Oracle Power (Germany) Market Value
| 9OC Stock | 0 0.00 0.00% |
| Symbol | Oracle |
Oracle Power '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 Oracle Power'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 Oracle Power.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Oracle Power on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Oracle Power plc or generate 0.0% return on investment in Oracle Power over 30 days.
Oracle Power 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 Oracle Power'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 Oracle Power plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 52.44 | |||
| Information Ratio | 0.1837 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Oracle Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oracle Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oracle Power's standard deviation. In reality, there are many statistical measures that can use Oracle Power historical prices to predict the future Oracle Power's volatility.| Risk Adjusted Performance | 0.159 | |||
| Jensen Alpha | 8.38 | |||
| Total Risk Alpha | 7.31 | |||
| Sortino Ratio | 0.1584 | |||
| Treynor Ratio | (2.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Oracle Power'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.
Oracle Power plc Backtested Returns
Oracle Power is out of control given 3 months investment horizon. Oracle Power plc maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the firm had a 0.2% return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-five different technical indicators, which can help you to evaluate if expected returns of 8.47% are justified by taking the suggested risk. Use Oracle Power Semi Deviation of 22.38, coefficient of variation of 542.64, and Risk Adjusted Performance of 0.159 to evaluate company specific risk that cannot be diversified away. Oracle Power holds a performance score of 15 on a scale of zero to a hundred. The company holds a Beta of -3.14, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Oracle Power are expected to decrease by larger amounts. On the other hand, during market turmoil, Oracle Power is expected to outperform it. Use Oracle Power downside deviation, treynor ratio, expected short fall, as well as the relationship between the jensen alpha and potential upside , to analyze future returns on Oracle Power.
Auto-correlation | 0.00 |
No correlation between past and present
Oracle Power plc has no correlation between past and present. Overlapping area represents the amount of predictability between Oracle Power time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th 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 Oracle Power plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Oracle Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Oracle Power plc lagged returns against current returns
Autocorrelation, which is Oracle Power 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 Oracle Power's stock expected returns. We can calculate the autocorrelation of Oracle Power returns to help us make a trade decision. For example, suppose you find that Oracle Power 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 |
Oracle Power 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 Oracle Power stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oracle Power stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oracle Power stock over time.
Current vs Lagged Prices |
| Timeline |
Oracle Power Lagged Returns
When evaluating Oracle Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oracle Power stock have on its future price. Oracle Power 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, Oracle Power autocorrelation shows the relationship between Oracle Power stock current value and its past values and can show if there is a momentum factor associated with investing in Oracle Power plc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Oracle Stock Analysis
When running Oracle Power's price analysis, check to measure Oracle Power'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 Oracle Power is operating at the current time. Most of Oracle Power's value examination focuses on studying past and present price action to predict the probability of Oracle Power's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oracle Power's price. Additionally, you may evaluate how the addition of Oracle Power to your portfolios can decrease your overall portfolio volatility.