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 PK investors about its performance. RWE AG is trading at 35.59 as of the 25th of March 2025; that is 1.92 percent up since the beginning of the trading day. The stock's open price was 34.92.
With this module, you can estimate the performance of a buy and hold strategy of RWE AG PK 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 pink sheet 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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12/25/2024
No Change 0.00
0.0
In 2 months and 31 days
03/25/2025
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If you would invest 0.00 in RWE AG on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding RWE AG PK or generate 0.0% return on investment in RWE AG over 90 days. RWE AG is related to or competes with ENEL Societa, Companhia Paranaense, Iberdrola, Atco, Companhia Energetica, Iberdrola, and Canadian Utilities. RWE Aktiengesellschaft generates and supplies electricity from renewable and conventional sources primarily in Europe an... 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 pink sheet 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 PK 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 appears to be very steady, given 3 months investment horizon. RWE AG PK maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for RWE AG PK, which you can use to evaluate the volatility of the company. Please evaluate RWE AG's semi deviation of 1.64, and Risk Adjusted Performance of 0.1787 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RWE AG holds a performance score of 15. The company holds a Beta of -0.31, which implies possible diversification benefits within a given portfolio. 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. Please check RWE AG's sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether RWE AG's historical price patterns will revert.
Auto-correlation
0.28
Poor predictability
RWE AG PK has poor predictability. Overlapping area represents the amount of predictability between RWE AG time series from 25th of December 2024 to 8th of February 2025 and 8th of February 2025 to 25th 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 RWE AG PK price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current RWE AG price fluctuation can be explain by its past prices.
Correlation Coefficient
0.28
Spearman Rank Test
0.3
Residual Average
0.0
Price Variance
4.84
RWE AG PK lagged returns against current returns
Autocorrelation, which is RWE AG pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RWE AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RWE AG pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in RWE AG PK.
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.
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.