Marksmen Energy Stock Market Value
| MKSEF Stock | USD 0 0.01 60.47% |
| Symbol | Marksmen |
Marksmen 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 Marksmen 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 Marksmen Energy.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Marksmen Energy on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Marksmen Energy or generate 0.0% return on investment in Marksmen Energy over 30 days. Marksmen Energy is related to or competes with Permian Resources, Devon Energy, EOG Resources, Coterra Energy, Diamondback Energy, and ConocoPhillips. Marksmen Energy Inc., an oil and natural gas company, engages in the acquisition, development, and production of crude o... More
Marksmen 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 Marksmen 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 Marksmen Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 32.89 | |||
| Information Ratio | 0.0741 | |||
| Maximum Drawdown | 213.41 | |||
| Value At Risk | (23.73) | |||
| Potential Upside | 31.67 |
Marksmen Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marksmen Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marksmen Energy's standard deviation. In reality, there are many statistical measures that can use Marksmen Energy historical prices to predict the future Marksmen Energy's volatility.| Risk Adjusted Performance | 0.0708 | |||
| Jensen Alpha | 2.51 | |||
| Total Risk Alpha | (2.06) | |||
| Sortino Ratio | 0.0532 | |||
| Treynor Ratio | (0.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marksmen 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.
Marksmen Energy Backtested Returns
Marksmen Energy is out of control given 3 months investment horizon. Marksmen Energy has Sharpe Ratio of 0.0498, which conveys that the firm had a 0.0498% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.15% are justified by taking the suggested risk. Use Marksmen Energy Downside Deviation of 32.89, risk adjusted performance of 0.0708, and Mean Deviation of 9.07 to evaluate company specific risk that cannot be diversified away. Marksmen Energy holds a performance score of 3 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -4.97, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Marksmen Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, Marksmen Energy is expected to outperform it. Use Marksmen Energy maximum drawdown and the relationship between the semi variance and price action indicator , to analyze future returns on Marksmen Energy.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Marksmen Energy has insignificant reverse predictability. Overlapping area represents the amount of predictability between Marksmen Energy time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Marksmen Energy price movement. The serial correlation of -0.16 indicates that over 16.0% of current Marksmen Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Marksmen Energy lagged returns against current returns
Autocorrelation, which is Marksmen 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 Marksmen Energy's pink sheet expected returns. We can calculate the autocorrelation of Marksmen Energy returns to help us make a trade decision. For example, suppose you find that Marksmen 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 |
Marksmen 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 Marksmen Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marksmen 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 Marksmen Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Marksmen Energy Lagged Returns
When evaluating Marksmen Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marksmen Energy pink sheet have on its future price. Marksmen 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, Marksmen Energy autocorrelation shows the relationship between Marksmen Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Marksmen Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Marksmen Pink Sheet
Marksmen Energy financial ratios help investors to determine whether Marksmen 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 Marksmen with respect to the benefits of owning Marksmen Energy security.