Isoenergy Stock Market Value
| ISENF Stock | USD 2.40 0.09 3.61% |
| Symbol | Isoenergy |
Isoenergy '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 Isoenergy's otc 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 Isoenergy.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Isoenergy on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Isoenergy or generate 0.0% return on investment in Isoenergy over 30 days. Isoenergy is related to or competes with Petroleo Brasileiro, Equinor ASA, Eni SPA, YPF Sociedad, Ecopetrol, BP PLC, and Shell PLC. IsoEnergy Ltd. engages in the acquisition, development, evaluation, and exploration of uranium mineral properties More
Isoenergy 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 Isoenergy's otc 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 Isoenergy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.42 | |||
| Information Ratio | 0.0496 | |||
| Maximum Drawdown | 19.36 | |||
| Value At Risk | (4.25) | |||
| Potential Upside | 7.78 |
Isoenergy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Isoenergy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Isoenergy's standard deviation. In reality, there are many statistical measures that can use Isoenergy historical prices to predict the future Isoenergy's volatility.| Risk Adjusted Performance | 0.0692 | |||
| Jensen Alpha | 0.2861 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.0619 | |||
| Treynor Ratio | 0.8812 |
Isoenergy Backtested Returns
Isoenergy appears to be very risky, given 3 months investment horizon. Isoenergy holds Efficiency (Sharpe) Ratio of 0.0595, which attests that the entity had a 0.0595% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Isoenergy, which you can use to evaluate the volatility of the firm. Please utilize Isoenergy's Market Risk Adjusted Performance of 0.8912, downside deviation of 3.42, and Risk Adjusted Performance of 0.0692 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Isoenergy holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Isoenergy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Isoenergy is expected to be smaller as well. Please check Isoenergy's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Isoenergy's current trending patterns will revert.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Isoenergy has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Isoenergy time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Isoenergy price movement. The serial correlation of -0.78 indicates that around 78.0% of current Isoenergy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Isoenergy lagged returns against current returns
Autocorrelation, which is Isoenergy otc 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 Isoenergy's otc stock expected returns. We can calculate the autocorrelation of Isoenergy returns to help us make a trade decision. For example, suppose you find that Isoenergy has exhibited high autocorrelation historically, and you observe that the otc 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 |
Isoenergy 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 Isoenergy otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Isoenergy otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Isoenergy otc stock over time.
Current vs Lagged Prices |
| Timeline |
Isoenergy Lagged Returns
When evaluating Isoenergy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Isoenergy otc stock have on its future price. Isoenergy 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, Isoenergy autocorrelation shows the relationship between Isoenergy otc stock current value and its past values and can show if there is a momentum factor associated with investing in Isoenergy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Isoenergy OTC Stock
Isoenergy financial ratios help investors to determine whether Isoenergy OTC Stock 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 Isoenergy with respect to the benefits of owning Isoenergy security.