Critical Metals (UK) Market Value
| CRTM Stock | 0.45 0.10 28.57% |
| Symbol | Critical |
Critical Metals '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 Critical Metals' 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 Critical Metals.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Critical Metals on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Critical Metals Plc or generate 0.0% return on investment in Critical Metals over 90 days. Critical Metals is related to or competes with Givaudan, Antofagasta PLC, EVRAZ Plc, Atalaya Mining, Metals Exploration, Amaroq Minerals, and Ferrexpo PLC. Critical Metals is entity of United Kingdom More
Critical Metals 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 Critical Metals' 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 Critical Metals Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 44.39 | |||
| Value At Risk | (5.38) |
Critical Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Critical Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Critical Metals' standard deviation. In reality, there are many statistical measures that can use Critical Metals historical prices to predict the future Critical Metals' volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.77) | |||
| Total Risk Alpha | (1.87) | |||
| Treynor Ratio | 0.9555 |
Critical Metals Plc Backtested Returns
Critical Metals Plc secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. Critical Metals Plc exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Critical Metals' Risk Adjusted Performance of (0.11), mean deviation of 2.47, and Standard Deviation of 7.0 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.93, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Critical Metals are expected to decrease slowly. On the other hand, during market turmoil, Critical Metals is expected to outperform it slightly. At this point, Critical Metals Plc has a negative expected return of -0.92%. Please make sure to confirm Critical Metals' jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Critical Metals Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
Critical Metals Plc has good predictability. Overlapping area represents the amount of predictability between Critical Metals 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 Critical Metals Plc price movement. The serial correlation of 0.73 indicates that around 73.0% of current Critical Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Critical Metals Plc lagged returns against current returns
Autocorrelation, which is Critical Metals 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 Critical Metals' stock expected returns. We can calculate the autocorrelation of Critical Metals returns to help us make a trade decision. For example, suppose you find that Critical Metals 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 |
Critical Metals 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 Critical Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Critical Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Critical Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Critical Metals Lagged Returns
When evaluating Critical Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Critical Metals stock have on its future price. Critical Metals 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, Critical Metals autocorrelation shows the relationship between Critical Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Critical Metals Plc.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Critical Stock Analysis
When running Critical Metals' price analysis, check to measure Critical Metals' 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 Critical Metals is operating at the current time. Most of Critical Metals' value examination focuses on studying past and present price action to predict the probability of Critical Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Critical Metals' price. Additionally, you may evaluate how the addition of Critical Metals to your portfolios can decrease your overall portfolio volatility.