Atmos Energy's market value is the price at which a share of Atmos Energy trades on a public exchange. It measures the collective expectations of Atmos Energy investors about its performance. Atmos Energy is trading at 420.25 as of the 15th of March 2025, a No Change since the beginning of the trading day. The stock's open price was 420.25. With this module, you can estimate the performance of a buy and hold strategy of Atmos Energy and determine expected loss or profit from investing in Atmos Energy over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
Atmos
Atmos 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 Atmos 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 Atmos Energy.
0.00
12/15/2024
No Change 0.00
0.0
In 3 months and 1 day
03/15/2025
0.00
If you would invest 0.00 in Atmos Energy on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Atmos Energy or generate 0.0% return on investment in Atmos Energy over 90 days.
Atmos 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 Atmos 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 Atmos Energy 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 Atmos Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atmos Energy's standard deviation. In reality, there are many statistical measures that can use Atmos Energy historical prices to predict the future Atmos Energy's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Atmos Energy. Your research has to be compared to or analyzed against Atmos Energy's peers to derive any actionable benefits. When done correctly, Atmos 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 Atmos Energy.
Atmos Energy Backtested Returns
At this point, Atmos Energy is very steady. Atmos Energy secures Sharpe Ratio (or Efficiency) of 0.0269, which signifies that the company had a 0.0269 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Atmos Energy, which you can use to evaluate the volatility of the firm. Please confirm Atmos Energy's Risk Adjusted Performance of 0.0035, mean deviation of 0.0777, and Standard Deviation of 0.3035 to double-check if the risk estimate we provide is consistent with the expected return of 0.0086%. Atmos Energy has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0073, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Atmos Energy are expected to decrease at a much lower rate. During the bear market, Atmos Energy is likely to outperform the market. Atmos Energy right now shows a risk of 0.32%. Please confirm Atmos Energy jensen alpha, potential upside, and the relationship between the information ratio and maximum drawdown , to decide if Atmos Energy will be following its price patterns.
Auto-correlation
-0.42
Modest reverse predictability
Atmos Energy has modest reverse predictability. Overlapping area represents the amount of predictability between Atmos Energy time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Atmos Energy price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Atmos Energy price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.42
Spearman Rank Test
0.61
Residual Average
0.0
Price Variance
4.56
Atmos Energy lagged returns against current returns
Autocorrelation, which is Atmos 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 Atmos Energy's stock expected returns. We can calculate the autocorrelation of Atmos Energy returns to help us make a trade decision. For example, suppose you find that Atmos 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
Atmos 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 Atmos Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atmos Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atmos Energy stock over time.
Current vs Lagged Prices
Timeline
Atmos Energy Lagged Returns
When evaluating Atmos Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atmos Energy stock have on its future price. Atmos 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, Atmos Energy autocorrelation shows the relationship between Atmos Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Atmos Energy.
Regressed Prices
Timeline
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