Crude Oil Commodity Market Value
| CLUSD Commodity | 62.89 0.05 0.08% |
| Symbol | Crude |
Crude Oil '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 Crude Oil's commodity 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 Crude Oil.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Crude Oil on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Crude Oil or generate 0.0% return on investment in Crude Oil over 90 days.
Crude Oil 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 Crude Oil's commodity 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 Crude Oil upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | 0.0282 | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.9 |
Crude Oil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Crude Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Crude Oil's standard deviation. In reality, there are many statistical measures that can use Crude Oil historical prices to predict the future Crude Oil's volatility.| Risk Adjusted Performance | 0.0594 | |||
| Jensen Alpha | 0.1208 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.026 | |||
| Treynor Ratio | (0.69) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Crude Oil'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.
Crude Oil February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0594 | |||
| Market Risk Adjusted Performance | (0.68) | |||
| Mean Deviation | 1.43 | |||
| Semi Deviation | 1.81 | |||
| Downside Deviation | 1.97 | |||
| Coefficient Of Variation | 1499.23 | |||
| Standard Deviation | 1.82 | |||
| Variance | 3.29 | |||
| Information Ratio | 0.0282 | |||
| Jensen Alpha | 0.1208 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.026 | |||
| Treynor Ratio | (0.69) | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.9 | |||
| Downside Variance | 3.87 | |||
| Semi Variance | 3.27 | |||
| Expected Short fall | (1.46) | |||
| Skewness | (0.43) | |||
| Kurtosis | 0.0554 |
Crude Oil Backtested Returns
At this point, Crude Oil is very steady. Crude Oil secures Sharpe Ratio (or Efficiency) of 0.0503, which signifies that the commodity had a 0.0503 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Crude Oil, which you can use to evaluate the volatility of the entity. Please confirm Crude Oil's Mean Deviation of 1.43, risk adjusted performance of 0.0594, and Downside Deviation of 1.97 to double-check if the risk estimate we provide is consistent with the expected return of 0.0908%. The commodity shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Crude Oil are expected to decrease at a much lower rate. During the bear market, Crude Oil is likely to outperform the market.
Auto-correlation | -0.65 |
Very good reverse predictability
Crude Oil has very good reverse predictability. Overlapping area represents the amount of predictability between Crude Oil time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Crude Oil price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Crude Oil price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 6.52 |