Origin Energy's market value is the price at which a share of Origin Energy trades on a public exchange. It measures the collective expectations of Origin Energy Limited investors about its performance. Origin Energy is trading at 7.73 as of the 28th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 7.73. With this module, you can estimate the performance of a buy and hold strategy of Origin Energy Limited and determine expected loss or profit from investing in Origin Energy over a given investment horizon. Check out Origin Energy Correlation, Origin Energy Volatility and Origin Energy Alpha and Beta module to complement your research on Origin Energy.
Please note, there is a significant difference between Origin Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Origin Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Origin Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Origin 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 Origin 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 Origin Energy.
0.00
01/08/2024
No Change 0.00
0.0
In 1 year 11 months and 22 days
12/28/2025
0.00
If you would invest 0.00 in Origin Energy on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Origin Energy Limited or generate 0.0% return on investment in Origin Energy over 720 days. Origin Energy is related to or competes with Galp Energia, Santos, Santos, Yanzhou Coal, OMV Aktiengesellscha, JSC National, and PTT Exploration. Origin Energy Limited, an integrated energy company, engages in the exploration and production of natural gas, electrici... More
Origin 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 Origin 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 Origin Energy Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Origin Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Origin Energy's standard deviation. In reality, there are many statistical measures that can use Origin Energy historical prices to predict the future Origin Energy's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Origin Energy. Your research has to be compared to or analyzed against Origin Energy's peers to derive any actionable benefits. When done correctly, Origin Energy's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Origin Energy Limited.
Origin Energy Limited Backtested Returns
Origin Energy Limited maintains Sharpe Ratio (i.e., Efficiency) of -0.0732, which implies the firm had a -0.0732 % return per unit of risk over the last 3 months. Origin Energy Limited exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Origin Energy's Risk Adjusted Performance of (0.05), coefficient of variation of (1,387), and Variance of 1.86 to confirm the risk estimate we provide. The company holds a Beta of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, Origin Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Origin Energy is expected to be smaller as well. At this point, Origin Energy Limited has a negative expected return of -0.1%. Please make sure to check Origin Energy's jensen alpha, as well as the relationship between the kurtosis and day typical price , to decide if Origin Energy Limited performance from the past will be repeated at some point in the near future.
Auto-correlation
0.44
Average predictability
Origin Energy Limited has average predictability. Overlapping area represents the amount of predictability between Origin Energy time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th 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 Origin Energy Limited price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Origin Energy price fluctuation can be explain by its past prices.
Correlation Coefficient
0.44
Spearman Rank Test
0.65
Residual Average
0.0
Price Variance
0.2
Origin Energy Limited lagged returns against current returns
Autocorrelation, which is Origin 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 Origin Energy's pink sheet expected returns. We can calculate the autocorrelation of Origin Energy returns to help us make a trade decision. For example, suppose you find that Origin 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
Origin 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 Origin Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Origin 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 Origin Energy pink sheet over time.
Current vs Lagged Prices
Timeline
Origin Energy Lagged Returns
When evaluating Origin Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Origin Energy pink sheet have on its future price. Origin 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, Origin Energy autocorrelation shows the relationship between Origin Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Origin Energy Limited.
Other Information on Investing in Origin Pink Sheet
Origin Energy financial ratios help investors to determine whether Origin 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 Origin with respect to the benefits of owning Origin Energy security.