Pbf Energy Stock Market Value
| PBF Stock | USD 20.74 1.07 5.44% |
| Symbol | PBF |
PBF Energy Price To Book Ratio
Is Oil & Gas Refining & Marketing 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 PBF Energy. If investors know PBF 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 PBF 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 (0.70) | Dividend Share 1.025 | Earnings Share (4.60) | Revenue Per Share | Quarterly Revenue Growth (0.20) |
The market value of PBF Energy is measured differently than its book value, which is the value of PBF that is recorded on the company's balance sheet. Investors also form their own opinion of PBF Energy's value that differs from its market value or its book value, called intrinsic value, which is PBF 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 PBF Energy's market value can be influenced by many factors that don't directly affect PBF 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 PBF Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if PBF Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PBF 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.
PBF 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 PBF 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 PBF Energy.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in PBF Energy on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding PBF Energy or generate 0.0% return on investment in PBF Energy over 90 days. PBF Energy is related to or competes with Delek Energy, CVR Energy, Valero Energy, Marathon Petroleum, Delek Logistics, HF Sinclair, and Par Pacific. PBF Energy Inc., together with its subsidiaries, engages in refining and supplying petroleum products More
PBF 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 PBF 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 PBF Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 22.28 | |||
| Value At Risk | (5.39) | |||
| Potential Upside | 4.74 |
PBF Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PBF Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PBF Energy's standard deviation. In reality, there are many statistical measures that can use PBF Energy historical prices to predict the future PBF Energy's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.53) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (1.12) |
PBF Energy Backtested Returns
PBF Energy maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the company had a -0.11 % return per unit of volatility over the last 3 months. PBF Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PBF Energy's variance of 11.35, and Market Risk Adjusted Performance of (1.11) to confirm the risk estimate we provide. The firm holds a Beta of 0.55, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PBF Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding PBF Energy is expected to be smaller as well. At this point, PBF Energy has a negative expected return of -0.41%. Please make sure to check PBF Energy's jensen alpha, kurtosis, price action indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if PBF Energy performance from the past will be repeated in the future.
Auto-correlation | -0.81 |
Excellent reverse predictability
PBF Energy has excellent reverse predictability. Overlapping area represents the amount of predictability between PBF 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 PBF Energy price movement. The serial correlation of -0.81 indicates that around 81.0% of current PBF Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 11.86 |
PBF Energy lagged returns against current returns
Autocorrelation, which is PBF 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 PBF Energy's stock expected returns. We can calculate the autocorrelation of PBF Energy returns to help us make a trade decision. For example, suppose you find that PBF 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 |
PBF 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 PBF Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PBF Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PBF Energy stock over time.
Current vs Lagged Prices |
| Timeline |
PBF Energy Lagged Returns
When evaluating PBF Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PBF Energy stock have on its future price. PBF 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, PBF Energy autocorrelation shows the relationship between PBF Energy stock current value and its past values and can show if there is a momentum factor associated with investing in PBF Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether PBF Energy is a strong investment it is important to analyze PBF 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 PBF Energy's future performance. For an informed investment choice regarding PBF Stock, refer to the following important reports:Check out PBF Energy Correlation, PBF Energy Volatility and PBF Energy Alpha and Beta module to complement your research on PBF Energy. For more detail on how to invest in PBF Stock please use our How to Invest in PBF Energy guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
PBF 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.