Origin Energy Limited Stock Market Value
| OGFGF Stock | USD 7.17 0.56 7.24% |
| Symbol | Origin |
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.
| 01/23/2025 |
| 01/18/2026 |
If you would invest 0.00 in Origin Energy on January 23, 2025 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 360 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.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 12.93 | |||
| Value At Risk | (1.96) |
Origin Energy Market Risk Indicators
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.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.40) |
Origin Energy Limited Backtested Returns
Origin Energy Limited maintains Sharpe Ratio (i.e., Efficiency) of -0.0773, which implies the firm had a -0.0773 % return per unit of risk over the last 3 months. Origin Energy Limited exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Origin Energy's Coefficient Of Variation of (779.88), risk adjusted performance of (0.08), and Variance of 2.64 to confirm the risk estimate we provide. The company holds a Beta of 0.55, which implies possible diversification benefits within a given portfolio. 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 -0.11%. Please make sure to check Origin Energy's skewness, and the relationship between the jensen alpha and rate of daily change , to decide if Origin Energy Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.83 |
Very good predictability
Origin Energy Limited has very good predictability. Overlapping area represents the amount of predictability between Origin Energy time series from 23rd of January 2025 to 22nd of July 2025 and 22nd of July 2025 to 18th 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 Origin Energy Limited price movement. The serial correlation of 0.83 indicates that around 83.0% of current Origin Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.24 | |
| 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.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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.