Origin Energy Ltd Stock Market Value
| OGFGY Stock | USD 6.35 0.16 2.46% |
| Symbol | Origin |
Origin 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 Origin Energy'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 Origin Energy.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Origin Energy on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Origin Energy Ltd or generate 0.0% return on investment in Origin Energy over 90 days. Origin Energy is related to or competes with BP Plc, China Petroleum, TotalEnergies, Shell PLC, PetroChina, Equinor ASA, and Eni SPA. Origin Energy Limited, an integrated energy company, engages in the exploration and production of natural gas, electrici... More
Origin 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 Origin Energy'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 Origin Energy Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0293 | |||
| Maximum Drawdown | 10.61 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 3.52 |
Origin Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Origin Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Origin Energy's standard deviation. In reality, there are many statistical measures that can use Origin Energy historical prices to predict the future Origin Energy's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.2341 | |||
| Treynor Ratio | (0.23) |
Origin Energy Backtested Returns
Origin Energy maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Origin Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Origin Energy's Risk Adjusted Performance of (0.01), coefficient of variation of (6,537), and Variance of 4.93 to confirm the risk estimate we provide. The company holds a Beta of 0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, Origin Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Origin Energy is expected to be smaller as well. At this point, Origin Energy has a negative expected return of -0.0126%. Please make sure to check Origin Energy's standard deviation, potential upside, as well as the relationship between the Potential Upside and day typical price , to decide if Origin Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.46 |
Average predictability
Origin Energy Ltd has average predictability. Overlapping area represents the amount of predictability between Origin Energy time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Origin Energy price movement. The serial correlation of 0.46 indicates that about 46.0% of current Origin Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Origin Energy lagged returns against current returns
Autocorrelation, which is Origin Energy 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 Origin Energy's pink sheet expected returns. We can calculate the autocorrelation of Origin Energy returns to help us make a trade decision. For example, suppose you find that Origin Energy 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 |
Origin 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 Origin Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Origin Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Origin Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Origin Energy Lagged Returns
When evaluating Origin Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Origin Energy pink sheet have on its future price. Origin 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, Origin Energy autocorrelation shows the relationship between Origin Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Origin Energy Ltd.
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.Additional Tools for Origin Pink Sheet Analysis
When running Origin Energy's price analysis, check to measure Origin 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 Origin Energy is operating at the current time. Most of Origin Energy's value examination focuses on studying past and present price action to predict the probability of Origin 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 Origin Energy's price. Additionally, you may evaluate how the addition of Origin Energy to your portfolios can decrease your overall portfolio volatility.