Tullow Oil Plc Stock Market Value
| TUWLF Stock | USD 0.27 0.02 6.90% |
| Symbol | Tullow |
Tullow 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 Tullow Oil'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 Tullow Oil.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Tullow Oil on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Tullow Oil plc or generate 0.0% return on investment in Tullow Oil over 30 days. Tullow Oil is related to or competes with Dno ASA, PetroShale, Horizon Oil, Enwell Energy, Rockhopper Exploration, San Leon, and Questerre Energy. Tullow Oil plc engages in the oil and gas exploration, development, and production activities primarily in Africa and So... More
Tullow 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 Tullow Oil'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 Tullow Oil plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.54 | |||
| Information Ratio | 0.0099 | |||
| Maximum Drawdown | 52.75 | |||
| Value At Risk | (14.71) | |||
| Potential Upside | 14.81 |
Tullow Oil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tullow Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tullow Oil's standard deviation. In reality, there are many statistical measures that can use Tullow Oil historical prices to predict the future Tullow Oil's volatility.| Risk Adjusted Performance | 0.0274 | |||
| Jensen Alpha | 0.1658 | |||
| Total Risk Alpha | (0.72) | |||
| Sortino Ratio | 0.004 | |||
| Treynor Ratio | 2.73 |
Tullow Oil plc Backtested Returns
At this point, Tullow Oil is out of control. Tullow Oil plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0168, which indicates the firm had a 0.0168 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tullow Oil plc, which you can use to evaluate the volatility of the company. Please validate Tullow Oil's Semi Deviation of 6.12, risk adjusted performance of 0.0274, and Coefficient Of Variation of 4547.87 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Tullow Oil has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.0629, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tullow Oil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tullow Oil is expected to be smaller as well. Tullow Oil plc right now has a risk of 8.73%. Please validate Tullow Oil maximum drawdown, as well as the relationship between the expected short fall and day median price , to decide if Tullow Oil will be following its existing price patterns.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Tullow Oil plc has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Tullow Oil time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Tullow Oil plc price movement. The serial correlation of -0.78 indicates that around 78.0% of current Tullow Oil price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tullow Oil plc lagged returns against current returns
Autocorrelation, which is Tullow Oil 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 Tullow Oil's pink sheet expected returns. We can calculate the autocorrelation of Tullow Oil returns to help us make a trade decision. For example, suppose you find that Tullow Oil 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 |
Tullow 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 Tullow Oil pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tullow Oil pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tullow Oil pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tullow Oil Lagged Returns
When evaluating Tullow Oil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tullow Oil pink sheet have on its future price. Tullow 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, Tullow Oil autocorrelation shows the relationship between Tullow Oil pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tullow Oil plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Tullow Pink Sheet
Tullow Oil financial ratios help investors to determine whether Tullow Pink Sheet 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 Tullow with respect to the benefits of owning Tullow Oil security.