The Reserve Petroleum Stock Market Value
| RSRV Stock | USD 175.00 7.65 4.57% |
| 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.
| 02/23/2024 |
| 04/23/2024 |
If you would invest 0.00 in Reserve Petroleum on February 23, 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 60 days. Reserve Petroleum is related to or competes with Indo Tambangraya, Bukit Asam, Geo Energy, Yancoal Australia, New HopeLtd, Thungela Resources, and Whitehaven Coal. 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 | 5.93 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.47 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 4.57 |
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 | 0.017 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0615 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Reserve Petroleum'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.
Reserve Petroleum Backtested Returns
We consider Reserve Petroleum very steady. Reserve Petroleum maintains Sharpe Ratio (i.e., Efficiency) of 0.0159, which implies the firm had a 0.0159% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Reserve Petroleum, which you can use to evaluate the volatility of the company. Please check Reserve Petroleum's Coefficient Of Variation of 6478.5, market risk adjusted performance of 0.0715, and Semi Deviation of 1.73 to confirm if the risk estimate we provide is consistent with the expected return of 0.0397%. Reserve Petroleum has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.44, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Reserve Petroleum's returns are expected to increase less than the market. However, during the bear market, the loss of holding Reserve Petroleum is expected to be smaller as well. Reserve Petroleum right now holds a risk of 2.49%. 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 | -0.01 |
Very weak reverse predictability
The Reserve Petroleum has very weak reverse predictability. Overlapping area represents the amount of predictability between Reserve Petroleum time series from 23rd of February 2024 to 24th of March 2024 and 24th of March 2024 to 23rd of April 2024. 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 -0.01 indicates that just 1.0% of current Reserve Petroleum price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 22.18 |
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 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Reserve Petroleum in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Reserve Petroleum's short interest history, or implied volatility extrapolated from Reserve Petroleum options trading.
Currently Active Assets on Macroaxis
Check out Reserve Petroleum Correlation, Reserve Petroleum Volatility and Reserve Petroleum Alpha and Beta module to complement your research on Reserve Petroleum. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Complementary 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.
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Reserve Petroleum technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.