Centaurus Energy Stock Market Value
| CTA Stock | CAD 1.95 0.05 2.50% |
| Symbol | Centaurus |
Centaurus 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 Centaurus Energy'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 Centaurus Energy.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Centaurus Energy on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Centaurus Energy or generate 0.0% return on investment in Centaurus Energy over 30 days. Centaurus Energy is related to or competes with IGM Financial, Definity Financial, First National, Avaron Mining, NeXGold Mining, and Canadian Imperial. Centaurus Energy Inc., an independent upstream oil and gas company, explores, develops, and produces crude oil, natural ... More
Centaurus 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 Centaurus Energy'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 Centaurus Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 56.43 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 2.34 |
Centaurus Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Centaurus Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Centaurus Energy's standard deviation. In reality, there are many statistical measures that can use Centaurus Energy historical prices to predict the future Centaurus Energy's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | 0.143 |
Centaurus Energy Backtested Returns
Centaurus Energy secures Sharpe Ratio (or Efficiency) of -0.019, which signifies that the company had a -0.019 % return per unit of risk over the last 3 months. Centaurus Energy exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Centaurus Energy's insignificant Risk Adjusted Performance, standard deviation of 6.56, and Mean Deviation of 1.9 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.92, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Centaurus Energy are expected to decrease slowly. On the other hand, during market turmoil, Centaurus Energy is expected to outperform it slightly. At this point, Centaurus Energy has a negative expected return of -0.13%. Please make sure to confirm Centaurus Energy's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Centaurus Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Centaurus Energy has no correlation between past and present. Overlapping area represents the amount of predictability between Centaurus Energy time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 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 Centaurus Energy price movement. The serial correlation of 0.0 indicates that just 0.0% of current Centaurus Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Centaurus Energy lagged returns against current returns
Autocorrelation, which is Centaurus Energy 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 Centaurus Energy's stock expected returns. We can calculate the autocorrelation of Centaurus Energy returns to help us make a trade decision. For example, suppose you find that Centaurus Energy 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 |
Centaurus 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 Centaurus Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Centaurus Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Centaurus Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Centaurus Energy Lagged Returns
When evaluating Centaurus Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Centaurus Energy stock have on its future price. Centaurus 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, Centaurus Energy autocorrelation shows the relationship between Centaurus Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Centaurus Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Centaurus Stock Analysis
When running Centaurus Energy's price analysis, check to measure Centaurus Energy'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 Centaurus Energy is operating at the current time. Most of Centaurus Energy's value examination focuses on studying past and present price action to predict the probability of Centaurus Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Centaurus Energy's price. Additionally, you may evaluate how the addition of Centaurus Energy to your portfolios can decrease your overall portfolio volatility.