Rwe Ag Pk Stock Market Value
| RWEOY Stock | USD 35.21 0.56 1.62% |
| 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 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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in RWE AG on December 16, 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.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.1476 | |||
| Maximum Drawdown | 7.52 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 2.16 |
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 | 0.079 | |||
| Jensen Alpha | 0.1909 | |||
| Total Risk Alpha | 0.326 | |||
| Sortino Ratio | 0.122 | |||
| Treynor Ratio | 0.2132 |
RWE AG PK Backtested Returns
RWE AG appears to be very steady, given 3 months investment horizon. RWE AG PK maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the firm had a 0.18 % return per unit of volatility over the last 3 months. We have found twenty-nine 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 1.71, and Risk Adjusted Performance of 0.079 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 14. The company holds a Beta of 0.59, which implies possible diversification benefits within a given portfolio. 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. 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 | 0.20 |
Weak predictability
RWE AG PK has weak predictability. Overlapping area represents the amount of predictability between RWE AG time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 0.2 indicates that over 20.0% of current RWE AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 2.28 |
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 |
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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.Additional Tools for RWE Pink Sheet 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.