Blue Earth Resources Stock Market Value
| BERI Stock | USD 0.03 0 12.50% |
| Symbol | Blue |
Blue Earth '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 Blue Earth'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 Blue Earth.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Blue Earth on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Blue Earth Resources or generate 0.0% return on investment in Blue Earth over 90 days. Blue Earth is related to or competes with Delek Energy, PBF Energy, HF Sinclair, Delek Logistics, Valero Energy, CVR Energy, and Phillips. Blue Earth Resources, Inc., through its subsidiary, PetroResources, Inc., engages in the acquisition and asset managemen... More
Blue Earth 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 Blue Earth'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 Blue Earth Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 27.66 | |||
| Information Ratio | 0.1231 | |||
| Maximum Drawdown | 171.43 | |||
| Value At Risk | (24.32) | |||
| Potential Upside | 32.14 |
Blue Earth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Blue Earth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Blue Earth's standard deviation. In reality, there are many statistical measures that can use Blue Earth historical prices to predict the future Blue Earth's volatility.| Risk Adjusted Performance | 0.1074 | |||
| Jensen Alpha | 2.55 | |||
| Total Risk Alpha | 5.89 | |||
| Sortino Ratio | 0.0951 | |||
| Treynor Ratio | 6.93 |
Blue Earth Resources Backtested Returns
Blue Earth is out of control given 3 months investment horizon. Blue Earth Resources secures Sharpe Ratio (or Efficiency) of 0.0769, which signifies that the company had a 0.0769 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.58% are justified by taking the suggested risk. Use Blue Earth Mean Deviation of 9.71, risk adjusted performance of 0.1074, and Downside Deviation of 27.66 to evaluate company specific risk that cannot be diversified away. Blue Earth holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Blue Earth's returns are expected to increase less than the market. However, during the bear market, the loss of holding Blue Earth is expected to be smaller as well. Use Blue Earth maximum drawdown and the relationship between the semi variance and price action indicator , to analyze future returns on Blue Earth.
Auto-correlation | 0.24 |
Weak predictability
Blue Earth Resources has weak predictability. Overlapping area represents the amount of predictability between Blue Earth time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th of March 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 Blue Earth Resources price movement. The serial correlation of 0.24 indicates that over 24.0% of current Blue Earth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Blue Earth Resources lagged returns against current returns
Autocorrelation, which is Blue Earth 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 Blue Earth's pink sheet expected returns. We can calculate the autocorrelation of Blue Earth returns to help us make a trade decision. For example, suppose you find that Blue Earth 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 |
Blue Earth 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 Blue Earth pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Blue Earth pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Blue Earth pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Blue Earth Lagged Returns
When evaluating Blue Earth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Blue Earth pink sheet have on its future price. Blue Earth 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, Blue Earth autocorrelation shows the relationship between Blue Earth pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Blue Earth Resources.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Blue Pink Sheet
Blue Earth financial ratios help investors to determine whether Blue 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 Blue with respect to the benefits of owning Blue Earth security.