Energy And Environmental Stock Market Value
| EESE Stock | USD 0.07 0.01 16.67% |
| Symbol | Energy |
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 Energy's pink sheet 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 Energy.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Energy on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Energy and Environmental or generate 0.0% return on investment in Energy over 30 days. Energy is related to or competes with Gulf Resources, and ASP Isotopes. Energy and Environmental Services, Inc. manufactures and sells custom liquids and solid chemicals for the oil, gas, and ... More
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 Energy's pink sheet 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 Energy and Environmental upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0268 | |||
| Maximum Drawdown | 30.95 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 12.5 |
Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Energy's standard deviation. In reality, there are many statistical measures that can use Energy historical prices to predict the future Energy's volatility.| Risk Adjusted Performance | 0.0263 | |||
| Jensen Alpha | 0.1141 | |||
| Total Risk Alpha | 0.2653 | |||
| Treynor Ratio | 0.6574 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 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.
Energy and Environmental Backtested Returns
Energy and Environmental secures Sharpe Ratio (or Efficiency) of -0.0216, which denotes the company had a -0.0216 % return per unit of risk over the last 3 months. Energy and Environmental exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Energy's Mean Deviation of 1.81, standard deviation of 4.97, and Variance of 24.66 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.17, which means not very significant fluctuations relative to the market. As returns on the market increase, Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Energy is expected to be smaller as well. At this point, Energy and Environmental has a negative expected return of -0.1%. Please make sure to confirm Energy's jensen alpha and the relationship between the potential upside and period momentum indicator , to decide if Energy and Environmental performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.67 |
Very good reverse predictability
Energy and Environmental has very good reverse predictability. Overlapping area represents the amount of predictability between Energy time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Energy and Environmental price movement. The serial correlation of -0.67 indicates that around 67.0% of current Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Energy and Environmental lagged returns against current returns
Autocorrelation, which is Energy pink sheet'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 Energy's pink sheet expected returns. We can calculate the autocorrelation of Energy returns to help us make a trade decision. For example, suppose you find that Energy has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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 Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Energy Lagged Returns
When evaluating Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Energy pink sheet have on its future price. 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, Energy autocorrelation shows the relationship between Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Energy and Environmental.
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 Energy Pink Sheet
Energy financial ratios help investors to determine whether Energy Pink Sheet 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 Energy with respect to the benefits of owning Energy security.