Atlas Energy Solutions Stock Market Value
| AESI Stock | 23.16 0.54 2.39% |
| Symbol | Atlas |
Atlas Energy Solutions Price To Book Ratio
Is Oil & Gas Exploration & Production space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Atlas Energy. If investors know Atlas will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Atlas Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.93) | Dividend Share 0.86 | Earnings Share 0.69 | Revenue Per Share 8.553 | Quarterly Revenue Growth 0.931 |
The market value of Atlas Energy Solutions is measured differently than its book value, which is the value of Atlas that is recorded on the company's balance sheet. Investors also form their own opinion of Atlas Energy's value that differs from its market value or its book value, called intrinsic value, which is Atlas Energy's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Atlas Energy's market value can be influenced by many factors that don't directly affect Atlas Energy's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Atlas Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Atlas Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Atlas Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Atlas 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 Atlas 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 Atlas Energy.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Atlas Energy on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Atlas Energy Solutions or generate 0.0% return on investment in Atlas Energy over 30 days. Atlas Energy is related to or competes with ProPetro Holding, Ranger Energy, Flotek Industries, Liberty Oilfield, KLX Energy, Geospace Technologies, and MRC Global. Atlas Energy is entity of United States. It is traded as Stock on NYSE exchange. More
Atlas 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 Atlas 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 Atlas Energy Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | 0.0604 | |||
| Maximum Drawdown | 14.11 | |||
| Value At Risk | (4.12) | |||
| Potential Upside | 4.91 |
Atlas Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atlas Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atlas Energy's standard deviation. In reality, there are many statistical measures that can use Atlas Energy historical prices to predict the future Atlas Energy's volatility.| Risk Adjusted Performance | 0.078 | |||
| Jensen Alpha | 0.1313 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.071 | |||
| Treynor Ratio | 0.187 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atlas Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Atlas Energy Solutions Backtested Returns
Atlas Energy is not too volatile at the moment. Atlas Energy Solutions secures Sharpe Ratio (or Efficiency) of 0.0662, which signifies that the company had a 0.0662% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Atlas Energy Solutions, which you can use to evaluate the volatility of the firm. Please confirm Atlas Energy's Risk Adjusted Performance of 0.078, mean deviation of 2.01, and Downside Deviation of 2.3 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Atlas Energy has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.35, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Atlas Energy will likely underperform. Atlas Energy Solutions right now shows a risk of 2.7%. Please confirm Atlas Energy Solutions total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to decide if Atlas Energy Solutions will be following its price patterns.
Auto-correlation | -0.58 |
Good reverse predictability
Atlas Energy Solutions has good reverse predictability. Overlapping area represents the amount of predictability between Atlas Energy time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Atlas Energy Solutions price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Atlas Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Atlas Energy Solutions lagged returns against current returns
Autocorrelation, which is Atlas 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 Atlas Energy's stock expected returns. We can calculate the autocorrelation of Atlas Energy returns to help us make a trade decision. For example, suppose you find that Atlas 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 |
Atlas 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 Atlas Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atlas Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atlas Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Atlas Energy Lagged Returns
When evaluating Atlas Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atlas Energy stock have on its future price. Atlas 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, Atlas Energy autocorrelation shows the relationship between Atlas Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Atlas Energy Solutions.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Atlas Energy Solutions offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Atlas 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 Atlas Energy Solutions Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Atlas Energy Solutions Stock:Check out Atlas Energy Correlation, Atlas Energy Volatility and Atlas Energy Alpha and Beta module to complement your research on Atlas Energy. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Atlas 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.