Falcon Oil Gas Stock Market Value
| FO Stock | CAD 0.22 0.01 4.76% |
| Symbol | Falcon |
Falcon Oil Gas Price To Book Ratio
Falcon 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 Falcon Oil'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 Falcon Oil.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in Falcon Oil on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Falcon Oil Gas or generate 0.0% return on investment in Falcon Oil over 30 days. Falcon Oil is related to or competes with Sintana Energy, Petrus Resources, Kolibri Global, Hemisphere Energy, Alvopetro Energy, Rubellite Energy, and Ngx Energy. Falcon Oil Gas Ltd., an oil and gas company, engages in the acquisition, exploration, and development of unconventional ... More
Falcon 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 Falcon Oil'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 Falcon Oil Gas upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.02 | |||
| Information Ratio | 0.1047 | |||
| Maximum Drawdown | 15.79 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 5.56 |
Falcon Oil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcon Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Oil's standard deviation. In reality, there are many statistical measures that can use Falcon Oil historical prices to predict the future Falcon Oil's volatility.| Risk Adjusted Performance | 0.0927 | |||
| Jensen Alpha | 0.4792 | |||
| Total Risk Alpha | 0.1878 | |||
| Sortino Ratio | 0.081 | |||
| Treynor Ratio | (0.91) |
Falcon Oil Gas Backtested Returns
Falcon Oil appears to be out of control, given 3 months investment horizon. Falcon Oil Gas secures Sharpe Ratio (or Efficiency) of 0.0604, which denotes the company had a 0.0604 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Falcon Oil Gas, which you can use to evaluate the volatility of the firm. Please utilize Falcon Oil's Coefficient Of Variation of 834.58, mean deviation of 3.0, and Downside Deviation of 5.02 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Falcon Oil holds a performance score of 4. The firm shows a Beta (market volatility) of -0.5, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Falcon Oil are expected to decrease at a much lower rate. During the bear market, Falcon Oil is likely to outperform the market. Please check Falcon Oil's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Falcon Oil's price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Falcon Oil Gas has below average predictability. Overlapping area represents the amount of predictability between Falcon Oil time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st 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 Falcon Oil Gas price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Falcon Oil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Falcon Oil Gas lagged returns against current returns
Autocorrelation, which is Falcon Oil 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 Falcon Oil's stock expected returns. We can calculate the autocorrelation of Falcon Oil returns to help us make a trade decision. For example, suppose you find that Falcon Oil 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 |
Falcon Oil 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 Falcon Oil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Oil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Oil stock over time.
Current vs Lagged Prices |
| Timeline |
Falcon Oil Lagged Returns
When evaluating Falcon Oil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcon Oil stock have on its future price. Falcon Oil 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, Falcon Oil autocorrelation shows the relationship between Falcon Oil stock current value and its past values and can show if there is a momentum factor associated with investing in Falcon Oil Gas.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Falcon Stock Analysis
When running Falcon Oil's price analysis, check to measure Falcon Oil'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 Falcon Oil is operating at the current time. Most of Falcon Oil's value examination focuses on studying past and present price action to predict the probability of Falcon Oil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Falcon Oil's price. Additionally, you may evaluate how the addition of Falcon Oil to your portfolios can decrease your overall portfolio volatility.