Mosman Oil (UK) Market Value
| MSMN Stock | 0.04 0 10.00% |
| Symbol | Mosman |
Mosman Oil '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 Mosman Oil's 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 Mosman Oil.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Mosman Oil on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Mosman Oil and or generate 0.0% return on investment in Mosman Oil over 570 days. Mosman Oil is related to or competes with Golden Metal, Fulcrum Metals, Power Metal, Panther Metals, Atalaya Mining, Critical Metals, and Gaztransport. Mosman Oil is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Mosman Oil 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 Mosman Oil's 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 Mosman Oil and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.28 | |||
| Information Ratio | 0.0669 | |||
| Maximum Drawdown | 35.34 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 8.7 |
Mosman Oil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mosman Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mosman Oil's standard deviation. In reality, there are many statistical measures that can use Mosman Oil historical prices to predict the future Mosman Oil's volatility.| Risk Adjusted Performance | 0.0638 | |||
| Jensen Alpha | 0.5343 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0556 | |||
| Treynor Ratio | (0.40) |
Mosman Oil Backtested Returns
Mosman Oil appears to be out of control, given 3 months investment horizon. Mosman Oil has Sharpe Ratio of 0.0699, which conveys that the firm had a 0.0699 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mosman Oil, which you can use to evaluate the volatility of the firm. Please exercise Mosman Oil's Risk Adjusted Performance of 0.0638, downside deviation of 7.28, and Mean Deviation of 3.85 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mosman Oil holds a performance score of 5. The company secures a Beta (Market Risk) of -1.15, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Mosman Oil are expected to decrease slowly. On the other hand, during market turmoil, Mosman Oil is expected to outperform it slightly. Please check Mosman Oil's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Mosman Oil's current price movements will revert.
Auto-correlation | 0.71 |
Good predictability
Mosman Oil and has good predictability. Overlapping area represents the amount of predictability between Mosman Oil time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Mosman Oil price movement. The serial correlation of 0.71 indicates that around 71.0% of current Mosman Oil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mosman Oil lagged returns against current returns
Autocorrelation, which is Mosman Oil 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 Mosman Oil's stock expected returns. We can calculate the autocorrelation of Mosman Oil returns to help us make a trade decision. For example, suppose you find that Mosman Oil has exhibited high autocorrelation historically, and you observe that the 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 |
Mosman Oil 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 Mosman Oil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mosman Oil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mosman Oil stock over time.
Current vs Lagged Prices |
| Timeline |
Mosman Oil Lagged Returns
When evaluating Mosman Oil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mosman Oil stock have on its future price. Mosman Oil 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, Mosman Oil autocorrelation shows the relationship between Mosman Oil stock current value and its past values and can show if there is a momentum factor associated with investing in Mosman Oil and.
Regressed Prices |
| Timeline |
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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 Mosman Stock Analysis
When running Mosman Oil's price analysis, check to measure Mosman Oil'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 Mosman Oil is operating at the current time. Most of Mosman Oil's value examination focuses on studying past and present price action to predict the probability of Mosman Oil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mosman Oil's price. Additionally, you may evaluate how the addition of Mosman Oil to your portfolios can decrease your overall portfolio volatility.