Nrg Energy Stock Market Value
| NRG Stock | USD 95.39 4.47 4.92% |
| Symbol | NRG |
NRG Energy Price To Book Ratio
Is Independent Power and Renewable Electricity Producers 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 NRG Energy. If investors know NRG 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 NRG Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.431 | Dividend Share 1.663 | Earnings Share 4.99 | Revenue Per Share | Quarterly Revenue Growth 0.002 |
The market value of NRG Energy is measured differently than its book value, which is the value of NRG that is recorded on the company's balance sheet. Investors also form their own opinion of NRG Energy's value that differs from its market value or its book value, called intrinsic value, which is NRG 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 NRG Energy's market value can be influenced by many factors that don't directly affect NRG 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 NRG Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if NRG Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NRG 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.
NRG 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 NRG 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 NRG Energy.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in NRG Energy on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding NRG Energy or generate 0.0% return on investment in NRG Energy over 90 days. NRG Energy is related to or competes with TransAlta Corp, Kenon Holdings, Pampa Energia, AGL Energy, Vistra Energy, Power Assets, and Maxim Power. NRG Energy, Inc., together with its subsidiaries, operates as an integrated power company in the United States More
NRG 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 NRG 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 NRG Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0104 | |||
| Maximum Drawdown | 19.98 | |||
| Value At Risk | (5.17) | |||
| Potential Upside | 4.48 |
NRG Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NRG Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NRG Energy's standard deviation. In reality, there are many statistical measures that can use NRG Energy historical prices to predict the future NRG Energy's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.0576 | |||
| Total Risk Alpha | 0.4842 | |||
| Treynor Ratio | (0.09) |
NRG Energy Backtested Returns
At this point, NRG Energy is very steady. NRG Energy has Sharpe Ratio of 0.026, which conveys that the firm had a 0.026 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for NRG Energy, which you can use to evaluate the volatility of the firm. Please verify NRG Energy's risk adjusted performance of (0.02), and Mean Deviation of 2.45 to check out if the risk estimate we provide is consistent with the expected return of 0.0957%. NRG Energy has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.15, which conveys a somewhat significant risk relative to the market. NRG Energy returns are very sensitive to returns on the market. As the market goes up or down, NRG Energy is expected to follow. NRG Energy currently secures a risk of 3.67%. Please verify NRG Energy treynor ratio, as well as the relationship between the accumulation distribution and price action indicator , to decide if NRG Energy will be following its current price movements.
Auto-correlation | -0.21 |
Weak reverse predictability
NRG Energy has weak reverse predictability. Overlapping area represents the amount of predictability between NRG Energy time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 NRG Energy price movement. The serial correlation of -0.21 indicates that over 21.0% of current NRG Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 46.12 |
NRG Energy lagged returns against current returns
Autocorrelation, which is NRG 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 NRG Energy's stock expected returns. We can calculate the autocorrelation of NRG Energy returns to help us make a trade decision. For example, suppose you find that NRG 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 |
NRG 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 NRG Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NRG Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NRG Energy stock over time.
Current vs Lagged Prices |
| Timeline |
NRG Energy Lagged Returns
When evaluating NRG Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NRG Energy stock have on its future price. NRG 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, NRG Energy autocorrelation shows the relationship between NRG Energy stock current value and its past values and can show if there is a momentum factor associated with investing in NRG Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether NRG Energy is a strong investment it is important to analyze NRG Energy's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact NRG Energy's future performance. For an informed investment choice regarding NRG Stock, refer to the following important reports:Check out NRG Energy Correlation, NRG Energy Volatility and NRG Energy Alpha and Beta module to complement your research on NRG Energy. For more detail on how to invest in NRG Stock please use our How to Invest in NRG Energy guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
NRG 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.