The Reserve Petroleum Stock Market Value
| RSRV Stock | USD 171.00 1.35 0.78% |
| Symbol | Reserve |
Reserve Petroleum '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 Reserve Petroleum'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 Reserve Petroleum.
| 11/20/2024 |
| 02/18/2025 |
If you would invest 0.00 in Reserve Petroleum on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding The Reserve Petroleum or generate 0.0% return on investment in Reserve Petroleum over 90 days. Reserve Petroleum is related to or competes with Petrus Resources, PetroShale, Pieridae Energy, Questerre Energy, FAR, San Leon, and Enwell Energy. The Reserve Petroleum Company, an independent oil and gas company, engages in the oil and natural gas exploration and de... More
Reserve Petroleum 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 Reserve Petroleum'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 The Reserve Petroleum upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.81 | |||
| Information Ratio | 0.0481 | |||
| Maximum Drawdown | 14.04 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 3.9 |
Reserve Petroleum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reserve Petroleum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reserve Petroleum's standard deviation. In reality, there are many statistical measures that can use Reserve Petroleum historical prices to predict the future Reserve Petroleum's volatility.| Risk Adjusted Performance | 0.0444 | |||
| Jensen Alpha | 0.1207 | |||
| Total Risk Alpha | 0.1163 | |||
| Sortino Ratio | 0.0313 | |||
| Treynor Ratio | (0.28) |
Reserve Petroleum Backtested Returns
At this stage we consider Reserve Pink Sheet to be very steady. Reserve Petroleum maintains Sharpe Ratio (i.e., Efficiency) of 0.0567, which implies the firm had a 0.0567 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Reserve Petroleum, which you can use to evaluate the volatility of the company. Please check Reserve Petroleum's Semi Deviation of 1.51, coefficient of variation of 1902.47, and Market Risk Adjusted Performance of (0.27) to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Reserve Petroleum has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of -0.43, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Reserve Petroleum are expected to decrease at a much lower rate. During the bear market, Reserve Petroleum is likely to outperform the market. Reserve Petroleum right now holds a risk of 2.52%. Please check Reserve Petroleum sortino ratio, as well as the relationship between the semi variance and day median price , to decide if Reserve Petroleum will be following its historical price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
The Reserve Petroleum has virtually no predictability. Overlapping area represents the amount of predictability between Reserve Petroleum time series from 20th of November 2024 to 4th of January 2025 and 4th of January 2025 to 18th of February 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 Reserve Petroleum price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Reserve Petroleum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 29.72 |
Reserve Petroleum lagged returns against current returns
Autocorrelation, which is Reserve Petroleum 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 Reserve Petroleum's pink sheet expected returns. We can calculate the autocorrelation of Reserve Petroleum returns to help us make a trade decision. For example, suppose you find that Reserve Petroleum 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 |
Reserve Petroleum 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 Reserve Petroleum pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reserve Petroleum pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reserve Petroleum pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Reserve Petroleum Lagged Returns
When evaluating Reserve Petroleum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reserve Petroleum pink sheet have on its future price. Reserve Petroleum 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, Reserve Petroleum autocorrelation shows the relationship between Reserve Petroleum pink sheet current value and its past values and can show if there is a momentum factor associated with investing in The Reserve Petroleum.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Reserve Pink Sheet Analysis
When running Reserve Petroleum's price analysis, check to measure Reserve Petroleum'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 Reserve Petroleum is operating at the current time. Most of Reserve Petroleum's value examination focuses on studying past and present price action to predict the probability of Reserve Petroleum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Reserve Petroleum's price. Additionally, you may evaluate how the addition of Reserve Petroleum to your portfolios can decrease your overall portfolio volatility.