Mogul Energy International Stock Market Value
| MGUY Stock | USD 0.01 0.0004 6.06% |
| Symbol | Mogul |
Mogul 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 Mogul 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 Mogul Energy.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Mogul Energy on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Mogul Energy International or generate 0.0% return on investment in Mogul Energy over 30 days. Mogul Energy is related to or competes with Permian Resources, Devon Energy, EOG Resources, Coterra Energy, Diamondback Energy, and ConocoPhillips. Mogul Energy International, Inc. operates as an oil and gas exploration and development company More
Mogul 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 Mogul 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 Mogul Energy International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.61 | |||
| Information Ratio | 0.0258 | |||
| Maximum Drawdown | 68.44 | |||
| Value At Risk | (17.02) | |||
| Potential Upside | 30.56 |
Mogul Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mogul Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mogul Energy's standard deviation. In reality, there are many statistical measures that can use Mogul Energy historical prices to predict the future Mogul Energy's volatility.| Risk Adjusted Performance | 0.035 | |||
| Jensen Alpha | 0.501 | |||
| Total Risk Alpha | (1.60) | |||
| Sortino Ratio | 0.0288 | |||
| Treynor Ratio | (0.97) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mogul 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.
Mogul Energy Interna Backtested Returns
Mogul Energy appears to be out of control, given 3 months investment horizon. Mogul Energy Interna has Sharpe Ratio of 0.0286, which conveys that the firm had a 0.0286% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mogul Energy, which you can use to evaluate the volatility of the firm. Please exercise Mogul Energy's Risk Adjusted Performance of 0.035, mean deviation of 8.13, and Downside Deviation of 11.61 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mogul Energy holds a performance score of 2. The company secures a Beta (Market Risk) of -0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Mogul Energy are expected to decrease at a much lower rate. During the bear market, Mogul Energy is likely to outperform the market. Please check Mogul Energy's sortino ratio, as well as the relationship between the semi variance and day median price , to make a quick decision on whether Mogul Energy's current price movements will revert.
Auto-correlation | 0.05 |
Virtually no predictability
Mogul Energy International has virtually no predictability. Overlapping area represents the amount of predictability between Mogul Energy time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Mogul Energy Interna price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Mogul Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mogul Energy Interna lagged returns against current returns
Autocorrelation, which is Mogul 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 Mogul Energy's pink sheet expected returns. We can calculate the autocorrelation of Mogul Energy returns to help us make a trade decision. For example, suppose you find that Mogul 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 |
Mogul 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 Mogul Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mogul 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 Mogul Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mogul Energy Lagged Returns
When evaluating Mogul Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mogul Energy pink sheet have on its future price. Mogul 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, Mogul Energy autocorrelation shows the relationship between Mogul Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mogul Energy International.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Mogul Pink Sheet Analysis
When running Mogul Energy's price analysis, check to measure Mogul Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mogul Energy is operating at the current time. Most of Mogul Energy's value examination focuses on studying past and present price action to predict the probability of Mogul Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mogul Energy's price. Additionally, you may evaluate how the addition of Mogul Energy to your portfolios can decrease your overall portfolio volatility.