Sm Energy Co Stock Market Value
| SM Stock | USD 38.52 0.45 1.15% |
| Symbol | SM Energy |
SM Energy Price To Book Ratio
Is Oil & Gas Exploration & Production space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of SM Energy. If investors know SM Energy will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about SM Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.112 | Dividend Share 0.74 | Earnings Share 7.14 | Revenue Per Share | Quarterly Revenue Growth (0.04) |
The market value of SM Energy is measured differently than its book value, which is the value of SM Energy that is recorded on the company's balance sheet. Investors also form their own opinion of SM Energy's value that differs from its market value or its book value, called intrinsic value, which is SM Energy's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SM Energy's market value can be influenced by many factors that don't directly affect SM Energy's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SM Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if SM Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SM Energy'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.
SM Energy '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 SM Energy'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 SM Energy.
| 01/18/2025 |
| 02/17/2025 |
If you would invest 0.00 in SM Energy on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding SM Energy Co or generate 0.0% return on investment in SM Energy over 30 days. SM Energy is related to or competes with Vital Energy, Permian Resources, Matador Resources, Obsidian Energy, Magnolia Oil, Civitas Resources, and Range Resources. SM Energy Company, an independent energy company, engages in the acquisition, exploration, development, and production o... More
SM Energy 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 SM Energy'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 SM Energy Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.62 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 3.04 |
SM Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SM Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SM Energy's standard deviation. In reality, there are many statistical measures that can use SM Energy historical prices to predict the future SM Energy's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.53) |
SM Energy Backtested Returns
SM Energy retains Efficiency (Sharpe Ratio) of -0.0878, which indicates the firm had a -0.0878 % return per unit of price deviation over the last 3 months. SM Energy exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SM Energy's Risk Adjusted Performance of (0.04), standard deviation of 2.1, and Mean Deviation of 1.64 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SM Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding SM Energy is expected to be smaller as well. At this point, SM Energy has a negative expected return of -0.18%. Please make sure to validate SM Energy's total risk alpha, as well as the relationship between the kurtosis and market facilitation index , to decide if SM Energy performance from the past will be repeated sooner or later.
Auto-correlation | -0.3 |
Weak reverse predictability
SM Energy Co has weak reverse predictability. Overlapping area represents the amount of predictability between SM Energy time series from 18th of January 2025 to 2nd of February 2025 and 2nd of February 2025 to 17th of February 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 SM Energy price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current SM Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 1.02 |
SM Energy lagged returns against current returns
Autocorrelation, which is SM Energy 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 SM Energy's stock expected returns. We can calculate the autocorrelation of SM Energy returns to help us make a trade decision. For example, suppose you find that SM Energy 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 |
SM Energy 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 SM Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SM Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SM Energy stock over time.
Current vs Lagged Prices |
| Timeline |
SM Energy Lagged Returns
When evaluating SM Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SM Energy stock have on its future price. SM Energy 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, SM Energy autocorrelation shows the relationship between SM Energy stock current value and its past values and can show if there is a momentum factor associated with investing in SM Energy Co.
Regressed Prices |
| Timeline |
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SM Energy technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.