Frontera Energy Corp Stock Market Value
| FEC Stock | CAD 6.29 0.07 1.10% |
| Symbol | Frontera |
Frontera Energy Corp Price To Book Ratio
Frontera 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 Frontera 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 Frontera Energy.
| 05/06/2025 |
| 08/04/2025 |
If you would invest 0.00 in Frontera Energy on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding Frontera Energy Corp or generate 0.0% return on investment in Frontera Energy over 90 days. Frontera Energy is related to or competes with Frontera Energy, PetroTal Corp, Parex Resources, Gran Tierra, and Secure Energy. Frontera Energy Corporation explores for, develops, and produces crude oil and natural gas in South America More
Frontera 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 Frontera 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 Frontera Energy Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.71 | |||
| Information Ratio | 0.0903 | |||
| Maximum Drawdown | 19.17 | |||
| Value At Risk | (4.61) | |||
| Potential Upside | 7.81 |
Frontera Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontera Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frontera Energy's standard deviation. In reality, there are many statistical measures that can use Frontera Energy historical prices to predict the future Frontera Energy's volatility.| Risk Adjusted Performance | 0.1049 | |||
| Jensen Alpha | 0.4821 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.1141 | |||
| Treynor Ratio | (0.62) |
Frontera Energy Corp Backtested Returns
Frontera Energy appears to be moderately volatile, given 3 months investment horizon. Frontera Energy Corp secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15 % return per unit of risk over the last 3 months. By reviewing Frontera Energy's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please utilize Frontera Energy's Mean Deviation of 2.38, downside deviation of 2.71, and Coefficient Of Variation of 810.27 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Frontera Energy holds a performance score of 12. The firm shows a Beta (market volatility) of -0.67, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Frontera Energy are expected to decrease at a much lower rate. During the bear market, Frontera Energy is likely to outperform the market. Please check Frontera Energy's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Frontera Energy's price patterns will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
Frontera Energy Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Frontera Energy time series from 6th of May 2025 to 20th of June 2025 and 20th of June 2025 to 4th of August 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 Frontera Energy Corp price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Frontera Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Frontera Energy Corp lagged returns against current returns
Autocorrelation, which is Frontera 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 Frontera Energy's stock expected returns. We can calculate the autocorrelation of Frontera Energy returns to help us make a trade decision. For example, suppose you find that Frontera 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 |
Frontera 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 Frontera Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frontera Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frontera Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Frontera Energy Lagged Returns
When evaluating Frontera Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frontera Energy stock have on its future price. Frontera 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, Frontera Energy autocorrelation shows the relationship between Frontera Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Frontera Energy Corp.
Regressed Prices |
| Timeline |
Pair Trading with Frontera Energy
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Frontera Energy position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Frontera Energy will appreciate offsetting losses from the drop in the long position's value.Moving together with Frontera Stock
| 0.7 | ENB-PFV | Enbridge Pref 5 | PairCorr |
| 0.72 | ENB-PFC | Enbridge Pref 11 | PairCorr |
| 0.73 | ENB-PFU | Enbridge Pref L | PairCorr |
Moving against Frontera Stock
The ability to find closely correlated positions to Frontera Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Frontera Energy when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Frontera Energy - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Frontera Energy Corp to buy it.
The correlation of Frontera Energy is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Frontera Energy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Frontera Energy Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Frontera Energy can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Frontera Stock
Frontera Energy financial ratios help investors to determine whether Frontera Stock 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 Frontera with respect to the benefits of owning Frontera Energy security.