Challenger Energy Group Stock Market Value
| BSHPF Stock | USD 0.10 0.02 16.67% |
| Symbol | Challenger |
Challenger 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 Challenger 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 Challenger Energy.
| 06/09/2025 |
| 07/09/2025 |
If you would invest 0.00 in Challenger Energy on June 9, 2025 and sell it all today you would earn a total of 0.00 from holding Challenger Energy Group or generate 0.0% return on investment in Challenger Energy over 30 days. Challenger Energy is related to or competes with Alliant Energy, EastGroup Properties, Sachem Capital, Black Hawk, Vistra Energy, Western Asset, and Arbor Realty. Challenger Energy Group PLC engages in the development, production, appraisal, and exploration of oil and gas properties More
Challenger 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 Challenger 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 Challenger Energy Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0259 | |||
| Maximum Drawdown | 63.08 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 16.67 |
Challenger Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Challenger Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Challenger Energy's standard deviation. In reality, there are many statistical measures that can use Challenger Energy historical prices to predict the future Challenger Energy's volatility.| Risk Adjusted Performance | 0.065 | |||
| Jensen Alpha | 0.3321 | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (1.93) |
Challenger Energy Backtested Returns
Challenger Energy appears to be out of control, given 3 months investment horizon. Challenger Energy secures Sharpe Ratio (or Efficiency) of 0.0211, which signifies that the company had a 0.0211 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Challenger Energy Group, which you can use to evaluate the volatility of the firm. Please makes use of Challenger Energy's risk adjusted performance of 0.065, and Mean Deviation of 3.71 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Challenger Energy holds a performance score of 1. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Challenger Energy are expected to decrease at a much lower rate. During the bear market, Challenger Energy is likely to outperform the market. Please check Challenger Energy's standard deviation and the relationship between the total risk alpha and day typical price , to make a quick decision on whether Challenger Energy's price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Challenger Energy Group has good predictability. Overlapping area represents the amount of predictability between Challenger Energy time series from 9th of June 2025 to 24th of June 2025 and 24th of June 2025 to 9th 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 Challenger Energy price movement. The serial correlation of 0.73 indicates that around 73.0% of current Challenger Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Challenger Energy lagged returns against current returns
Autocorrelation, which is Challenger 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 Challenger Energy's pink sheet expected returns. We can calculate the autocorrelation of Challenger Energy returns to help us make a trade decision. For example, suppose you find that Challenger 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 |
| Timeline |
Challenger 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 Challenger Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Challenger 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 Challenger Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Challenger Energy Lagged Returns
When evaluating Challenger Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Challenger Energy pink sheet have on its future price. Challenger 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, Challenger Energy autocorrelation shows the relationship between Challenger Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Challenger Energy Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Challenger Pink Sheet
Challenger Energy financial ratios help investors to determine whether Challenger 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 Challenger with respect to the benefits of owning Challenger Energy security.