Totalenergies Se Stock Market Value
| TTFNF Stock | USD 62.84 1.05 1.70% |
| 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' 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 TotalEnergies.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in TotalEnergies on December 16, 2024 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 90 days. TotalEnergies is related to or competes with Eni SpA, MOL PLC, PetroChina, Equinor ASA, Shell PLC, Origin Energy, and BP Plc. 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' 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 TotalEnergies SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.1954 | |||
| Maximum Drawdown | 8.68 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 2.9 |
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 | 0.1222 | |||
| Jensen Alpha | 0.2515 | |||
| Total Risk Alpha | 0.4162 | |||
| Sortino Ratio | 0.2173 | |||
| Treynor Ratio | 0.5692 |
TotalEnergies SE Backtested Returns
TotalEnergies appears to be very steady, given 3 months investment horizon. TotalEnergies SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for TotalEnergies SE, which you can use to evaluate the volatility of the company. Please review TotalEnergies' Semi Deviation of 1.34, risk adjusted performance of 0.1222, and Coefficient Of Variation of 740.88 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TotalEnergies holds a performance score of 14. The entity has a beta of 0.37, 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. Please check TotalEnergies' skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether TotalEnergies' existing price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
TotalEnergies SE has below average predictability. Overlapping area represents the amount of predictability between TotalEnergies 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 TotalEnergies SE price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current TotalEnergies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 1.25 |
TotalEnergies SE lagged returns against current returns
Autocorrelation, which is TotalEnergies 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 TotalEnergies' pink sheet 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 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 |
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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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TotalEnergies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TotalEnergies pink sheet 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 pink sheet 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 pink sheet 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 Pink Sheet
TotalEnergies financial ratios help investors to determine whether TotalEnergies Pink Sheet 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.