Falcon Oil Gas Stock Market Value
| FOLGF Stock | USD 0.09 0.01 12.50% |
| Symbol | Falcon |
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 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 Falcon Oil.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Falcon Oil on December 23, 2024 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 Gulf Keystone, North European, SandRidge Energy, Woodside Petroleum, Inpex Corp, Pantheon Resources, and Woodside Energy. Falcon Oil Gas Ltd., an oil and gas company, engages in the exploration, and development of unconventional oil and gas a... 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 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 Falcon Oil Gas upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.71 | |||
| Information Ratio | 0.1156 | |||
| Maximum Drawdown | 39.68 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 20.0 |
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 | 0.1102 | |||
| Jensen Alpha | 0.9889 | |||
| Total Risk Alpha | 0.7498 | |||
| Sortino Ratio | 0.0632 | |||
| Treynor Ratio | 0.8916 |
Falcon Oil Gas Backtested Returns
Falcon Oil is out of control given 3 months investment horizon. Falcon Oil Gas secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.05% are justified by taking the suggested risk. Use Falcon Oil Downside Deviation of 15.71, coefficient of variation of 834.05, and Mean Deviation of 4.97 to evaluate company specific risk that cannot be diversified away. Falcon Oil holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.14, which means a somewhat significant risk relative to the market. Falcon Oil returns are very sensitive to returns on the market. As the market goes up or down, Falcon Oil is expected to follow. Use Falcon Oil jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to analyze future returns on Falcon Oil.
Auto-correlation | 0.58 |
Modest predictability
Falcon Oil Gas has modest predictability. Overlapping area represents the amount of predictability between Falcon Oil time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 Falcon Oil Gas price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Falcon Oil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Falcon Oil Gas lagged returns against current returns
Autocorrelation, which is Falcon Oil 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 Falcon Oil's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Oil pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Oil pink sheet 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 pink sheet 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 pink sheet 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Falcon Pink Sheet
Falcon Oil financial ratios help investors to determine whether Falcon 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 Falcon with respect to the benefits of owning Falcon Oil security.