Royale Energy Stock Market Value
| ROYL Stock | USD 0.03 0 6.67% |
| Symbol | Royale |
Royale 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 Royale Energy'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 Royale Energy.
| 01/06/2025 |
| 01/01/2026 |
If you would invest 0.00 in Royale Energy on January 6, 2025 and sell it all today you would earn a total of 0.00 from holding Royale Energy or generate 0.0% return on investment in Royale Energy over 360 days. Royale Energy is related to or competes with Crown Point, Biloxi Marsh, McChip Resources, and Harvest Oil. Royale Energy, Inc. acquires, explores for, develops, produces, and sells oil and natural gas properties in the United S... More
Royale 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 Royale Energy'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 Royale Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 41.21 | |||
| Value At Risk | (6.02) | |||
| Potential Upside | 6.45 |
Royale Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Royale Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Royale Energy's standard deviation. In reality, there are many statistical measures that can use Royale Energy historical prices to predict the future Royale Energy's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (26.80) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Royale Energy'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.
Royale Energy Backtested Returns
Royale Energy maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Royale Energy exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Royale Energy's Variance of 26.74, coefficient of variation of (2,598), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The company holds a Beta of 0.0078, which implies not very significant fluctuations relative to the market. As returns on the market increase, Royale Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Royale Energy is expected to be smaller as well. At this point, Royale Energy has a negative expected return of -0.0636%. Please make sure to check Royale Energy's skewness and day typical price , to decide if Royale Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Royale Energy has insignificant predictability. Overlapping area represents the amount of predictability between Royale Energy time series from 6th of January 2025 to 5th of July 2025 and 5th of July 2025 to 1st 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 Royale Energy price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Royale Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Royale Energy lagged returns against current returns
Autocorrelation, which is Royale Energy 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 Royale Energy's otc stock expected returns. We can calculate the autocorrelation of Royale Energy returns to help us make a trade decision. For example, suppose you find that Royale Energy 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 |
Royale 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 Royale Energy otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Royale Energy otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Royale Energy otc stock over time.
Current vs Lagged Prices |
| Timeline |
Royale Energy Lagged Returns
When evaluating Royale Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Royale Energy otc stock have on its future price. Royale 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, Royale Energy autocorrelation shows the relationship between Royale Energy otc stock current value and its past values and can show if there is a momentum factor associated with investing in Royale Energy.
Regressed Prices |
| Timeline |
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Royale Energy financial ratios help investors to determine whether Royale 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 Royale with respect to the benefits of owning Royale Energy security.