Gran Tierra Energy Stock Market Value
| GTE Stock | CAD 6.26 0.10 1.62% |
| Symbol | Gran |
Gran Tierra '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 Gran Tierra'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 Gran Tierra.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Gran Tierra on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Gran Tierra Energy or generate 0.0% return on investment in Gran Tierra over 90 days. Gran Tierra is related to or competes with Gran Tierra, Frontera Energy, NuVista Energy, Surge Energy, Birchcliff Energy, and Kelt Exploration. Gran Tierra Energy Inc., together with its subsidiaries, engages in the exploration and production of oil and gas proper... More
Gran Tierra 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 Gran Tierra'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 Gran Tierra Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.08 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 22.2 | |||
| Value At Risk | (4.65) | |||
| Potential Upside | 4.7 |
Gran Tierra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gran Tierra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gran Tierra's standard deviation. In reality, there are many statistical measures that can use Gran Tierra historical prices to predict the future Gran Tierra's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.85) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.067 |
Gran Tierra Energy Backtested Returns
As of now, Gran Stock is moderately volatile. Gran Tierra Energy holds Efficiency (Sharpe) Ratio of 0.0143, which attests that the entity had a 0.0143 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Gran Tierra Energy, which you can use to evaluate the volatility of the firm. Please check out Gran Tierra's market risk adjusted performance of 0.077, and Risk Adjusted Performance of 0.0204 to validate if the risk estimate we provide is consistent with the expected return of 0.0549%. Gran Tierra has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.67, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gran Tierra's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gran Tierra is expected to be smaller as well. Gran Tierra Energy right now retains a risk of 3.85%. Please check out Gran Tierra sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if Gran Tierra will be following its current trending patterns.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Gran Tierra Energy has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Gran Tierra time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Gran Tierra Energy price movement. The serial correlation of -0.71 indicates that around 71.0% of current Gran Tierra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Gran Tierra Energy lagged returns against current returns
Autocorrelation, which is Gran Tierra 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 Gran Tierra's stock expected returns. We can calculate the autocorrelation of Gran Tierra returns to help us make a trade decision. For example, suppose you find that Gran Tierra 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 |
Gran Tierra 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 Gran Tierra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gran Tierra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gran Tierra stock over time.
Current vs Lagged Prices |
| Timeline |
Gran Tierra Lagged Returns
When evaluating Gran Tierra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gran Tierra stock have on its future price. Gran Tierra 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, Gran Tierra autocorrelation shows the relationship between Gran Tierra stock current value and its past values and can show if there is a momentum factor associated with investing in Gran Tierra Energy.
Regressed Prices |
| Timeline |
Pair Trading with Gran Tierra
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 Gran Tierra 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 Gran Tierra will appreciate offsetting losses from the drop in the long position's value.Moving against Gran Stock
The ability to find closely correlated positions to Gran Tierra could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Gran Tierra 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 Gran Tierra - 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 Gran Tierra Energy to buy it.
The correlation of Gran Tierra 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 Gran Tierra moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Gran Tierra Energy 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 Gran Tierra 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.Check out Gran Tierra Correlation, Gran Tierra Volatility and Gran Tierra Alpha and Beta module to complement your research on Gran Tierra. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Gran Tierra 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.