Pantheon Resources Plc Stock Market Value
| PTHRF Stock | USD 0.32 0.02 5.88% |
| Symbol | Pantheon |
Pantheon Resources '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 Pantheon Resources' 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 Pantheon Resources.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Pantheon Resources on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Pantheon Resources Plc or generate 0.0% return on investment in Pantheon Resources over 360 days. Pantheon Resources is related to or competes with CGX Energy, Eco (Atlantic), Reconnaissance Energy, Sintana Energy, Coelacanth Energy, Headwater Exploration, and SandRidge Energy. Pantheon Resources Plc, through its subsidiaries, engages in the exploration and production of oil and gas in the United... More
Pantheon Resources 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 Pantheon Resources' 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 Pantheon Resources Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.7 | |||
| Information Ratio | 0.0956 | |||
| Maximum Drawdown | 26.44 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.52 |
Pantheon Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pantheon Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pantheon Resources' standard deviation. In reality, there are many statistical measures that can use Pantheon Resources historical prices to predict the future Pantheon Resources' volatility.| Risk Adjusted Performance | 0.1008 | |||
| Jensen Alpha | 0.546 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0888 | |||
| Treynor Ratio | 0.9401 |
Pantheon Resources Plc Backtested Returns
Pantheon Resources appears to be out of control, given 3 months investment horizon. Pantheon Resources Plc maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12% return per unit of risk over the last 3 months. By analyzing Pantheon Resources' technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please evaluate Pantheon Resources' Coefficient Of Variation of 830.92, risk adjusted performance of 0.1008, and Semi Deviation of 3.7 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pantheon Resources holds a performance score of 9. The company holds a Beta of 0.67, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pantheon Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Pantheon Resources is expected to be smaller as well. Please check Pantheon Resources' treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Pantheon Resources' historical price patterns will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Pantheon Resources Plc has good reverse predictability. Overlapping area represents the amount of predictability between Pantheon Resources time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pantheon Resources Plc price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Pantheon Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pantheon Resources Plc lagged returns against current returns
Autocorrelation, which is Pantheon Resources 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 Pantheon Resources' otc stock expected returns. We can calculate the autocorrelation of Pantheon Resources returns to help us make a trade decision. For example, suppose you find that Pantheon Resources 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 |
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Pantheon Resources 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 Pantheon Resources otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pantheon Resources otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pantheon Resources otc stock over time.
Current vs Lagged Prices |
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Pantheon Resources Lagged Returns
When evaluating Pantheon Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pantheon Resources otc stock have on its future price. Pantheon Resources 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, Pantheon Resources autocorrelation shows the relationship between Pantheon Resources otc stock current value and its past values and can show if there is a momentum factor associated with investing in Pantheon Resources Plc.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Pantheon OTC Stock
Pantheon Resources financial ratios help investors to determine whether Pantheon OTC Stock 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 Pantheon with respect to the benefits of owning Pantheon Resources security.