Igas Energy Plc Stock Market Value
| IGESF Stock | USD 0.14 0.03 27.27% |
| Symbol | IGas |
IGas 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 IGas 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 IGas Energy.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in IGas Energy on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding IGas Energy plc or generate 0.0% return on investment in IGas Energy over 180 days. IGas Energy is related to or competes with Norris Industries, and Helium Evolution. IGas Energy plc operates as an oil and gas development, exploration, and production company in the United Kingdom More
IGas 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 IGas 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 IGas Energy plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.139 | |||
| Maximum Drawdown | 27.27 |
IGas Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IGas Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IGas Energy's standard deviation. In reality, there are many statistical measures that can use IGas Energy historical prices to predict the future IGas Energy's volatility.| Risk Adjusted Performance | 0.1221 | |||
| Jensen Alpha | 0.5588 | |||
| Total Risk Alpha | 0.1907 | |||
| Treynor Ratio | 2.05 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of IGas 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.
IGas Energy plc Backtested Returns
IGas Energy appears to be out of control, given 3 months investment horizon. IGas Energy plc holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. By examining IGas Energy's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please utilize IGas Energy's Standard Deviation of 3.63, risk adjusted performance of 0.1221, and Market Risk Adjusted Performance of 2.06 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IGas Energy holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IGas Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding IGas Energy is expected to be smaller as well. Please check IGas Energy's variance and the relationship between the skewness and relative strength index , to make a quick decision on whether IGas Energy's current trending patterns will revert.
Auto-correlation | -0.34 |
Poor reverse predictability
IGas Energy plc has poor reverse predictability. Overlapping area represents the amount of predictability between IGas Energy time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 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 IGas Energy plc price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current IGas Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IGas Energy plc lagged returns against current returns
Autocorrelation, which is IGas 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 IGas Energy's pink sheet expected returns. We can calculate the autocorrelation of IGas Energy returns to help us make a trade decision. For example, suppose you find that IGas 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 |
IGas 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 IGas Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IGas 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 IGas Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
IGas Energy Lagged Returns
When evaluating IGas Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IGas Energy pink sheet have on its future price. IGas 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, IGas Energy autocorrelation shows the relationship between IGas Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in IGas Energy plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in IGas Pink Sheet
IGas Energy financial ratios help investors to determine whether IGas 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 IGas with respect to the benefits of owning IGas Energy security.