Oracle Commodity Holding Stock Market Value
| ORLCF Stock | 0.04 0 3.91% |
| Symbol | Oracle |
Oracle Commodity '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 Oracle Commodity's otc 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 Oracle Commodity.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Oracle Commodity on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Oracle Commodity Holding or generate 0.0% return on investment in Oracle Commodity over 360 days.
Oracle Commodity 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 Oracle Commodity's otc 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 Oracle Commodity Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.92 | |||
| Information Ratio | 0.1103 | |||
| Maximum Drawdown | 43.76 | |||
| Value At Risk | (12.69) | |||
| Potential Upside | 18.96 |
Oracle Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oracle Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oracle Commodity's standard deviation. In reality, there are many statistical measures that can use Oracle Commodity historical prices to predict the future Oracle Commodity's volatility.| Risk Adjusted Performance | 0.0928 | |||
| Jensen Alpha | 1.09 | |||
| Total Risk Alpha | 0.1049 | |||
| Sortino Ratio | 0.1351 | |||
| Treynor Ratio | 1.44 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Oracle Commodity'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.
Oracle Commodity Holding Backtested Returns
Oracle Commodity Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.0678, which implies the firm had a 0.0678 % return per unit of risk over the last 3 months. By analyzing Oracle Commodity's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please evaluate Oracle Commodity's Risk Adjusted Performance of 0.0928, coefficient of variation of 839.83, and Semi Deviation of 7.07 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Oracle Commodity holds a performance score of 5. The company holds a Beta of 0.79, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Oracle Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oracle Commodity is expected to be smaller as well. Please check Oracle Commodity's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Oracle Commodity's historical price patterns will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
Oracle Commodity Holding has modest reverse predictability. Overlapping area represents the amount of predictability between Oracle Commodity time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 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 Oracle Commodity Holding price movement. The serial correlation of -0.47 indicates that about 47.0% of current Oracle Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Oracle Commodity Holding lagged returns against current returns
Autocorrelation, which is Oracle Commodity otc 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 Oracle Commodity's otc stock expected returns. We can calculate the autocorrelation of Oracle Commodity returns to help us make a trade decision. For example, suppose you find that Oracle Commodity has exhibited high autocorrelation historically, and you observe that the otc 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 |
Oracle Commodity 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 Oracle Commodity otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oracle Commodity otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oracle Commodity otc stock over time.
Current vs Lagged Prices |
| Timeline |
Oracle Commodity Lagged Returns
When evaluating Oracle Commodity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oracle Commodity otc stock have on its future price. Oracle Commodity 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, Oracle Commodity autocorrelation shows the relationship between Oracle Commodity otc stock current value and its past values and can show if there is a momentum factor associated with investing in Oracle Commodity Holding.
Regressed Prices |
| Timeline |