RWE AG (Germany) Market Value
| RWE Stock | EUR 29.41 0.86 2.84% |
| Symbol | RWE |
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.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in RWE AG on December 5, 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 30 days. RWE AG is related to or competes with Zijin Mining, Broadcom, Gold Road, Liberty Broadband, Globex Mining, and SAFEROADS HLDGS. 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.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 8.45 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.02 |
RWE AG Market Risk Indicators
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.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 1.24 |
RWE AG Backtested Returns
RWE AG maintains Sharpe Ratio (i.e., Efficiency) of -0.0787, which implies the firm had a -0.0787% 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 risk adjusted performance of (0.09), and Coefficient Of Variation of (837.65) to confirm the risk estimate we provide. The company holds a Beta of -0.14, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RWE AG are expected to decrease at a much lower rate. During the bear market, RWE AG is likely to outperform the market. At this point, RWE AG has a negative expected return of -0.1%. 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 | -0.75 |
Almost perfect reverse predictability
RWE AG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between RWE AG time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th 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 -0.75 indicates that around 75.0% of current RWE AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
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 |
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Additional Tools for RWE Stock Analysis
When running RWE AG's price analysis, check to measure RWE AG's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy RWE AG is operating at the current time. Most of RWE AG's value examination focuses on studying past and present price action to predict the probability of RWE AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RWE AG's price. Additionally, you may evaluate how the addition of RWE AG to your portfolios can decrease your overall portfolio volatility.