Sunstone Metals (Australia) Market Value
| STM Stock | 0.02 0 6.67% |
| Symbol | Sunstone |
Sunstone 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 Sunstone 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 Sunstone Metals.
| 06/19/2025 |
| 07/19/2025 |
If you would invest 0.00 in Sunstone Metals on June 19, 2025 and sell it all today you would earn a total of 0.00 from holding Sunstone Metals or generate 0.0% return on investment in Sunstone Metals over 30 days. Sunstone Metals is related to or competes with Diversified United, MFF Capital, Platinum Asset, Argo Investments, and Retail Food. More
Sunstone 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 Sunstone 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 Sunstone Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.28 | |||
| Information Ratio | 0.0617 | |||
| Maximum Drawdown | 28.43 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.33 |
Sunstone Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sunstone Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sunstone Metals' standard deviation. In reality, there are many statistical measures that can use Sunstone Metals historical prices to predict the future Sunstone Metals' volatility.| Risk Adjusted Performance | 0.0881 | |||
| Jensen Alpha | 0.6457 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0445 | |||
| Treynor Ratio | (0.45) |
Sunstone Metals Backtested Returns
Sunstone Metals appears to be out of control, given 3 months investment horizon. Sunstone Metals owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0853, which indicates the firm had a 0.0853 % return per unit of risk over the last 3 months. By inspecting Sunstone Metals' technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please review Sunstone Metals' Semi Deviation of 4.44, coefficient of variation of 1172.47, and Risk Adjusted Performance of 0.0881 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sunstone Metals holds a performance score of 6. The entity has a beta of -1.12, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Sunstone Metals are expected to decrease slowly. On the other hand, during market turmoil, Sunstone Metals is expected to outperform it slightly. Please check Sunstone Metals' treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Sunstone Metals' existing price patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Sunstone Metals has below average predictability. Overlapping area represents the amount of predictability between Sunstone Metals time series from 19th of June 2025 to 4th of July 2025 and 4th of July 2025 to 19th 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 Sunstone Metals price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Sunstone Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sunstone Metals lagged returns against current returns
Autocorrelation, which is Sunstone 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 Sunstone Metals' stock expected returns. We can calculate the autocorrelation of Sunstone Metals returns to help us make a trade decision. For example, suppose you find that Sunstone 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 |
Sunstone 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 Sunstone Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sunstone Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sunstone Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Sunstone Metals Lagged Returns
When evaluating Sunstone Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sunstone Metals stock have on its future price. Sunstone 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, Sunstone Metals autocorrelation shows the relationship between Sunstone Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Sunstone Metals.
Regressed Prices |
| Timeline |
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Additional Tools for Sunstone Stock Analysis
When running Sunstone Metals' price analysis, check to measure Sunstone 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 Sunstone Metals is operating at the current time. Most of Sunstone Metals' value examination focuses on studying past and present price action to predict the probability of Sunstone Metals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sunstone Metals' price. Additionally, you may evaluate how the addition of Sunstone Metals to your portfolios can decrease your overall portfolio volatility.