Mineros Sa Stock Market Value
| MSA Stock | 2.58 0.03 1.15% |
| Symbol | Mineros |
Mineros SA '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 Mineros SA's 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 Mineros SA.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Mineros SA on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Mineros SA or generate 0.0% return on investment in Mineros SA over 90 days. Mineros SA is related to or competes with Japan Gold, Sailfish Royalty, Almaden Minerals, Perseus Mining, and Automotive Finco. More
Mineros SA 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 Mineros SA's 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 Mineros SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | 0.0686 | |||
| Maximum Drawdown | 19.83 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 5.67 |
Mineros SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mineros SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mineros SA's standard deviation. In reality, there are many statistical measures that can use Mineros SA historical prices to predict the future Mineros SA's volatility.| Risk Adjusted Performance | 0.1189 | |||
| Jensen Alpha | 0.276 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0976 | |||
| Treynor Ratio | 0.5777 |
Mineros SA Backtested Returns
Mineros SA appears to be risky, given 3 months investment horizon. Mineros SA has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Mineros SA, which you can use to evaluate the volatility of the firm. Please exercise Mineros SA's Risk Adjusted Performance of 0.1189, mean deviation of 2.25, and Downside Deviation of 2.27 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mineros SA holds a performance score of 9. The company secures a Beta (Market Risk) of 0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mineros SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mineros SA is expected to be smaller as well. Please check Mineros SA's sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether Mineros SA's current price movements will revert.
Auto-correlation | 0.34 |
Below average predictability
Mineros SA has below average predictability. Overlapping area represents the amount of predictability between Mineros SA time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Mineros SA price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Mineros SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mineros SA lagged returns against current returns
Autocorrelation, which is Mineros SA 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 Mineros SA's stock expected returns. We can calculate the autocorrelation of Mineros SA returns to help us make a trade decision. For example, suppose you find that Mineros SA 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 |
Mineros SA 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 Mineros SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mineros SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mineros SA stock over time.
Current vs Lagged Prices |
| Timeline |
Mineros SA Lagged Returns
When evaluating Mineros SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mineros SA stock have on its future price. Mineros SA 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, Mineros SA autocorrelation shows the relationship between Mineros SA stock current value and its past values and can show if there is a momentum factor associated with investing in Mineros SA.
Regressed Prices |
| Timeline |
Other Information on Investing in Mineros Stock
Mineros SA financial ratios help investors to determine whether Mineros Stock 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 Mineros with respect to the benefits of owning Mineros SA security.