Cabot Oil's market value is the price at which a share of Cabot Oil trades on a public exchange. It measures the collective expectations of Cabot Oil Gas investors about its performance. Cabot Oil is trading at 584.66 as of the 27th of March 2025; that is 11.36% increase since the beginning of the trading day. The stock's open price was 525.0.
With this module, you can estimate the performance of a buy and hold strategy of Cabot Oil Gas and determine expected loss or profit from investing in Cabot Oil over a given investment horizon. Check out Cabot Oil Correlation, Cabot Oil Volatility and Cabot Oil Alpha and Beta module to complement your research on Cabot Oil.
Please note, there is a significant difference between Cabot Oil's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cabot Oil is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cabot Oil's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Cabot 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 Cabot 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 Cabot Oil.
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12/27/2024
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In 3 months and 1 day
03/27/2025
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If you would invest 0.00 in Cabot Oil on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding Cabot Oil Gas or generate 0.0% return on investment in Cabot Oil over 90 days. Cabot Oil is related to or competes with GMxico Transportes, KB Home, Air Transport, Martin Marietta, Southern Copper, McEwen Mining, and Micron Technology. Cabot Oil Gas Corporation, an independent oil and gas company, explores for, exploits, develops, produces, and markets n... More
Cabot 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 Cabot 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 Cabot Oil Gas upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cabot Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cabot Oil's standard deviation. In reality, there are many statistical measures that can use Cabot Oil historical prices to predict the future Cabot Oil's volatility.
Cabot Oil appears to be very steady, given 3 months investment horizon. Cabot Oil Gas secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Cabot Oil Gas, which you can use to evaluate the volatility of the firm. Please makes use of Cabot Oil's mean deviation of 1.07, and Risk Adjusted Performance of 0.1206 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cabot Oil holds a performance score of 11. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cabot Oil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cabot Oil is expected to be smaller as well. Please check Cabot Oil's mean deviation, jensen alpha, potential upside, as well as the relationship between the standard deviation and treynor ratio , to make a quick decision on whether Cabot Oil's price patterns will revert.
Auto-correlation
-0.74
Almost perfect reverse predictability
Cabot Oil Gas has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Cabot Oil time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 Cabot Oil Gas price movement. The serial correlation of -0.74 indicates that around 74.0% of current Cabot Oil price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.74
Spearman Rank Test
-0.58
Residual Average
0.0
Price Variance
878.72
Cabot Oil Gas lagged returns against current returns
Autocorrelation, which is Cabot 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 Cabot Oil's stock expected returns. We can calculate the autocorrelation of Cabot Oil returns to help us make a trade decision. For example, suppose you find that Cabot 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
Cabot 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 Cabot Oil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cabot Oil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cabot Oil stock over time.
Current vs Lagged Prices
Timeline
Cabot Oil Lagged Returns
When evaluating Cabot Oil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cabot Oil stock have on its future price. Cabot 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, Cabot Oil autocorrelation shows the relationship between Cabot Oil stock current value and its past values and can show if there is a momentum factor associated with investing in Cabot Oil Gas.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Cabot Oil's price analysis, check to measure Cabot Oil'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 Cabot Oil is operating at the current time. Most of Cabot Oil's value examination focuses on studying past and present price action to predict the probability of Cabot Oil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cabot Oil's price. Additionally, you may evaluate how the addition of Cabot Oil to your portfolios can decrease your overall portfolio volatility.