San Juan Basin Stock Market Value
| SJT Stock | USD 4.51 0.42 10.27% |
| Symbol | San |
San Juan Basin Price To Book Ratio
Is Oil & Gas Exploration & Production space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of San Juan. If investors know San will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about San Juan listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.89) | Earnings Share 0.19 | Revenue Per Share 0.269 | Quarterly Revenue Growth (0.91) | Return On Assets 0.8523 |
The market value of San Juan Basin is measured differently than its book value, which is the value of San that is recorded on the company's balance sheet. Investors also form their own opinion of San Juan's value that differs from its market value or its book value, called intrinsic value, which is San Juan's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because San Juan's market value can be influenced by many factors that don't directly affect San Juan's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between San Juan's value and its price as these two are different measures arrived at by different means. Investors typically determine if San Juan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, San Juan's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
San Juan '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 San Juan'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 San Juan.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in San Juan on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding San Juan Basin or generate 0.0% return on investment in San Juan over 30 days. San Juan is related to or competes with Sabine Royalty, Permian Basin, Cross Timbers, Mesa Royalty, and BP Prudhoe. San Juan Basin Royalty Trust operates as an express trust in Texas More
San Juan 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 San Juan'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 San Juan Basin upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.1178 | |||
| Maximum Drawdown | 10.7 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 5.88 |
San Juan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for San Juan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as San Juan's standard deviation. In reality, there are many statistical measures that can use San Juan historical prices to predict the future San Juan's volatility.| Risk Adjusted Performance | 0.1315 | |||
| Jensen Alpha | 0.3517 | |||
| Total Risk Alpha | 0.0227 | |||
| Sortino Ratio | 0.1647 | |||
| Treynor Ratio | 0.5341 |
San Juan Basin Backtested Returns
San Juan appears to be somewhat reliable, given 3 months investment horizon. San Juan Basin owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2% return per unit of risk over the last 3 months. By inspecting San Juan's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please review San Juan's Risk Adjusted Performance of 0.1315, semi deviation of 1.72, and Coefficient Of Variation of 616.78 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, San Juan holds a performance score of 15. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, San Juan's returns are expected to increase less than the market. However, during the bear market, the loss of holding San Juan is expected to be smaller as well. Please check San Juan's potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether San Juan's existing price patterns will revert.
Auto-correlation | 0.24 |
Weak predictability
San Juan Basin has weak predictability. Overlapping area represents the amount of predictability between San Juan time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 San Juan Basin price movement. The serial correlation of 0.24 indicates that over 24.0% of current San Juan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
San Juan Basin lagged returns against current returns
Autocorrelation, which is San Juan 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 San Juan's stock expected returns. We can calculate the autocorrelation of San Juan returns to help us make a trade decision. For example, suppose you find that San Juan 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 |
| Timeline |
San Juan 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 San Juan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if San Juan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in San Juan stock over time.
Current vs Lagged Prices |
| Timeline |
San Juan Lagged Returns
When evaluating San Juan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of San Juan stock have on its future price. San Juan 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, San Juan autocorrelation shows the relationship between San Juan stock current value and its past values and can show if there is a momentum factor associated with investing in San Juan Basin.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for San Stock Analysis
When running San Juan's price analysis, check to measure San Juan'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 San Juan is operating at the current time. Most of San Juan's value examination focuses on studying past and present price action to predict the probability of San Juan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move San Juan's price. Additionally, you may evaluate how the addition of San Juan to your portfolios can decrease your overall portfolio volatility.