Sintana Energy Stock Market Value
| SEUSF Stock | USD 0.72 0.03 4.00% |
| Symbol | Sintana |
Sintana 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 Sintana 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 Sintana Energy.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Sintana Energy on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Sintana Energy or generate 0.0% return on investment in Sintana Energy over 180 days. Sintana Energy is related to or competes with Kiwetinohk Energy, Eco (Atlantic), Kelt Exploration, Pantheon Resources, CGX Energy, Reconnaissance Energy, and Coelacanth Energy. Sintana Energy Inc., a crude oil and natural gas exploration company, engages in the acquisition, exploration, developme... More
Sintana 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 Sintana 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 Sintana Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 16.87 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 8.06 |
Sintana Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sintana Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sintana Energy's standard deviation. In reality, there are many statistical measures that can use Sintana Energy historical prices to predict the future Sintana Energy's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.75) | |||
| Treynor Ratio | 1.13 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sintana 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.
Sintana Energy Backtested Returns
Sintana Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0367, which indicates the firm had a -0.0367% return per unit of risk over the last 3 months. Sintana Energy exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sintana Energy's Variance of 13.48, risk adjusted performance of (0.03), and Coefficient Of Variation of (2,181) to confirm the risk estimate we provide. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sintana Energy are expected to decrease at a much lower rate. During the bear market, Sintana Energy is likely to outperform the market. At this point, Sintana Energy has a negative expected return of -0.14%. Please make sure to validate Sintana Energy's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Sintana Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.64 |
Good predictability
Sintana Energy has good predictability. Overlapping area represents the amount of predictability between Sintana Energy time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th 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 Sintana Energy price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Sintana Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sintana Energy lagged returns against current returns
Autocorrelation, which is Sintana 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 Sintana Energy's otc stock expected returns. We can calculate the autocorrelation of Sintana Energy returns to help us make a trade decision. For example, suppose you find that Sintana 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 |
Sintana 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 Sintana Energy otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sintana 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 Sintana Energy otc stock over time.
Current vs Lagged Prices |
| Timeline |
Sintana Energy Lagged Returns
When evaluating Sintana Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sintana Energy otc stock have on its future price. Sintana 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, Sintana Energy autocorrelation shows the relationship between Sintana Energy otc stock current value and its past values and can show if there is a momentum factor associated with investing in Sintana Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sintana OTC Stock
Sintana Energy financial ratios help investors to determine whether Sintana 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 Sintana with respect to the benefits of owning Sintana Energy security.