Invictus Energy Limited Stock Market Value
| IVCTF Stock | USD 0.05 0.0007 1.56% |
| Symbol | Invictus |
Invictus 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 Invictus Energy's otc 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 Invictus Energy.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Invictus Energy on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Invictus Energy Limited or generate 0.0% return on investment in Invictus Energy over 90 days. Invictus Energy is related to or competes with Sintana Energy, Journey Energy, Frontera Energy, Eco (Atlantic), Pantheon Resources, and Coelacanth Energy. Invictus Energy Limited, an independent upstream oil and gas company, engages in the exploration and appraisal of the Ca... More
Invictus 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 Invictus Energy's otc 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 Invictus Energy Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.2 | |||
| Information Ratio | 0.0696 | |||
| Maximum Drawdown | 43.24 | |||
| Value At Risk | (13.04) | |||
| Potential Upside | 17.95 |
Invictus Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invictus Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invictus Energy's standard deviation. In reality, there are many statistical measures that can use Invictus Energy historical prices to predict the future Invictus Energy's volatility.| Risk Adjusted Performance | 0.0605 | |||
| Jensen Alpha | 0.7832 | |||
| Total Risk Alpha | 1.72 | |||
| Sortino Ratio | 0.071 | |||
| Treynor Ratio | 0.2475 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invictus Energy'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.
Invictus Energy Backtested Returns
Invictus Energy appears to be out of control, given 3 months investment horizon. Invictus Energy holds Efficiency (Sharpe) Ratio of 0.059, which attests that the entity had a 0.059 % return per unit of risk over the last 3 months. By evaluating Invictus Energy's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please utilize Invictus Energy's Risk Adjusted Performance of 0.0605, downside deviation of 9.2, and Market Risk Adjusted Performance of 0.2575 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Invictus Energy holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 2.2, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Invictus Energy will likely underperform. Please check Invictus Energy's value at risk and the relationship between the expected short fall and market facilitation index , to make a quick decision on whether Invictus Energy's current trending patterns will revert.
Auto-correlation | 0.20 |
Weak predictability
Invictus Energy Limited has weak predictability. Overlapping area represents the amount of predictability between Invictus Energy time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Invictus Energy price movement. The serial correlation of 0.2 indicates that over 20.0% of current Invictus Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Invictus Energy lagged returns against current returns
Autocorrelation, which is Invictus Energy otc 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 Invictus Energy's otc stock expected returns. We can calculate the autocorrelation of Invictus Energy returns to help us make a trade decision. For example, suppose you find that Invictus Energy has exhibited high autocorrelation historically, and you observe that the otc 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 |
Invictus 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 Invictus Energy otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invictus Energy otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invictus Energy otc stock over time.
Current vs Lagged Prices |
| Timeline |
Invictus Energy Lagged Returns
When evaluating Invictus Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invictus Energy otc stock have on its future price. Invictus 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, Invictus Energy autocorrelation shows the relationship between Invictus Energy otc stock current value and its past values and can show if there is a momentum factor associated with investing in Invictus Energy Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Invictus OTC Stock
Invictus Energy financial ratios help investors to determine whether Invictus OTC 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 Invictus with respect to the benefits of owning Invictus Energy security.