Falcon Oil's market value is the price at which a share of Falcon Oil trades on a public exchange. It measures the collective expectations of Falcon Oil Gas investors about its performance. Falcon Oil is trading at 0.15 as of the 28th of October 2025. This is a 7.14% up since the beginning of the trading day. The stock's lowest day price was 0.15. With this module, you can estimate the performance of a buy and hold strategy of Falcon Oil Gas and determine expected loss or profit from investing in Falcon Oil over a given investment horizon. Check out Falcon Oil Correlation, Falcon Oil Volatility and Falcon Oil Alpha and Beta module to complement your research on Falcon Oil.
Please note, there is a significant difference between Falcon Oil's value and its price as these two are different measures arrived at by different means. Investors typically determine if Falcon Oil is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Falcon Oil'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.
Falcon Oil '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 Falcon Oil'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 Falcon Oil.
0.00
07/30/2025
No Change 0.00
0.0
In 3 months and 1 day
10/28/2025
0.00
If you would invest 0.00 in Falcon Oil on July 30, 2025 and sell it all today you would earn a total of 0.00 from holding Falcon Oil Gas or generate 0.0% return on investment in Falcon Oil over 90 days. Falcon Oil is related to or competes with Pine Cliff, Genel Energy, Renergen, Sintana Energy, Petrus Resources, DNO ASA, and Ngx Energy. Falcon Oil Gas Ltd., an oil and gas company, engages in the exploration, and development of unconventional oil and gas a... More
Falcon Oil 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 Falcon Oil'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 Falcon Oil Gas upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcon Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Oil's standard deviation. In reality, there are many statistical measures that can use Falcon Oil historical prices to predict the future Falcon Oil's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Falcon Oil. Your research has to be compared to or analyzed against Falcon Oil's peers to derive any actionable benefits. When done correctly, Falcon Oil's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Falcon Oil Gas.
Falcon Oil Gas Backtested Returns
Falcon Oil is out of control given 3 months investment horizon. Falcon Oil Gas secures Sharpe Ratio (or Efficiency) of 0.21, which denotes the company had a 0.21 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.13% are justified by taking the suggested risk. Use Falcon Oil Mean Deviation of 3.81, downside deviation of 9.04, and Coefficient Of Variation of 477.0 to evaluate company specific risk that cannot be diversified away. Falcon Oil holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.44, which means possible diversification benefits within a given portfolio. As returns on the market increase, Falcon Oil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Falcon Oil is expected to be smaller as well. Use Falcon Oil jensen alpha, potential upside, daily balance of power, as well as the relationship between the treynor ratio and expected short fall , to analyze future returns on Falcon Oil.
Auto-correlation
0.69
Good predictability
Falcon Oil Gas has good predictability. Overlapping area represents the amount of predictability between Falcon Oil time series from 30th of July 2025 to 13th of September 2025 and 13th of September 2025 to 28th of October 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 Falcon Oil Gas price movement. The serial correlation of 0.69 indicates that around 69.0% of current Falcon Oil price fluctuation can be explain by its past prices.
Correlation Coefficient
0.69
Spearman Rank Test
0.74
Residual Average
0.0
Price Variance
0.0
Falcon Oil Gas lagged returns against current returns
Autocorrelation, which is Falcon Oil 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 Falcon Oil's pink sheet expected returns. We can calculate the autocorrelation of Falcon Oil returns to help us make a trade decision. For example, suppose you find that Falcon Oil 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
Falcon Oil 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 Falcon Oil pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Oil pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Oil pink sheet over time.
Current vs Lagged Prices
Timeline
Falcon Oil Lagged Returns
When evaluating Falcon Oil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcon Oil pink sheet have on its future price. Falcon Oil 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, Falcon Oil autocorrelation shows the relationship between Falcon Oil pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Falcon Oil Gas.
Other Information on Investing in Falcon Pink Sheet
Falcon Oil financial ratios help investors to determine whether Falcon 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 Falcon with respect to the benefits of owning Falcon Oil security.