Pieridae Energy's market value is the price at which a share of Pieridae Energy trades on a public exchange. It measures the collective expectations of Pieridae Energy Limited investors about its performance. Pieridae Energy is trading at 0.47 as of the 26th of July 2025. This is a 30.56 percent increase since the beginning of the trading day. The stock's lowest day price was 0.44. With this module, you can estimate the performance of a buy and hold strategy of Pieridae Energy Limited and determine expected loss or profit from investing in Pieridae Energy over a given investment horizon. Check out Pieridae Energy Correlation, Pieridae Energy Volatility and Pieridae Energy Alpha and Beta module to complement your research on Pieridae Energy.
Please note, there is a significant difference between Pieridae Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pieridae Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pieridae 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.
Pieridae 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 Pieridae 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 Pieridae Energy.
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04/27/2025
No Change 0.00
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In 2 months and 31 days
07/26/2025
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If you would invest 0.00 in Pieridae Energy on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Pieridae Energy Limited or generate 0.0% return on investment in Pieridae Energy over 90 days. Pieridae Energy is related to or competes with Questerre Energy, Petrus Resources, Headwater Exploration, Yangarra Resources, and Pine Cliff. Pieridae Energy Limited operates as an energy producing company in Canada More
Pieridae 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 Pieridae 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 Pieridae Energy Limited 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 Pieridae Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pieridae Energy's standard deviation. In reality, there are many statistical measures that can use Pieridae Energy historical prices to predict the future Pieridae Energy's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Pieridae Energy. Your research has to be compared to or analyzed against Pieridae Energy's peers to derive any actionable benefits. When done correctly, Pieridae Energy'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 Pieridae Energy.
Pieridae Energy Backtested Returns
Pieridae Energy is out of control given 3 months investment horizon. Pieridae Energy maintains Sharpe Ratio (i.e., Efficiency) of 0.21, which implies the firm had a 0.21 % return per unit of risk over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.33% are justified by taking the suggested risk. Use Pieridae Energy Coefficient Of Variation of 763.63, risk adjusted performance of 0.1173, and Semi Deviation of 2.77 to evaluate company specific risk that cannot be diversified away. Pieridae Energy holds a performance score of 16 on a scale of zero to a hundred. The company holds a Beta of 0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pieridae Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pieridae Energy is expected to be smaller as well. Use Pieridae Energy standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to analyze future returns on Pieridae Energy.
Auto-correlation
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Virtually no predictability
Pieridae Energy Limited has virtually no predictability. Overlapping area represents the amount of predictability between Pieridae Energy time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 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 Pieridae Energy price movement. The serial correlation of 0.01 indicates that just 1.0% of current Pieridae Energy price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
0.35
Residual Average
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Price Variance
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Pieridae Energy lagged returns against current returns
Autocorrelation, which is Pieridae 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 Pieridae Energy's pink sheet expected returns. We can calculate the autocorrelation of Pieridae Energy returns to help us make a trade decision. For example, suppose you find that Pieridae 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
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Pieridae 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 Pieridae Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pieridae 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 Pieridae Energy pink sheet over time.
Current vs Lagged Prices
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Pieridae Energy Lagged Returns
When evaluating Pieridae Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pieridae Energy pink sheet have on its future price. Pieridae 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, Pieridae Energy autocorrelation shows the relationship between Pieridae Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pieridae Energy Limited.
Other Information on Investing in Pieridae Pink Sheet
Pieridae Energy financial ratios help investors to determine whether Pieridae 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 Pieridae with respect to the benefits of owning Pieridae Energy security.