Alligator Energy Limited Stock Market Value
| ALGEF Stock | USD 0.02 0.0008 3.51% |
| Symbol | Alligator |
Alligator 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 Alligator 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 Alligator Energy.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Alligator Energy on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Alligator Energy Limited or generate 0.0% return on investment in Alligator Energy over 30 days. Alligator Energy is related to or competes with IGO, Mineral Res, and Adriatic Metals. Alligator Energy Limited engages in the mineral exploration activities in Australia and Italy More
Alligator 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 Alligator 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 Alligator Energy Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 53.6 | |||
| Value At Risk | (14.09) | |||
| Potential Upside | 11.76 |
Alligator Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alligator Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alligator Energy's standard deviation. In reality, there are many statistical measures that can use Alligator Energy historical prices to predict the future Alligator Energy's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (1.56) | |||
| Treynor Ratio | 0.817 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alligator 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.
Alligator Energy Backtested Returns
Alligator Energy secures Sharpe Ratio (or Efficiency) of -0.0704, which signifies that the company had a -0.0704% return per unit of risk over the last 3 months. Alligator Energy Limited exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alligator Energy's Risk Adjusted Performance of (0.04), mean deviation of 4.7, and Standard Deviation of 7.98 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Alligator Energy are expected to decrease at a much lower rate. During the bear market, Alligator Energy is likely to outperform the market. At this point, Alligator Energy has a negative expected return of -0.57%. Please make sure to confirm Alligator Energy's jensen alpha and the relationship between the potential upside and day typical price , to decide if Alligator Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.44 |
Average predictability
Alligator Energy Limited has average predictability. Overlapping area represents the amount of predictability between Alligator Energy time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 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 Alligator Energy price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Alligator Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Alligator Energy lagged returns against current returns
Autocorrelation, which is Alligator 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 Alligator Energy's pink sheet expected returns. We can calculate the autocorrelation of Alligator Energy returns to help us make a trade decision. For example, suppose you find that Alligator 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 |
Alligator 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 Alligator Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alligator 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 Alligator Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Alligator Energy Lagged Returns
When evaluating Alligator Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alligator Energy pink sheet have on its future price. Alligator 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, Alligator Energy autocorrelation shows the relationship between Alligator Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Alligator Energy Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Alligator Pink Sheet
Alligator Energy financial ratios help investors to determine whether Alligator Pink Sheet 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 Alligator with respect to the benefits of owning Alligator Energy security.