Duke Energy Preferred Stock Market Value
| DUK-PA Preferred Stock | USD 25.09 0.04 0.16% |
| Symbol | Duke |
Duke 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 Duke Energy's preferred 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 Duke Energy.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Duke Energy on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Duke Energy or generate 0.0% return on investment in Duke Energy over 90 days. Duke Energy is related to or competes with Centrais Elétricas, Nextera Energy, Consumers Energy, CMS Energy, Equatorial Energia, Endesa SA, and Centrais Electricas. Duke Energy Corporation, together with its subsidiaries, operates as an energy company in the United States More
Duke 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 Duke Energy's preferred 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 Duke Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4607 | |||
| Information Ratio | 0.2485 | |||
| Maximum Drawdown | 3.36 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 0.6908 |
Duke Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duke Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duke Energy's standard deviation. In reality, there are many statistical measures that can use Duke Energy historical prices to predict the future Duke Energy's volatility.| Risk Adjusted Performance | 0.0504 | |||
| Jensen Alpha | 0.0403 | |||
| Total Risk Alpha | 0.0926 | |||
| Sortino Ratio | 0.291 | |||
| Treynor Ratio | 0.1788 |
Duke Energy Backtested Returns
At this point, Duke Energy is very steady. Duke Energy secures Sharpe Ratio (or Efficiency) of 0.0923, which denotes the company had a 0.0923 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Duke Energy, which you can use to evaluate the volatility of the firm. Please confirm Duke Energy's Downside Deviation of 0.4607, mean deviation of 0.3588, and Coefficient Of Variation of 1540.54 to check if the risk estimate we provide is consistent with the expected return of 0.0513%. Duke Energy has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Duke Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duke Energy is expected to be smaller as well. Duke Energy right now shows a risk of 0.56%. Please confirm Duke Energy jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if Duke Energy will be following its price patterns.
Auto-correlation | 0.26 |
Poor predictability
Duke Energy has poor predictability. Overlapping area represents the amount of predictability between Duke Energy time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Duke Energy price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Duke Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Duke Energy lagged returns against current returns
Autocorrelation, which is Duke Energy preferred 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 Duke Energy's preferred stock expected returns. We can calculate the autocorrelation of Duke Energy returns to help us make a trade decision. For example, suppose you find that Duke Energy has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Duke 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 Duke Energy preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duke Energy preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duke Energy preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Duke Energy Lagged Returns
When evaluating Duke Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duke Energy preferred stock have on its future price. Duke 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, Duke Energy autocorrelation shows the relationship between Duke Energy preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Duke Energy.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Duke Preferred Stock
Duke Energy financial ratios help investors to determine whether Duke Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Duke with respect to the benefits of owning Duke Energy security.