Constellation Energy's market value is the price at which a share of Constellation Energy trades on a public exchange. It measures the collective expectations of Constellation Energy investors about its performance. Constellation Energy is trading at 246.45 as of the 7th of January 2025. This is a 4.14% down since the beginning of the trading day. The stock's lowest day price was 238.0. With this module, you can estimate the performance of a buy and hold strategy of Constellation Energy and determine expected loss or profit from investing in Constellation Energy over a given investment horizon. Check out Constellation Energy Correlation, Constellation Energy Volatility and Constellation Energy Alpha and Beta module to complement your research on Constellation Energy.
Please note, there is a significant difference between Constellation Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Constellation Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Constellation 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.
Constellation 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 Constellation 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 Constellation Energy.
0.00
12/08/2024
No Change 0.00
0.0
In 31 days
01/07/2025
0.00
If you would invest 0.00 in Constellation Energy on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Constellation Energy or generate 0.0% return on investment in Constellation Energy over 30 days. Constellation Energy is related to or competes with Retail Estates, Ecotel Communication, Costco Wholesale, T-MOBILE, Entravision Communications, and BJs Wholesale. ACCENTRO Real Estate AG, together with its subsidiaries, manages and trades in residential properties in Germany More
Constellation 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 Constellation 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 Constellation 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 Constellation Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Constellation Energy's standard deviation. In reality, there are many statistical measures that can use Constellation Energy historical prices to predict the future Constellation Energy's volatility.
At this point, Constellation Energy is out of control. Constellation Energy secures Sharpe Ratio (or Efficiency) of 0.0365, which signifies that the company had a 0.0365% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Constellation Energy, which you can use to evaluate the volatility of the firm. Please confirm Constellation Energy's Mean Deviation of 2.04, downside deviation of 3.09, and Risk Adjusted Performance of 0.037 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Constellation Energy has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Constellation Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Constellation Energy is expected to be smaller as well. Constellation Energy right now shows a risk of 3.2%. Please confirm Constellation Energy standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Constellation Energy will be following its price patterns.
Auto-correlation
-0.06
Very weak reverse predictability
Constellation Energy has very weak reverse predictability. Overlapping area represents the amount of predictability between Constellation Energy time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th 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 Constellation Energy price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Constellation Energy price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.06
Spearman Rank Test
-0.57
Residual Average
0.0
Price Variance
238.61
Constellation Energy lagged returns against current returns
Autocorrelation, which is Constellation 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 Constellation Energy's stock expected returns. We can calculate the autocorrelation of Constellation Energy returns to help us make a trade decision. For example, suppose you find that Constellation 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
Constellation 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 Constellation Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Constellation Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Constellation Energy stock over time.
Current vs Lagged Prices
Timeline
Constellation Energy Lagged Returns
When evaluating Constellation Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Constellation Energy stock have on its future price. Constellation 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, Constellation Energy autocorrelation shows the relationship between Constellation Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Constellation Energy.
Other Information on Investing in Constellation Stock
Constellation Energy financial ratios help investors to determine whether Constellation 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 Constellation with respect to the benefits of owning Constellation Energy security.