Falcon Oil (UK) Market Value
| FOG Stock | 5.75 0.37 6.88% |
| Symbol | Falcon |
Falcon 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 Falcon 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 Falcon Oil.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Falcon Oil on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Falcon Oil Gas or generate 0.0% return on investment in Falcon Oil over 90 days. Falcon Oil is related to or competes with Learning Technologies, Hochschild Mining, Roper Technologies, Metals Exploration, Concurrent Technologies, Wheaton Precious, and Light Science. Falcon Oil is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Falcon 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 Falcon 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 Falcon Oil Gas upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.76 | |||
| Information Ratio | 0.128 | |||
| Maximum Drawdown | 34.6 | |||
| Value At Risk | (6.90) | |||
| Potential Upside | 8.7 |
Falcon Oil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcon Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Oil's standard deviation. In reality, there are many statistical measures that can use Falcon Oil historical prices to predict the future Falcon Oil's volatility.| Risk Adjusted Performance | 0.104 | |||
| Jensen Alpha | 0.5665 | |||
| Total Risk Alpha | 1.27 | |||
| Sortino Ratio | 0.1464 | |||
| Treynor Ratio | (2.94) |
Falcon Oil Gas Backtested Returns
Falcon Oil appears to be unstable, given 3 months investment horizon. Falcon Oil Gas secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. By reviewing Falcon Oil's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please utilize Falcon Oil's Mean Deviation of 3.56, downside deviation of 4.76, and Coefficient Of Variation of 910.47 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Falcon Oil holds a performance score of 9. The firm shows a Beta (market volatility) of -0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Falcon Oil are expected to decrease at a much lower rate. During the bear market, Falcon Oil is likely to outperform the market. Please check Falcon Oil's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Falcon Oil's price patterns will revert.
Auto-correlation | -0.82 |
Excellent reverse predictability
Falcon Oil Gas has excellent reverse predictability. Overlapping area represents the amount of predictability between Falcon Oil time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Falcon Oil Gas price movement. The serial correlation of -0.82 indicates that around 82.0% of current Falcon Oil price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Falcon Oil Gas lagged returns against current returns
Autocorrelation, which is Falcon 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 Falcon Oil's stock expected returns. We can calculate the autocorrelation of Falcon Oil returns to help us make a trade decision. For example, suppose you find that Falcon 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 |
Falcon 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 Falcon Oil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Oil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Oil stock over time.
Current vs Lagged Prices |
| Timeline |
Falcon Oil Lagged Returns
When evaluating Falcon Oil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcon Oil stock have on its future price. Falcon 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, Falcon Oil autocorrelation shows the relationship between Falcon Oil stock current value and its past values and can show if there is a momentum factor associated with investing in Falcon Oil Gas.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in Falcon Stock
Falcon Oil financial ratios help investors to determine whether Falcon Stock 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 Falcon with respect to the benefits of owning Falcon Oil security.