Falcon Metals Limited Stock Market Value
| FALFF Stock | USD 0 0.00 0.00% |
| Symbol | Falcon |
Falcon 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 Falcon Metals' pink sheet 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 Falcon Metals.
| 11/07/2025 |
| 12/07/2025 |
If you would invest 0.00 in Falcon Metals on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Falcon Metals Limited or generate 0.0% return on investment in Falcon Metals over 30 days. Falcon Metals is related to or competes with Gander Gold, and Victoria Gold. Falcon Metals Limited engages in the discovery, exploration, and development of mineral deposits in Australia More
Falcon 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 Falcon Metals' pink sheet 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 Falcon Metals Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.102 | |||
| Maximum Drawdown | 345.82 |
Falcon Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcon Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Metals' standard deviation. In reality, there are many statistical measures that can use Falcon Metals historical prices to predict the future Falcon Metals' volatility.| Risk Adjusted Performance | 0.0817 | |||
| Jensen Alpha | 3.33 | |||
| Total Risk Alpha | 0.1847 | |||
| Treynor Ratio | 1.26 |
Falcon Metals Limited Backtested Returns
Falcon Metals is out of control given 3 months investment horizon. Falcon Metals Limited secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of risk over the last 3 months. We were able to analyze and collect data for seventeen different technical indicators, which can help you to evaluate if expected returns of 3.59% are justified by taking the suggested risk. Use Falcon Metals Mean Deviation of 9.76, variance of 1146.86, and Standard Deviation of 33.87 to evaluate company specific risk that cannot be diversified away. Falcon Metals holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 2.79, which means 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, Falcon Metals will likely underperform. Use Falcon Metals jensen alpha, as well as the relationship between the kurtosis and day typical price , to analyze future returns on Falcon Metals.
Auto-correlation | 0.00 |
No correlation between past and present
Falcon Metals Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Falcon Metals time series from 7th of November 2025 to 22nd of November 2025 and 22nd of November 2025 to 7th of December 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 Falcon Metals Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Falcon Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Falcon Metals Limited lagged returns against current returns
Autocorrelation, which is Falcon Metals pink sheet'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 Falcon Metals' pink sheet expected returns. We can calculate the autocorrelation of Falcon Metals returns to help us make a trade decision. For example, suppose you find that Falcon Metals has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Falcon 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 Falcon Metals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Metals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Metals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Falcon Metals Lagged Returns
When evaluating Falcon Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcon Metals pink sheet have on its future price. Falcon 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, Falcon Metals autocorrelation shows the relationship between Falcon Metals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Falcon Metals Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Falcon Pink Sheet
Falcon Metals financial ratios help investors to determine whether Falcon Pink Sheet 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 Falcon with respect to the benefits of owning Falcon Metals security.