Goldstorm Metals Corp Stock Market Value
| GSTM Stock | 0.13 0.01 8.33% |
| Symbol | Goldstorm |
Goldstorm 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 Goldstorm 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 Goldstorm Metals.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Goldstorm Metals on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Goldstorm Metals Corp or generate 0.0% return on investment in Goldstorm Metals over 90 days. Goldstorm Metals is related to or competes with Aris Mining, Canlan Ice, Globex Mining, Brookfield Office, and Primaris Retail. Goldstorm Metals is entity of Canada. It is traded as Stock on V exchange. More
Goldstorm 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 Goldstorm 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 Goldstorm Metals Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.28 | |||
| Information Ratio | 0.0812 | |||
| Maximum Drawdown | 48.7 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 10.0 |
Goldstorm Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Goldstorm Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Goldstorm Metals' standard deviation. In reality, there are many statistical measures that can use Goldstorm Metals historical prices to predict the future Goldstorm Metals' volatility.| Risk Adjusted Performance | 0.1027 | |||
| Jensen Alpha | 0.6774 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0523 | |||
| Treynor Ratio | 2.17 |
Goldstorm Metals Corp Backtested Returns
Goldstorm Metals appears to be out of control, given 3 months investment horizon. Goldstorm Metals Corp holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. By evaluating Goldstorm Metals' technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please utilize Goldstorm Metals' Downside Deviation of 11.28, risk adjusted performance of 0.1027, and Market Risk Adjusted Performance of 2.18 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Goldstorm Metals holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Goldstorm Metals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Goldstorm Metals is expected to be smaller as well. Please check Goldstorm Metals' jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Goldstorm Metals' current trending patterns will revert.
Auto-correlation | -0.06 |
Very weak reverse predictability
Goldstorm Metals Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Goldstorm Metals 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 Goldstorm Metals Corp price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Goldstorm Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Goldstorm Metals Corp lagged returns against current returns
Autocorrelation, which is Goldstorm 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 Goldstorm Metals' stock expected returns. We can calculate the autocorrelation of Goldstorm Metals returns to help us make a trade decision. For example, suppose you find that Goldstorm 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 |
Goldstorm 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 Goldstorm Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Goldstorm Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Goldstorm Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Goldstorm Metals Lagged Returns
When evaluating Goldstorm Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Goldstorm Metals stock have on its future price. Goldstorm 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, Goldstorm Metals autocorrelation shows the relationship between Goldstorm Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Goldstorm Metals Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Goldstorm Stock Analysis
When running Goldstorm Metals' price analysis, check to measure Goldstorm 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 Goldstorm Metals is operating at the current time. Most of Goldstorm Metals' value examination focuses on studying past and present price action to predict the probability of Goldstorm Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Goldstorm Metals' price. Additionally, you may evaluate how the addition of Goldstorm Metals to your portfolios can decrease your overall portfolio volatility.