Coterra Energy (Brazil) Market Value
| C1OG34 Stock | BRL 129.86 6.92 5.06% |
| Symbol | Coterra |
Coterra 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 Coterra 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 Coterra Energy.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Coterra Energy on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Coterra Energy or generate 0.0% return on investment in Coterra Energy over 90 days. Coterra Energy is related to or competes with Cincinnati Financial, Jefferies Financial, Lloyds Banking, Ameriprise Financial, and Sumitomo Mitsui. Coterra Energy Inc., an independent oil and gas company, engages in the development, exploration and production of oil, ... More
Coterra 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 Coterra 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 Coterra Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 13.09 | |||
| Value At Risk | (2.69) |
Coterra Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coterra Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coterra Energy's standard deviation. In reality, there are many statistical measures that can use Coterra Energy historical prices to predict the future Coterra Energy's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 1.73 |
Coterra Energy Backtested Returns
Coterra Energy secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12 % return per unit of risk over the last 3 months. Coterra Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Coterra Energy's Risk Adjusted Performance of (0.07), standard deviation of 1.39, and Mean Deviation of 0.4607 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0674, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Coterra Energy are expected to decrease at a much lower rate. During the bear market, Coterra Energy is likely to outperform the market. At this point, Coterra Energy has a negative expected return of -0.19%. Please make sure to confirm Coterra Energy's skewness, accumulation distribution, and the relationship between the maximum drawdown and kurtosis , to decide if Coterra Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.14 |
Insignificant predictability
Coterra Energy has insignificant predictability. Overlapping area represents the amount of predictability between Coterra Energy time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Coterra Energy price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Coterra Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 20.4 |
Coterra Energy lagged returns against current returns
Autocorrelation, which is Coterra 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 Coterra Energy's stock expected returns. We can calculate the autocorrelation of Coterra Energy returns to help us make a trade decision. For example, suppose you find that Coterra 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 |
Coterra 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 Coterra Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coterra Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coterra Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Coterra Energy Lagged Returns
When evaluating Coterra Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coterra Energy stock have on its future price. Coterra 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, Coterra Energy autocorrelation shows the relationship between Coterra Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Coterra Energy.
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.Additional Information and Resources on Investing in Coterra Stock
When determining whether Coterra Energy offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Coterra 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 Coterra Energy Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Coterra Energy Stock:Check out Coterra Energy Correlation, Coterra Energy Volatility and Coterra Energy Alpha and Beta module to complement your research on Coterra Energy. For information on how to trade Coterra Stock refer to our How to Trade Coterra Stock guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Coterra 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.