RWE AG's market value is the price at which a share of RWE AG trades on a public exchange. It measures the collective expectations of RWE AG investors about its performance. RWE AG is trading at 30.31 as of the 6th of January 2025, a 0.16 percent decrease since the beginning of the trading day. The stock's lowest day price was 30.31. With this module, you can estimate the performance of a buy and hold strategy of RWE AG and determine expected loss or profit from investing in RWE AG over a given investment horizon. Check out RWE AG Correlation, RWE AG Volatility and RWE AG Alpha and Beta module to complement your research on RWE AG.
Please note, there is a significant difference between RWE AG's value and its price as these two are different measures arrived at by different means. Investors typically determine if RWE AG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, RWE AG'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.
RWE AG '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 RWE AG'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 RWE AG.
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01/12/2024
No Change 0.00
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In 11 months and 27 days
01/06/2025
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If you would invest 0.00 in RWE AG on January 12, 2024 and sell it all today you would earn a total of 0.00 from holding RWE AG or generate 0.0% return on investment in RWE AG over 360 days. RWE AG is related to or competes with HOCHSCHILD MINING, FRACTAL GAMING, GigaMedia, PENN NATL, FUTURE GAMING, and Tencent Music. More
RWE AG 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 RWE AG'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 RWE AG 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 RWE AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RWE AG's standard deviation. In reality, there are many statistical measures that can use RWE AG historical prices to predict the future RWE AG's volatility.
RWE AG maintains Sharpe Ratio (i.e., Efficiency) of -0.0258, which implies the firm had a -0.0258% return per unit of volatility over the last 3 months. RWE AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RWE AG's coefficient of variation of (3,873), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The company holds a Beta of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, RWE AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding RWE AG is expected to be smaller as well. At this point, RWE AG has a negative expected return of -0.0414%. Please make sure to check RWE AG's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if RWE AG performance from the past will be repeated at future time.
Auto-correlation
-0.11
Insignificant reverse predictability
RWE AG has insignificant reverse predictability. Overlapping area represents the amount of predictability between RWE AG time series from 12th of January 2024 to 10th of July 2024 and 10th of July 2024 to 6th 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 RWE AG price movement. The serial correlation of -0.11 indicates that less than 11.0% of current RWE AG price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.11
Spearman Rank Test
-0.14
Residual Average
0.0
Price Variance
1.84
RWE AG lagged returns against current returns
Autocorrelation, which is RWE AG 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 RWE AG's stock expected returns. We can calculate the autocorrelation of RWE AG returns to help us make a trade decision. For example, suppose you find that RWE AG 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
RWE AG 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 RWE AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RWE AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RWE AG stock over time.
Current vs Lagged Prices
Timeline
RWE AG Lagged Returns
When evaluating RWE AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RWE AG stock have on its future price. RWE AG 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, RWE AG autocorrelation shows the relationship between RWE AG stock current value and its past values and can show if there is a momentum factor associated with investing in RWE AG.
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.
RWE AG financial ratios help investors to determine whether RWE 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 RWE with respect to the benefits of owning RWE AG security.