Saturn Oil Gas Stock Market Value
| SOIL Stock | 2.32 0.02 0.85% |
| Symbol | Saturn |
Saturn Oil Gas Price To Book Ratio
Saturn Oil '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 Saturn Oil's 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 Saturn Oil.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Saturn Oil on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Saturn Oil Gas or generate 0.0% return on investment in Saturn Oil over 30 days. Saturn Oil is related to or competes with Greenfire Resources, PetroTal Corp, Obsidian Energy, Logan Energy, Total Energy, Benchmark Metals, and Frontera Energy. Saturn Oil is entity of Canada. It is traded as Stock on TO exchange. More
Saturn Oil 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 Saturn Oil's 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 Saturn Oil Gas upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 12.79 | |||
| Value At Risk | (4.25) | |||
| Potential Upside | 3.56 |
Saturn Oil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saturn Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saturn Oil's standard deviation. In reality, there are many statistical measures that can use Saturn Oil historical prices to predict the future Saturn Oil's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | (0.91) |
Saturn Oil Gas Backtested Returns
Saturn Oil Gas owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the firm had a -0.11 % return per unit of risk over the last 3 months. Saturn Oil Gas exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saturn Oil's Coefficient Of Variation of (1,005), risk adjusted performance of (0.06), and Variance of 6.22 to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saturn Oil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saturn Oil is expected to be smaller as well. At this point, Saturn Oil Gas has a negative expected return of -0.28%. Please make sure to validate Saturn Oil's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Saturn Oil Gas performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.7 |
Very good reverse predictability
Saturn Oil Gas has very good reverse predictability. Overlapping area represents the amount of predictability between Saturn Oil time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 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 Saturn Oil Gas price movement. The serial correlation of -0.7 indicates that around 70.0% of current Saturn Oil price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Saturn Oil Gas lagged returns against current returns
Autocorrelation, which is Saturn Oil 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 Saturn Oil's stock expected returns. We can calculate the autocorrelation of Saturn Oil returns to help us make a trade decision. For example, suppose you find that Saturn Oil has exhibited high autocorrelation historically, and you observe that the 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 |
Saturn Oil 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 Saturn Oil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saturn Oil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saturn Oil stock over time.
Current vs Lagged Prices |
| Timeline |
Saturn Oil Lagged Returns
When evaluating Saturn Oil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saturn Oil stock have on its future price. Saturn Oil 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, Saturn Oil autocorrelation shows the relationship between Saturn Oil stock current value and its past values and can show if there is a momentum factor associated with investing in Saturn Oil Gas.
Regressed Prices |
| Timeline |
Pair Trading with Saturn Oil
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Saturn Oil position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Saturn Oil will appreciate offsetting losses from the drop in the long position's value.Moving against Saturn Stock
| 0.55 | MAXQ | Maritime Launch Services | PairCorr |
| 0.5 | NPTH | NeuPath Health | PairCorr |
| 0.48 | EOG | Eco Atlantic Oil | PairCorr |
| 0.48 | POW | Power | PairCorr |
| 0.45 | SAP | Saputo Inc | PairCorr |
The ability to find closely correlated positions to Saturn Oil could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Saturn Oil when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Saturn Oil - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Saturn Oil Gas to buy it.
The correlation of Saturn Oil is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Saturn Oil moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Saturn Oil Gas moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Saturn Oil can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Saturn Stock
Saturn Oil financial ratios help investors to determine whether Saturn 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 Saturn with respect to the benefits of owning Saturn Oil security.