Beach Energy Stock Market Value
| BEPTF Stock | USD 0.81 0.05 6.58% |
| Symbol | Beach |
Beach Energy '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 Beach Energy's pink sheet 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 Beach Energy.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Beach Energy on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Beach Energy or generate 0.0% return on investment in Beach Energy over 30 days. Beach Energy is related to or competes with International Petroleum, Freehold Royalties, Energean Plc, TerraVest Industries, TGS NOPEC, and Paramount Resources. Beach Energy Limited operates as an oil and gas exploration and production company More
Beach Energy 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 Beach Energy's pink sheet 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 Beach Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.98 | |||
| Information Ratio | 0.0025 | |||
| Maximum Drawdown | 17.9 | |||
| Value At Risk | (5.41) | |||
| Potential Upside | 6.58 |
Beach Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beach Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beach Energy's standard deviation. In reality, there are many statistical measures that can use Beach Energy historical prices to predict the future Beach Energy's volatility.| Risk Adjusted Performance | 0.0271 | |||
| Jensen Alpha | 0.0955 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0016 | |||
| Treynor Ratio | (0.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Beach Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Beach Energy Backtested Returns
At this point, Beach Energy is extremely dangerous. Beach Energy secures Sharpe Ratio (or Efficiency) of 0.0342, which signifies that the company had a 0.0342 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Beach Energy, which you can use to evaluate the volatility of the firm. Please confirm Beach Energy's risk adjusted performance of 0.0271, and Mean Deviation of 1.74 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Beach Energy has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Beach Energy are expected to decrease at a much lower rate. During the bear market, Beach Energy is likely to outperform the market. Beach Energy right now shows a risk of 3.3%. Please confirm Beach Energy value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to decide if Beach Energy will be following its price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Beach Energy has good reverse predictability. Overlapping area represents the amount of predictability between Beach Energy time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Beach Energy price movement. The serial correlation of -0.53 indicates that about 53.0% of current Beach Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Beach Energy lagged returns against current returns
Autocorrelation, which is Beach Energy pink sheet'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 Beach Energy's pink sheet expected returns. We can calculate the autocorrelation of Beach Energy returns to help us make a trade decision. For example, suppose you find that Beach Energy has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Beach Energy 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 Beach Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beach Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beach Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Beach Energy Lagged Returns
When evaluating Beach Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beach Energy pink sheet have on its future price. Beach Energy 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, Beach Energy autocorrelation shows the relationship between Beach Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Beach Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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Other Information on Investing in Beach Pink Sheet
Beach Energy financial ratios help investors to determine whether Beach Pink Sheet 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 Beach with respect to the benefits of owning Beach Energy security.