Delek Energy Stock Market Value
| DK Stock | USD 17.13 0.86 5.29% |
| Symbol | Delek |
Is Petroleum and Natural Gas 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 Delek Energy. If investors know Delek 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 Delek Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Delek Energy is measured differently than its book value, which is the value of Delek that is recorded on the company's balance sheet. Investors also form their own opinion of Delek Energy's value that differs from its market value or its book value, called intrinsic value, which is Delek 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 Delek Energy's market value can be influenced by many factors that don't directly affect Delek 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 Delek Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Delek Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Delek 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.
Delek 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 Delek 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 Delek Energy.
| 02/18/2025 |
| 03/20/2025 |
If you would invest 0.00 in Delek Energy on February 18, 2025 and sell it all today you would earn a total of 0.00 from holding Delek Energy or generate 0.0% return on investment in Delek Energy over 30 days. Delek Energy is related to or competes with Crossamerica Partners, Sunoco LP, CVR Energy, Phillips, PBF Energy, HF Sinclair, and Delek Logistics. Delek US Holdings, Inc. engages in the integrated downstream energy business in the United States More
Delek 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 Delek 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 Delek Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.34 | |||
| Information Ratio | 0.0813 | |||
| Maximum Drawdown | 16.57 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 4.84 |
Delek Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delek Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delek Energy's standard deviation. In reality, there are many statistical measures that can use Delek Energy historical prices to predict the future Delek Energy's volatility.| Risk Adjusted Performance | 0.0616 | |||
| Jensen Alpha | 0.1058 | |||
| Total Risk Alpha | 0.4612 | |||
| Sortino Ratio | 0.0788 | |||
| Treynor Ratio | (0.17) |
Delek Energy Backtested Returns
Delek Energy appears to be not too volatile, given 3 months investment horizon. Delek Energy secures Sharpe Ratio (or Efficiency) of 0.0612, which denotes the company had a 0.0612 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Delek Energy, which you can use to evaluate the volatility of the firm. Please utilize Delek Energy's Mean Deviation of 2.51, coefficient of variation of 1633.28, and Downside Deviation of 3.34 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Delek Energy holds a performance score of 4. The firm shows a Beta (market volatility) of -1.1, which means a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Delek Energy are expected to decrease slowly. On the other hand, during market turmoil, Delek Energy is expected to outperform it slightly. Please check Delek Energy's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Delek Energy's price patterns will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
Delek Energy has poor reverse predictability. Overlapping area represents the amount of predictability between Delek Energy time series from 18th of February 2025 to 5th of March 2025 and 5th of March 2025 to 20th 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 Delek Energy price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Delek Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 1.37 |
Delek Energy lagged returns against current returns
Autocorrelation, which is Delek 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 Delek Energy's stock expected returns. We can calculate the autocorrelation of Delek Energy returns to help us make a trade decision. For example, suppose you find that Delek 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 |
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Delek 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 Delek Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delek Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delek Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Delek Energy Lagged Returns
When evaluating Delek Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delek Energy stock have on its future price. Delek 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, Delek Energy autocorrelation shows the relationship between Delek Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Delek Energy.
Regressed Prices |
| Timeline |
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Delek 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.