Orca Energy's market value is the price at which a share of Orca Energy trades on a public exchange. It measures the collective expectations of Orca Energy Group investors about its performance. Orca Energy is trading at 2.08 as of the 1st of February 2025. This is a 12.43 percent increase since the beginning of the trading day. The stock's lowest day price was 2.08. With this module, you can estimate the performance of a buy and hold strategy of Orca Energy Group and determine expected loss or profit from investing in Orca Energy over a given investment horizon. Check out Orca Energy Correlation, Orca Energy Volatility and Orca Energy Alpha and Beta module to complement your research on Orca Energy.
Please note, there is a significant difference between Orca Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Orca Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Orca 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.
Orca 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 Orca 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 Orca Energy.
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If you would invest 0.00 in Orca Energy on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Orca Energy Group or generate 0.0% return on investment in Orca Energy over 30 days. Orca Energy is related to or competes with PetroShale, Questerre Energy, Petrus Resources, Inpex Corp, Altura Energy, Touchstone Exploration, and Canacol Energy. Orca Energy Group Inc. engages in the exploration, development, production, and sale of petroleum and natural gas to the... More
Orca 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 Orca 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 Orca Energy Group 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 Orca Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orca Energy's standard deviation. In reality, there are many statistical measures that can use Orca Energy historical prices to predict the future Orca Energy's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Orca Energy. Your research has to be compared to or analyzed against Orca Energy's peers to derive any actionable benefits. When done correctly, Orca 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 Orca Energy Group.
Orca Energy Group Backtested Returns
At this point, Orca Energy is dangerous. Orca Energy Group maintains Sharpe Ratio (i.e., Efficiency) of 0.0386, which implies the firm had a 0.0386 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Orca Energy Group, which you can use to evaluate the volatility of the company. Please check Orca Energy's Risk Adjusted Performance of 0.0193, semi deviation of 3.16, and Coefficient Of Variation of 7391.64 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Orca Energy has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of -0.43, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Orca Energy are expected to decrease at a much lower rate. During the bear market, Orca Energy is likely to outperform the market. Orca Energy Group right now holds a risk of 4.24%. Please check Orca Energy Group information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if Orca Energy Group will be following its historical price patterns.
Auto-correlation
-0.72
Almost perfect reverse predictability
Orca Energy Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Orca Energy time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Orca Energy Group price movement. The serial correlation of -0.72 indicates that around 72.0% of current Orca Energy price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.72
Spearman Rank Test
-0.45
Residual Average
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Price Variance
0.01
Orca Energy Group lagged returns against current returns
Autocorrelation, which is Orca 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 Orca Energy's pink sheet expected returns. We can calculate the autocorrelation of Orca Energy returns to help us make a trade decision. For example, suppose you find that Orca 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
Orca 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 Orca Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orca 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 Orca Energy pink sheet over time.
Current vs Lagged Prices
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Orca Energy Lagged Returns
When evaluating Orca Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orca Energy pink sheet have on its future price. Orca 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, Orca Energy autocorrelation shows the relationship between Orca Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Orca Energy Group.
Orca Energy financial ratios help investors to determine whether Orca 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 Orca with respect to the benefits of owning Orca Energy security.