Invictus Energy Limited Stock Market Value
| IVCTF Stock | USD 0.1 0 3.80% |
| Symbol | Invictus |
Invictus 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 Invictus Energy'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 Invictus Energy.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Invictus Energy on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Invictus Energy Limited or generate 0.0% return on investment in Invictus Energy over 30 days. Invictus Energy is related to or competes with Alvopetro Energy, Pine Cliff, Falcon Oil, Petrus Resources, Cairn Energy, Zion Oil, and Pieridae Energy. Invictus Energy Limited, an independent upstream oil and gas company, engages in the exploration and appraisal of the Ca... More
Invictus 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 Invictus Energy'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 Invictus Energy Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.9 | |||
| Information Ratio | 0.0399 | |||
| Maximum Drawdown | 53.33 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 18.18 |
Invictus Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invictus Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invictus Energy's standard deviation. In reality, there are many statistical measures that can use Invictus Energy historical prices to predict the future Invictus Energy's volatility.| Risk Adjusted Performance | 0.0447 | |||
| Jensen Alpha | 0.6201 | |||
| Total Risk Alpha | (0.92) | |||
| Sortino Ratio | 0.0283 | |||
| Treynor Ratio | (0.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invictus 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.
Invictus Energy Backtested Returns
At this point, Invictus Energy is out of control. Invictus Energy holds Efficiency (Sharpe) Ratio of 0.0165, which attests that the entity had a 0.0165 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Invictus Energy, which you can use to evaluate the volatility of the firm. Please check out Invictus Energy's Downside Deviation of 13.9, market risk adjusted performance of (0.38), and Risk Adjusted Performance of 0.0447 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Invictus Energy has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -1.28, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Invictus Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, Invictus Energy is expected to outperform it. Invictus Energy right now retains a risk of 10.06%. Please check out Invictus Energy value at risk and the relationship between the expected short fall and price action indicator , to decide if Invictus Energy will be following its current trending patterns.
Auto-correlation | -0.58 |
Good reverse predictability
Invictus Energy Limited has good reverse predictability. Overlapping area represents the amount of predictability between Invictus Energy time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Invictus Energy price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Invictus Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Invictus Energy lagged returns against current returns
Autocorrelation, which is Invictus Energy 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 Invictus Energy's otc stock expected returns. We can calculate the autocorrelation of Invictus Energy returns to help us make a trade decision. For example, suppose you find that Invictus Energy 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 |
Invictus 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 Invictus Energy otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invictus Energy otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invictus Energy otc stock over time.
Current vs Lagged Prices |
| Timeline |
Invictus Energy Lagged Returns
When evaluating Invictus Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invictus Energy otc stock have on its future price. Invictus 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, Invictus Energy autocorrelation shows the relationship between Invictus Energy otc stock current value and its past values and can show if there is a momentum factor associated with investing in Invictus Energy Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Invictus OTC Stock
Invictus Energy financial ratios help investors to determine whether Invictus 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 Invictus with respect to the benefits of owning Invictus Energy security.