Auren Energia's market value is the price at which a share of Auren Energia trades on a public exchange. It measures the collective expectations of Auren Energia SA investors about its performance. Auren Energia is selling for under 8.36 as of the 8th of January 2025; that is 0.83% down since the beginning of the trading day. The stock's lowest day price was 8.31. With this module, you can estimate the performance of a buy and hold strategy of Auren Energia SA and determine expected loss or profit from investing in Auren Energia 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
Auren
Auren Energia '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 Auren Energia'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 Auren Energia.
0.00
01/19/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/08/2025
0.00
If you would invest 0.00 in Auren Energia on January 19, 2023 and sell it all today you would earn a total of 0.00 from holding Auren Energia SA or generate 0.0% return on investment in Auren Energia over 720 days.
Auren Energia 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 Auren Energia'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 Auren Energia SA 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 Auren Energia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Auren Energia's standard deviation. In reality, there are many statistical measures that can use Auren Energia historical prices to predict the future Auren Energia's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Auren Energia. Your research has to be compared to or analyzed against Auren Energia's peers to derive any actionable benefits. When done correctly, Auren Energia'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 Auren Energia SA.
Auren Energia SA Backtested Returns
Auren Energia SA secures Sharpe Ratio (or Efficiency) of -0.19, which signifies that the company had a -0.19% return per unit of risk over the last 3 months. Auren Energia SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Auren Energia's Mean Deviation of 1.14, standard deviation of 1.54, and Risk Adjusted Performance of (0.17) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.053, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Auren Energia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Auren Energia is expected to be smaller as well. At this point, Auren Energia SA has a negative expected return of -0.31%. Please make sure to confirm Auren Energia's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Auren Energia SA performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.01
Very weak reverse predictability
Auren Energia SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Auren Energia time series from 19th of January 2023 to 14th of January 2024 and 14th of January 2024 to 8th of January 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 Auren Energia SA price movement. The serial correlation of -0.01 indicates that just 1.0% of current Auren Energia price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.01
Spearman Rank Test
-0.44
Residual Average
0.0
Price Variance
2.69
Auren Energia SA lagged returns against current returns
Autocorrelation, which is Auren Energia 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 Auren Energia's stock expected returns. We can calculate the autocorrelation of Auren Energia returns to help us make a trade decision. For example, suppose you find that Auren Energia 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
Auren Energia 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 Auren Energia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Auren Energia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Auren Energia stock over time.
Current vs Lagged Prices
Timeline
Auren Energia Lagged Returns
When evaluating Auren Energia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Auren Energia stock have on its future price. Auren Energia 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, Auren Energia autocorrelation shows the relationship between Auren Energia stock current value and its past values and can show if there is a momentum factor associated with investing in Auren Energia SA.
Regressed Prices
Timeline
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When running Auren Energia's price analysis, check to measure Auren Energia's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Auren Energia is operating at the current time. Most of Auren Energia's value examination focuses on studying past and present price action to predict the probability of Auren Energia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Auren Energia's price. Additionally, you may evaluate how the addition of Auren Energia to your portfolios can decrease your overall portfolio volatility.