Focus Minerals (Australia) Market Value
| FML Stock | 0.39 0.01 2.63% |
| Symbol | Focus |
Focus 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 Focus 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 Focus Minerals.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Focus Minerals on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Focus Minerals or generate 0.0% return on investment in Focus Minerals over 90 days. Focus Minerals is related to or competes with Northern Star, Evolution Mining, Alcoa, Bluescope Steel, Aneka Tambang, Sandfire Resources, and Perseus Mining. Focus Minerals is entity of Australia. It is traded as Stock on AU exchange. More
Focus 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 Focus 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 Focus Minerals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.29 | |||
| Information Ratio | 0.0945 | |||
| Maximum Drawdown | 96.89 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 8.7 |
Focus Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Focus Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Focus Minerals' standard deviation. In reality, there are many statistical measures that can use Focus Minerals historical prices to predict the future Focus Minerals' volatility.| Risk Adjusted Performance | 0.1097 | |||
| Jensen Alpha | 1.34 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.1956 | |||
| Treynor Ratio | (0.93) |
Focus Minerals Backtested Returns
Focus Minerals is out of control given 3 months investment horizon. Focus Minerals secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of standard deviation over the last 3 months. We were able to break down and interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.29% are justified by taking the suggested risk. Use Focus Minerals Semi Deviation of 3.14, downside deviation of 5.29, and Mean Deviation of 4.45 to evaluate company specific risk that cannot be diversified away. Focus Minerals holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -1.26, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Focus Minerals are expected to decrease by larger amounts. On the other hand, during market turmoil, Focus Minerals is expected to outperform it. Use Focus Minerals downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to analyze future returns on Focus Minerals.
Auto-correlation | 0.20 |
Weak predictability
Focus Minerals has weak predictability. Overlapping area represents the amount of predictability between Focus Minerals time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Focus Minerals price movement. The serial correlation of 0.2 indicates that over 20.0% of current Focus Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Focus Minerals lagged returns against current returns
Autocorrelation, which is Focus 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 Focus Minerals' stock expected returns. We can calculate the autocorrelation of Focus Minerals returns to help us make a trade decision. For example, suppose you find that Focus 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 |
| Timeline |
Focus 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 Focus Minerals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Focus Minerals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Focus Minerals stock over time.
Current vs Lagged Prices |
| Timeline |
Focus Minerals Lagged Returns
When evaluating Focus Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Focus Minerals stock have on its future price. Focus 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, Focus Minerals autocorrelation shows the relationship between Focus Minerals stock current value and its past values and can show if there is a momentum factor associated with investing in Focus Minerals.
Regressed Prices |
| Timeline |
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Additional Tools for Focus Stock Analysis
When running Focus Minerals' price analysis, check to measure Focus 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 Focus Minerals is operating at the current time. Most of Focus Minerals' value examination focuses on studying past and present price action to predict the probability of Focus Minerals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Focus Minerals' price. Additionally, you may evaluate how the addition of Focus Minerals to your portfolios can decrease your overall portfolio volatility.