Falcon Energy Materials Stock Market Value
| FLCN Stock | 0.85 0.02 2.41% |
| Symbol | Falcon |
Falcon Energy '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 Falcon Energy'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 Falcon Energy.
| 12/11/2022 |
| 11/30/2024 |
If you would invest 0.00 in Falcon Energy on December 11, 2022 and sell it all today you would earn a total of 0.00 from holding Falcon Energy Materials or generate 0.0% return on investment in Falcon Energy over 720 days. Falcon Energy is related to or competes with Canaf Investments. Falcon Energy is entity of Canada. It is traded as Stock on V exchange. More
Falcon Energy 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 Falcon Energy'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 Falcon Energy Materials upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.07 | |||
| Information Ratio | 0.0854 | |||
| Maximum Drawdown | 21.3 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 7.35 |
Falcon Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcon Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Energy's standard deviation. In reality, there are many statistical measures that can use Falcon Energy historical prices to predict the future Falcon Energy's volatility.| Risk Adjusted Performance | 0.0991 | |||
| Jensen Alpha | 0.4485 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0862 | |||
| Treynor Ratio | 2.06 |
Falcon Energy Materials Backtested Returns
Falcon Energy appears to be abnormally volatile, given 3 months investment horizon. Falcon Energy Materials secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Falcon Energy Materials, which you can use to evaluate the volatility of the firm. Please utilize Falcon Energy's Downside Deviation of 4.07, mean deviation of 2.91, and Coefficient Of Variation of 840.5 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Falcon Energy holds a performance score of 8. The firm shows a Beta (market volatility) of 0.23, which means not very significant fluctuations relative to the market. As returns on the market increase, Falcon Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Falcon Energy is expected to be smaller as well. Please check Falcon Energy's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Falcon Energy's price patterns will revert.
Auto-correlation | 0.18 |
Very weak predictability
Falcon Energy Materials has very weak predictability. Overlapping area represents the amount of predictability between Falcon Energy time series from 11th of December 2022 to 6th of December 2023 and 6th of December 2023 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Falcon Energy Materials price movement. The serial correlation of 0.18 indicates that over 18.0% of current Falcon Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Falcon Energy Materials lagged returns against current returns
Autocorrelation, which is Falcon Energy 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 Falcon Energy's stock expected returns. We can calculate the autocorrelation of Falcon Energy returns to help us make a trade decision. For example, suppose you find that Falcon Energy 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 |
Falcon Energy 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 Falcon Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Falcon Energy Lagged Returns
When evaluating Falcon Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcon Energy stock have on its future price. Falcon Energy 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, Falcon Energy autocorrelation shows the relationship between Falcon Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Falcon Energy Materials.
Regressed Prices |
| Timeline |
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Additional Tools for Falcon Stock Analysis
When running Falcon Energy's price analysis, check to measure Falcon Energy'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 Falcon Energy is operating at the current time. Most of Falcon Energy's value examination focuses on studying past and present price action to predict the probability of Falcon Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Falcon Energy's price. Additionally, you may evaluate how the addition of Falcon Energy to your portfolios can decrease your overall portfolio volatility.