Shell PLC (Netherlands) Market Value
| SHELL Stock | 32.00 0.51 1.62% |
| Symbol | Shell |
Shell PLC '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 Shell PLC'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 Shell PLC.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Shell PLC on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Shell PLC or generate 0.0% return on investment in Shell PLC over 90 days. Shell PLC is related to or competes with Koninklijke Ahold, Unilever PLC, ING Groep, ASML Holding, and Koninklijke Philips. More
Shell PLC 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 Shell PLC'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 Shell PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.2124 | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.54 |
Shell PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shell PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shell PLC's standard deviation. In reality, there are many statistical measures that can use Shell PLC historical prices to predict the future Shell PLC's volatility.| Risk Adjusted Performance | 0.1077 | |||
| Jensen Alpha | 0.1436 | |||
| Total Risk Alpha | 0.2585 | |||
| Sortino Ratio | 0.1771 | |||
| Treynor Ratio | 0.6212 |
Shell PLC Backtested Returns
At this point, Shell PLC is very steady. Shell PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Shell PLC, which you can use to evaluate the volatility of the company. Please validate Shell PLC's Semi Deviation of 1.03, coefficient of variation of 823.81, and Risk Adjusted Performance of 0.1077 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Shell PLC has a performance score of 11 on a scale of 0 to 100. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shell PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shell PLC is expected to be smaller as well. Shell PLC right now has a risk of 1.1%. Please validate Shell PLC potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Shell PLC will be following its existing price patterns.
Auto-correlation | 0.03 |
Virtually no predictability
Shell PLC has virtually no predictability. Overlapping area represents the amount of predictability between Shell PLC time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Shell PLC price movement. The serial correlation of 0.03 indicates that only 3.0% of current Shell PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Shell PLC lagged returns against current returns
Autocorrelation, which is Shell PLC 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 Shell PLC's stock expected returns. We can calculate the autocorrelation of Shell PLC returns to help us make a trade decision. For example, suppose you find that Shell PLC 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 |
Shell PLC 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 Shell PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shell PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shell PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Shell PLC Lagged Returns
When evaluating Shell PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shell PLC stock have on its future price. Shell PLC 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, Shell PLC autocorrelation shows the relationship between Shell PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Shell PLC.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Shell Stock
Shell PLC financial ratios help investors to determine whether Shell 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 Shell with respect to the benefits of owning Shell PLC security.