Frontera Energy Corp Stock Market Value
| FECCF Stock | USD 5.89 0.17 2.97% |
| Symbol | Frontera |
Frontera 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 Frontera 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 Frontera Energy.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Frontera Energy on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Frontera Energy Corp or generate 0.0% return on investment in Frontera Energy over 720 days. Frontera Energy is related to or competes with Petroleo Brasileiro, Equinor ASA, Eni SPA, YPF Sociedad, Ecopetrol, BP PLC, and Shell PLC. Frontera Energy Corporation explores for, develops, and produces crude oil and natural gas in South America More
Frontera 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 Frontera 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 Frontera Energy Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 13.75 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 3.09 |
Frontera Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontera Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frontera Energy's standard deviation. In reality, there are many statistical measures that can use Frontera Energy historical prices to predict the future Frontera Energy's volatility.| Risk Adjusted Performance | 0.0133 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0184 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frontera 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.
Frontera Energy Corp Backtested Returns
At this point, Frontera Energy is slightly risky. Frontera Energy Corp secures Sharpe Ratio (or Efficiency) of 0.0028, which denotes the company had a 0.0028% return per unit of risk over the last 3 months. We have found thirty technical indicators for Frontera Energy Corp, which you can use to evaluate the volatility of the firm. Please confirm Frontera Energy's Coefficient Of Variation of 11047.15, downside deviation of 1.74, and Mean Deviation of 1.57 to check if the risk estimate we provide is consistent with the expected return of 0.0058%. The firm shows a Beta (market volatility) of 0.49, which means possible diversification benefits within a given portfolio. As returns on the market increase, Frontera Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frontera Energy is expected to be smaller as well. Frontera Energy Corp right now shows a risk of 2.1%. Please confirm Frontera Energy Corp jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if Frontera Energy Corp will be following its price patterns.
Auto-correlation | 0.08 |
Virtually no predictability
Frontera Energy Corp has virtually no predictability. Overlapping area represents the amount of predictability between Frontera Energy time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Frontera Energy Corp price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Frontera Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Frontera Energy Corp lagged returns against current returns
Autocorrelation, which is Frontera 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 Frontera Energy's pink sheet expected returns. We can calculate the autocorrelation of Frontera Energy returns to help us make a trade decision. For example, suppose you find that Frontera 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 |
Frontera 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 Frontera Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frontera 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 Frontera Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Frontera Energy Lagged Returns
When evaluating Frontera Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frontera Energy pink sheet have on its future price. Frontera 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, Frontera Energy autocorrelation shows the relationship between Frontera Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Frontera Energy Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Frontera Pink Sheet
Frontera Energy financial ratios help investors to determine whether Frontera 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 Frontera with respect to the benefits of owning Frontera Energy security.