Petrofrontier Corp Stock Market Value
| PFC Stock | CAD 0.03 0.01 20.00% |
| Symbol | PetroFrontier |
PetroFrontier Corp '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 PetroFrontier Corp'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 PetroFrontier Corp.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in PetroFrontier Corp on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding PetroFrontier Corp or generate 0.0% return on investment in PetroFrontier Corp over 90 days. PetroFrontier Corp is related to or competes with Theralase Technologies, Northstar Clean, Sparx Technology, Firan Technology, Osisko Metals, Canso Select, and California Nanotechnologies. It focuses on developing two Mannville heavy oil plays in the Cold Lake and Wabasca areas of Alberta More
PetroFrontier Corp 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 PetroFrontier Corp'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 PetroFrontier Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 30.43 | |||
| Information Ratio | 0.0904 | |||
| Maximum Drawdown | 75.0 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
PetroFrontier Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PetroFrontier Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PetroFrontier Corp's standard deviation. In reality, there are many statistical measures that can use PetroFrontier Corp historical prices to predict the future PetroFrontier Corp's volatility.| Risk Adjusted Performance | 0.0797 | |||
| Jensen Alpha | 2.52 | |||
| Total Risk Alpha | 4.76 | |||
| Sortino Ratio | 0.0584 | |||
| Treynor Ratio | 0.2472 |
PetroFrontier Corp Backtested Returns
PetroFrontier Corp is out of control given 3 months investment horizon. PetroFrontier Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.27% are justified by taking the suggested risk. Use PetroFrontier Corp Coefficient Of Variation of 1187.67, semi deviation of 15.0, and Risk Adjusted Performance of 0.0797 to evaluate company specific risk that cannot be diversified away. PetroFrontier Corp holds a performance score of 9 on a scale of zero to a hundred. The company holds a Beta of 6.65, which implies 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, PetroFrontier Corp will likely underperform. Use PetroFrontier Corp potential upside, as well as the relationship between the skewness and day median price , to analyze future returns on PetroFrontier Corp.
Auto-correlation | -0.01 |
Very weak reverse predictability
PetroFrontier Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between PetroFrontier Corp time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 PetroFrontier Corp price movement. The serial correlation of -0.01 indicates that just 1.0% of current PetroFrontier Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PetroFrontier Corp lagged returns against current returns
Autocorrelation, which is PetroFrontier Corp 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 PetroFrontier Corp's stock expected returns. We can calculate the autocorrelation of PetroFrontier Corp returns to help us make a trade decision. For example, suppose you find that PetroFrontier Corp 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 |
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PetroFrontier Corp 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 PetroFrontier Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PetroFrontier Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PetroFrontier Corp stock over time.
Current vs Lagged Prices |
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PetroFrontier Corp Lagged Returns
When evaluating PetroFrontier Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PetroFrontier Corp stock have on its future price. PetroFrontier Corp 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, PetroFrontier Corp autocorrelation shows the relationship between PetroFrontier Corp stock current value and its past values and can show if there is a momentum factor associated with investing in PetroFrontier Corp.
Regressed Prices |
| Timeline |
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Additional Tools for PetroFrontier Stock Analysis
When running PetroFrontier Corp's price analysis, check to measure PetroFrontier Corp'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 PetroFrontier Corp is operating at the current time. Most of PetroFrontier Corp's value examination focuses on studying past and present price action to predict the probability of PetroFrontier Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PetroFrontier Corp's price. Additionally, you may evaluate how the addition of PetroFrontier Corp to your portfolios can decrease your overall portfolio volatility.