TotalEnergies (Germany) Market Value
| TOTA Stock | EUR 57.00 0.50 0.87% |
| Symbol | TotalEnergies |
TotalEnergies '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 TotalEnergies' 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 TotalEnergies.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in TotalEnergies on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding TotalEnergies SE or generate 0.0% return on investment in TotalEnergies over 30 days. TotalEnergies is related to or competes with ASURE SOFTWARE, Beta Systems, AXWAY SOFTWARE, Carsales, GRUPO CARSO, Sqs Software, and CyberArk Software. TotalEnergies SE operates as an integrated oil and gas company worldwide More
TotalEnergies 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 TotalEnergies' 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 TotalEnergies SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | 0.0641 | |||
| Maximum Drawdown | 7.13 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.81 |
TotalEnergies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TotalEnergies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TotalEnergies' standard deviation. In reality, there are many statistical measures that can use TotalEnergies historical prices to predict the future TotalEnergies' volatility.| Risk Adjusted Performance | 0.0283 | |||
| Jensen Alpha | 0.0585 | |||
| Total Risk Alpha | 0.1611 | |||
| Sortino Ratio | 0.0602 | |||
| Treynor Ratio | 0.1076 |
TotalEnergies SE Backtested Returns
At this point, TotalEnergies is very steady. TotalEnergies SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0961, which indicates the firm had a 0.0961 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for TotalEnergies SE, which you can use to evaluate the volatility of the company. Please validate TotalEnergies' Semi Deviation of 1.14, coefficient of variation of 3219.88, and Risk Adjusted Performance of 0.0283 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. TotalEnergies has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TotalEnergies' returns are expected to increase less than the market. However, during the bear market, the loss of holding TotalEnergies is expected to be smaller as well. TotalEnergies SE right now has a risk of 1.47%. Please validate TotalEnergies treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if TotalEnergies will be following its existing price patterns.
Auto-correlation | -0.55 |
Good reverse predictability
TotalEnergies SE has good reverse predictability. Overlapping area represents the amount of predictability between TotalEnergies time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 TotalEnergies SE price movement. The serial correlation of -0.55 indicates that about 55.0% of current TotalEnergies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
TotalEnergies SE lagged returns against current returns
Autocorrelation, which is TotalEnergies 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 TotalEnergies' stock expected returns. We can calculate the autocorrelation of TotalEnergies returns to help us make a trade decision. For example, suppose you find that TotalEnergies 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 |
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TotalEnergies 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 TotalEnergies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TotalEnergies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TotalEnergies stock over time.
Current vs Lagged Prices |
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TotalEnergies Lagged Returns
When evaluating TotalEnergies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TotalEnergies stock have on its future price. TotalEnergies 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, TotalEnergies autocorrelation shows the relationship between TotalEnergies stock current value and its past values and can show if there is a momentum factor associated with investing in TotalEnergies SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in TotalEnergies Stock
TotalEnergies financial ratios help investors to determine whether TotalEnergies 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 TotalEnergies with respect to the benefits of owning TotalEnergies security.