Geopark Stock Market Value
| GPRK Stock | USD 9.11 0.13 1.45% |
| Symbol | GeoPark |
GeoPark Price To Book Ratio
Is Oil & Gas Exploration & Production space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of GeoPark. If investors know GeoPark will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about GeoPark listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.091 | Dividend Share 0.577 | Earnings Share 1.97 | Revenue Per Share | Quarterly Revenue Growth (0.17) |
The market value of GeoPark is measured differently than its book value, which is the value of GeoPark that is recorded on the company's balance sheet. Investors also form their own opinion of GeoPark's value that differs from its market value or its book value, called intrinsic value, which is GeoPark's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because GeoPark's market value can be influenced by many factors that don't directly affect GeoPark's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between GeoPark's value and its price as these two are different measures arrived at by different means. Investors typically determine if GeoPark is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GeoPark's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
GeoPark '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 GeoPark'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 GeoPark.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in GeoPark on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding GeoPark or generate 0.0% return on investment in GeoPark over 30 days. GeoPark is related to or competes with Evolution Petroleum, Granite Ridge, PHX Minerals, California Resources, Crescent Energy, PrimeEnergy, and Epsilon Energy. GeoPark Limited engages in the exploration, development, and production of oil and gas reserves in Chile, Colombia, Braz... More
GeoPark 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 GeoPark'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 GeoPark upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.97 | |||
| Information Ratio | 0.0709 | |||
| Maximum Drawdown | 15.41 | |||
| Value At Risk | (4.11) | |||
| Potential Upside | 7.32 |
GeoPark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GeoPark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GeoPark's standard deviation. In reality, there are many statistical measures that can use GeoPark historical prices to predict the future GeoPark's volatility.| Risk Adjusted Performance | 0.0605 | |||
| Jensen Alpha | 0.2507 | |||
| Total Risk Alpha | 0.2454 | |||
| Sortino Ratio | 0.0841 | |||
| Treynor Ratio | 1.68 |
GeoPark Backtested Returns
As of now, GeoPark Stock is somewhat reliable. GeoPark holds Efficiency (Sharpe) Ratio of 0.0463, which attests that the entity had a 0.0463 % return per unit of risk over the last 3 months. We have found thirty technical indicators for GeoPark, which you can use to evaluate the volatility of the firm. Please check out GeoPark's Risk Adjusted Performance of 0.0605, market risk adjusted performance of 1.69, and Downside Deviation of 2.97 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. GeoPark has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GeoPark's returns are expected to increase less than the market. However, during the bear market, the loss of holding GeoPark is expected to be smaller as well. GeoPark right now retains a risk of 3.6%. Please check out GeoPark expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if GeoPark will be following its current trending patterns.
Auto-correlation | 0.16 |
Very weak predictability
GeoPark has very weak predictability. Overlapping area represents the amount of predictability between GeoPark time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 GeoPark price movement. The serial correlation of 0.16 indicates that over 16.0% of current GeoPark price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
GeoPark lagged returns against current returns
Autocorrelation, which is GeoPark 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 GeoPark's stock expected returns. We can calculate the autocorrelation of GeoPark returns to help us make a trade decision. For example, suppose you find that GeoPark 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 |
GeoPark 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 GeoPark stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GeoPark stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GeoPark stock over time.
Current vs Lagged Prices |
| Timeline |
GeoPark Lagged Returns
When evaluating GeoPark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GeoPark stock have on its future price. GeoPark 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, GeoPark autocorrelation shows the relationship between GeoPark stock current value and its past values and can show if there is a momentum factor associated with investing in GeoPark.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out GeoPark Correlation, GeoPark Volatility and GeoPark Alpha and Beta module to complement your research on GeoPark. For more information on how to buy GeoPark Stock please use our How to buy in GeoPark Stock guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
GeoPark technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.