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Ring Energy REI Derivative Instruments And Hedges Liabilities

Derivative Instruments And Hedges Liabilities at other companies

National Fuel Gas logo
National Fuel GasNFG
$236K-99.9%
RDI
Reading International, Inc.RDI
$16K
Ring Energy logo
Ring EnergyREI
$43.08M+694%
Vistra logo
VistraVST
$4.21B-9.4%
Rockwell Automation logo
Rockwell AutomationROK
$13M-23.5%
PNW
Pinnacle West CapitalPNW
$55.92M+207%

Other financials

Income statement

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Revenue$73.7M-6.9%
Gross profit$88.1M+31.7%
Operating income-$141.8M-734%
Net income-$220.6M-2,521%
EPS (diluted)-$1.06-2,220%

Balance sheet

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Cash & equivalents$1.0M-5.5%
Total debt$3.1M-28.0%
Total equity$622.0M-29.5%
Total assets$1.3B-16.7%

Cash flow

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Operating cash flow$25.9M-8.7%
CapEx--100%
Free cash flow$25.9M-8.6%

Valuation

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Market cap$274.16M+69.4%
Enterprise value$276.22M+66.7%
P/S0.9×+0.4×

Profitability

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Gross margin99.9%+1.9pp
Operating margin-65.8%-99.3pp
Net margin-87.6%-108pp
FCF margin49.1%-1.5pp

Returns & leverage

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Return on equity-35.2%-43.7pp
Debt / equity0.0×
Current ratio0.4×-0.1×

Where this comes from

Reported directly by Ring Energy in its filing.

Tagged under the XBRL concept us-gaap:DerivativeInstrumentsAndHedgesLiabilities.

The official record: Ring Energy’s 10-Q, filed May 6, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Ring Energy's derivative instruments and hedges liabilities?
Ring Energy (REI) reported derivative instruments and hedges liabilities of $43.08M in Q1 2026.
How has Ring Energy's derivative instruments and hedges liabilities changed year-over-year?
Ring Energy's derivative instruments and hedges liabilities increased by 694.0% year-over-year, from $5.43M to $43.08M.
What is the long-term trend for Ring Energy's derivative instruments and hedges liabilities?
Over 4 years (2021 to 2025), Ring Energy's derivative instruments and hedges liabilities has grown at a -58.8% compound annual growth rate (CAGR), from $29.24M to $841.19K.
What does derivative instruments and hedges liabilities mean?
This represents the fair value of derivative liabilities that are due for settlement within the next twelve months. These liabilities arise when market prices for oil and gas differ from the strike prices established in hedging contracts. It highlights the short-term financial obligations resulting from risk management activities.