Voc Energy Trust Stock Market Value
| VOC Stock | USD 4.92 0.04 0.82% |
| Symbol | VOC |
VOC Energy Trust 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 VOC Energy. If investors know VOC 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 VOC Energy 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 (0.17) | Earnings Share 0.77 | Revenue Per Share 0.926 | Quarterly Revenue Growth (0.17) | Return On Assets 0.6595 |
The market value of VOC Energy Trust is measured differently than its book value, which is the value of VOC that is recorded on the company's balance sheet. Investors also form their own opinion of VOC Energy's value that differs from its market value or its book value, called intrinsic value, which is VOC Energy'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 VOC Energy's market value can be influenced by many factors that don't directly affect VOC Energy'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 VOC Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if VOC Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VOC Energy'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.
VOC 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 VOC Energy'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 VOC Energy.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in VOC Energy on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding VOC Energy Trust or generate 0.0% return on investment in VOC Energy over 720 days. VOC Energy is related to or competes with Cross Timbers, North European, Sabine Royalty, Permianville Royalty, MV Oil, Mesa Royalty, and San Juan. VOC Energy Trust acquires and holds a term net profits interest of the net proceeds from production and sale of the inte... More
VOC 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 VOC Energy'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 VOC Energy Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.0 | |||
| Value At Risk | (4.11) | |||
| Potential Upside | 2.78 |
VOC Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VOC Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VOC Energy's standard deviation. In reality, there are many statistical measures that can use VOC Energy historical prices to predict the future VOC Energy's volatility.| Risk Adjusted Performance | 0.0328 | |||
| Jensen Alpha | 0.0266 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2267 |
VOC Energy Trust Backtested Returns
At this point, VOC Energy is slightly risky. VOC Energy Trust retains Efficiency (Sharpe Ratio) of 0.0663, which indicates the firm had a 0.0663% return per unit of volatility over the last 3 months. We have found thirty technical indicators for VOC Energy, which you can use to evaluate the volatility of the company. Please validate VOC Energy's downside deviation of 2.52, and Risk Adjusted Performance of 0.0328 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. VOC Energy has a performance score of 5 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VOC Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding VOC Energy is expected to be smaller as well. VOC Energy Trust currently owns a risk of 1.98%. Please validate VOC Energy Trust semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to decide if VOC Energy Trust will be following its current price history.
Auto-correlation | 0.21 |
Weak predictability
VOC Energy Trust has weak predictability. Overlapping area represents the amount of predictability between VOC Energy time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 VOC Energy Trust price movement. The serial correlation of 0.21 indicates that over 21.0% of current VOC Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
VOC Energy Trust lagged returns against current returns
Autocorrelation, which is VOC Energy 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 VOC Energy's stock expected returns. We can calculate the autocorrelation of VOC Energy returns to help us make a trade decision. For example, suppose you find that VOC Energy 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 |
VOC 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 VOC Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VOC Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VOC Energy stock over time.
Current vs Lagged Prices |
| Timeline |
VOC Energy Lagged Returns
When evaluating VOC Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VOC Energy stock have on its future price. VOC 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, VOC Energy autocorrelation shows the relationship between VOC Energy stock current value and its past values and can show if there is a momentum factor associated with investing in VOC Energy Trust.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether VOC Energy Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of VOC Energy's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Voc Energy Trust Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Voc Energy Trust Stock:Check out VOC Energy Correlation, VOC Energy Volatility and VOC Energy Alpha and Beta module to complement your research on VOC Energy. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
VOC Energy technical stock 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, stock market cycles, or different charting patterns.