Reostar Energy Corp Stock Market Value
| REOS Stock | USD 0.01 0.01 64.10% |
| Symbol | ReoStar |
ReoStar 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 ReoStar 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 ReoStar Energy.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in ReoStar Energy on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding ReoStar Energy Corp or generate 0.0% return on investment in ReoStar Energy over 30 days. ReoStar Energy Corporation engages in the exploration, development, and acquisition of oil and gas properties primarily ... More
ReoStar 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 ReoStar 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 ReoStar Energy Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1311 | |||
| Maximum Drawdown | 222.89 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 34.15 |
ReoStar Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ReoStar Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ReoStar Energy's standard deviation. In reality, there are many statistical measures that can use ReoStar Energy historical prices to predict the future ReoStar Energy's volatility.| Risk Adjusted Performance | 0.113 | |||
| Jensen Alpha | 5.69 | |||
| Total Risk Alpha | (1.14) | |||
| Treynor Ratio | (0.64) |
ReoStar Energy Corp Backtested Returns
ReoStar Energy is out of control given 3 months investment horizon. ReoStar Energy Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14% return per unit of risk over the last 3 months. We were able to break down and interpolate data for twenty-two different technical indicators, which can help you to evaluate if expected returns of 4.9% are justified by taking the suggested risk. Use ReoStar Energy Coefficient Of Variation of 740.87, variance of 1240.85, and Risk Adjusted Performance of 0.113 to evaluate company specific risk that cannot be diversified away. ReoStar Energy holds a performance score of 10 on a scale of zero to a hundred. The company holds a Beta of -7.4, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ReoStar Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, ReoStar Energy is expected to outperform it. Use ReoStar Energy total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and relative strength index , to analyze future returns on ReoStar Energy.
Auto-correlation | -0.24 |
Weak reverse predictability
ReoStar Energy Corp has weak reverse predictability. Overlapping area represents the amount of predictability between ReoStar Energy time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 ReoStar Energy Corp price movement. The serial correlation of -0.24 indicates that over 24.0% of current ReoStar Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ReoStar Energy Corp lagged returns against current returns
Autocorrelation, which is ReoStar 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 ReoStar Energy's pink sheet expected returns. We can calculate the autocorrelation of ReoStar Energy returns to help us make a trade decision. For example, suppose you find that ReoStar 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 |
ReoStar 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 ReoStar Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ReoStar 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 ReoStar Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ReoStar Energy Lagged Returns
When evaluating ReoStar Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ReoStar Energy pink sheet have on its future price. ReoStar 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, ReoStar Energy autocorrelation shows the relationship between ReoStar Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ReoStar Energy Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for ReoStar Pink Sheet Analysis
When running ReoStar Energy's price analysis, check to measure ReoStar Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ReoStar Energy is operating at the current time. Most of ReoStar Energy's value examination focuses on studying past and present price action to predict the probability of ReoStar Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ReoStar Energy's price. Additionally, you may evaluate how the addition of ReoStar Energy to your portfolios can decrease your overall portfolio volatility.