Ameren Corp (UK) Market Value
| 0HE2 Stock | 93.17 0.93 0.99% |
| Symbol | Ameren |
Ameren Corp '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 Ameren Corp'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 Ameren Corp.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Ameren Corp on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Ameren Corp or generate 0.0% return on investment in Ameren Corp over 30 days. Ameren Corp is related to or competes with Molson Coors, Berner Kantonalbank, Zurich Insurance, Associated British, Naked Wines, Liechtensteinische, and Raymond James. Ameren Corp is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Ameren Corp 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 Ameren Corp'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 Ameren Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0087 | |||
| Maximum Drawdown | 7.0 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.34 |
Ameren Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ameren Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ameren Corp's standard deviation. In reality, there are many statistical measures that can use Ameren Corp historical prices to predict the future Ameren Corp's volatility.| Risk Adjusted Performance | 0.0757 | |||
| Jensen Alpha | 0.0944 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0099 | |||
| Treynor Ratio | 1.35 |
Ameren Corp Backtested Returns
Currently, Ameren Corp is very steady. Ameren Corp secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Ameren Corp, which you can use to evaluate the volatility of the firm. Please confirm Ameren Corp's risk adjusted performance of 0.0757, and Mean Deviation of 0.9973 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Ameren Corp has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0748, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ameren Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ameren Corp is expected to be smaller as well. Ameren Corp right now shows a risk of 1.26%. Please confirm Ameren Corp mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Ameren Corp will be following its price patterns.
Auto-correlation | -0.22 |
Weak reverse predictability
Ameren Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Ameren Corp time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Ameren Corp price movement. The serial correlation of -0.22 indicates that over 22.0% of current Ameren Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1.26 |
Ameren Corp lagged returns against current returns
Autocorrelation, which is Ameren Corp 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 Ameren Corp's stock expected returns. We can calculate the autocorrelation of Ameren Corp returns to help us make a trade decision. For example, suppose you find that Ameren Corp 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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Ameren Corp 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 Ameren Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ameren Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ameren Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Ameren Corp Lagged Returns
When evaluating Ameren Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ameren Corp stock have on its future price. Ameren Corp 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, Ameren Corp autocorrelation shows the relationship between Ameren Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Ameren Corp.
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 Ameren Stock Analysis
When running Ameren Corp's price analysis, check to measure Ameren Corp'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 Ameren Corp is operating at the current time. Most of Ameren Corp's value examination focuses on studying past and present price action to predict the probability of Ameren Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ameren Corp's price. Additionally, you may evaluate how the addition of Ameren Corp to your portfolios can decrease your overall portfolio volatility.