Peel Mining (Australia) Market Value
| PEX Stock | 0.07 0 2.78% |
| Symbol | Peel |
Peel Mining '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 Peel Mining'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 Peel Mining.
| 04/08/2025 |
| 07/07/2025 |
If you would invest 0.00 in Peel Mining on April 8, 2025 and sell it all today you would earn a total of 0.00 from holding Peel Mining or generate 0.0% return on investment in Peel Mining over 90 days. Peel Mining is related to or competes with Northern Star, Evolution Mining, Alcoa, Bluescope Steel, Aneka Tambang, Sandfire Resources, and Genesis Minerals. Peel Mining is entity of Australia. It is traded as Stock on AU exchange. More
Peel Mining 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 Peel Mining'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 Peel Mining upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 29.04 | |||
| Value At Risk | (8.00) | |||
| Potential Upside | 7.35 |
Peel Mining Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peel Mining's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peel Mining's standard deviation. In reality, there are many statistical measures that can use Peel Mining historical prices to predict the future Peel Mining's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.23) |
Peel Mining Backtested Returns
Currently, Peel Mining is out of control. Peel Mining maintains Sharpe Ratio (i.e., Efficiency) of 0.0378, which implies the firm had a 0.0378 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Peel Mining, which you can use to evaluate the volatility of the company. Please check Peel Mining's Risk Adjusted Performance of (0.01), coefficient of variation of (11,212), and Variance of 24.06 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Peel Mining has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, Peel Mining's returns are expected to increase less than the market. However, during the bear market, the loss of holding Peel Mining is expected to be smaller as well. Peel Mining right now holds a risk of 4.85%. Please check Peel Mining standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Peel Mining will be following its historical price patterns.
Auto-correlation | 0.54 |
Modest predictability
Peel Mining has modest predictability. Overlapping area represents the amount of predictability between Peel Mining time series from 8th of April 2025 to 23rd of May 2025 and 23rd of May 2025 to 7th 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 Peel Mining price movement. The serial correlation of 0.54 indicates that about 54.0% of current Peel Mining price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Peel Mining lagged returns against current returns
Autocorrelation, which is Peel Mining 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 Peel Mining's stock expected returns. We can calculate the autocorrelation of Peel Mining returns to help us make a trade decision. For example, suppose you find that Peel Mining 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 |
Peel Mining 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 Peel Mining stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peel Mining stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peel Mining stock over time.
Current vs Lagged Prices |
| Timeline |
Peel Mining Lagged Returns
When evaluating Peel Mining's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peel Mining stock have on its future price. Peel Mining 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, Peel Mining autocorrelation shows the relationship between Peel Mining stock current value and its past values and can show if there is a momentum factor associated with investing in Peel Mining.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Peel Stock Analysis
When running Peel Mining's price analysis, check to measure Peel Mining's 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 Peel Mining is operating at the current time. Most of Peel Mining's value examination focuses on studying past and present price action to predict the probability of Peel Mining's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Peel Mining's price. Additionally, you may evaluate how the addition of Peel Mining to your portfolios can decrease your overall portfolio volatility.