | |||
| Jensen Alpha | 0.4184 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0475 | |||
| Treynor Ratio | (1.63) |
Blackstone Minerals Backtested Returns
Blackstone Minerals appears to be out of control, given 3 months investment horizon. Blackstone Minerals secures Sharpe Ratio (or Efficiency) of 0.0855, which signifies that the company had a 0.0855 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Blackstone Minerals, which you can use to evaluate the volatility of the firm. Please makes use of Blackstone Minerals' risk adjusted performance of 0.0796, and Mean Deviation of 3.89 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Blackstone Minerals holds a performance score of 6. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Blackstone Minerals are expected to decrease at a much lower rate. During the bear market, Blackstone Minerals is likely to outperform the market. Please check Blackstone Minerals' market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Blackstone Minerals' price patterns will revert.
Auto-correlation | -0.42 |
Modest reverse predictability
Blackstone Minerals has modest reverse predictability. Overlapping area represents the amount of predictability between Blackstone Minerals 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 Blackstone Minerals price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Blackstone Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blackstone Minerals lagged returns against current returns
Autocorrelation, which is Blackstone Minerals 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 Blackstone Minerals' stock expected returns. We can calculate the autocorrelation of Blackstone Minerals returns to help us make a trade decision. For example, suppose you find that Blackstone Minerals 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 |
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Blackstone 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 Blackstone Minerals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blackstone Minerals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blackstone Minerals stock over time.
Current vs Lagged Prices |
| Timeline |
Blackstone Minerals Lagged Returns
When evaluating Blackstone Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blackstone Minerals stock have on its future price. Blackstone 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, Blackstone Minerals autocorrelation shows the relationship between Blackstone Minerals stock current value and its past values and can show if there is a momentum factor associated with investing in Blackstone Minerals.
Regressed Prices |
| Timeline |
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Additional Tools for Blackstone Stock Analysis
When running Blackstone Minerals' price analysis, check to measure Blackstone 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 Blackstone Minerals is operating at the current time. Most of Blackstone Minerals' value examination focuses on studying past and present price action to predict the probability of Blackstone Minerals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Blackstone Minerals' price. Additionally, you may evaluate how the addition of Blackstone Minerals to your portfolios can decrease your overall portfolio volatility.