RWE Aktiengesellscha (Germany) Market Value
| RWEA Stock | EUR 29.00 1.20 4.32% |
| Symbol | RWE |
RWE Aktiengesellscha '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 Aktiengesellscha'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 Aktiengesellscha.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in RWE Aktiengesellscha on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding RWE Aktiengesellschaft or generate 0.0% return on investment in RWE Aktiengesellscha over 30 days. RWE Aktiengesellscha is related to or competes with MCEWEN MINING, American Eagle, URBAN OUTFITTERS, Harmony Gold, and Forsys Metals. It operates through four segments Lignite Nuclear European Power Supply Trading and Innogy More
RWE Aktiengesellscha 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 Aktiengesellscha'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 Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.82 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 3.31 |
RWE Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RWE Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RWE Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use RWE Aktiengesellscha historical prices to predict the future RWE Aktiengesellscha's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 9.7 |
RWE Aktiengesellschaft Backtested Returns
RWE Aktiengesellschaft maintains Sharpe Ratio (i.e., Efficiency) of -0.0494, which implies the firm had a -0.0494% return per unit of volatility over the last 3 months. RWE Aktiengesellschaft exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RWE Aktiengesellscha's risk adjusted performance of (0.05), and Coefficient Of Variation of (1,379) to confirm the risk estimate we provide. The company holds a Beta of -0.0147, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RWE Aktiengesellscha are expected to decrease at a much lower rate. During the bear market, RWE Aktiengesellscha is likely to outperform the market. At this point, RWE Aktiengesellschaft has a negative expected return of -0.0922%. Please make sure to check RWE Aktiengesellscha's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if RWE Aktiengesellschaft performance from the past will be repeated at future time.
Auto-correlation | -0.85 |
Excellent reverse predictability
RWE Aktiengesellschaft has excellent reverse predictability. Overlapping area represents the amount of predictability between RWE Aktiengesellscha 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 Aktiengesellschaft price movement. The serial correlation of -0.85 indicates that around 85.0% of current RWE Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
RWE Aktiengesellschaft lagged returns against current returns
Autocorrelation, which is RWE Aktiengesellscha 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 Aktiengesellscha's stock expected returns. We can calculate the autocorrelation of RWE Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that RWE Aktiengesellscha 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 Aktiengesellscha 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 Aktiengesellscha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RWE Aktiengesellscha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RWE Aktiengesellscha stock over time.
Current vs Lagged Prices |
| Timeline |
RWE Aktiengesellscha Lagged Returns
When evaluating RWE Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RWE Aktiengesellscha stock have on its future price. RWE Aktiengesellscha 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 Aktiengesellscha autocorrelation shows the relationship between RWE Aktiengesellscha stock current value and its past values and can show if there is a momentum factor associated with investing in RWE Aktiengesellschaft.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in RWE Stock
RWE Aktiengesellscha 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 Aktiengesellscha security.