Ameren Corp Stock Market Value
| AEE Stock | USD 100.86 1.00 1.00% |
| Symbol | Ameren |
Ameren Corp Price To Book Ratio
Is Multi-Utilities 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 Ameren Corp. If investors know Ameren 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 Ameren Corp 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 0.382 | Dividend Share 2.8 | Earnings Share 5.2 | Revenue Per Share | Quarterly Revenue Growth 0.248 |
The market value of Ameren Corp is measured differently than its book value, which is the value of Ameren that is recorded on the company's balance sheet. Investors also form their own opinion of Ameren Corp's value that differs from its market value or its book value, called intrinsic value, which is Ameren Corp'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 Ameren Corp's market value can be influenced by many factors that don't directly affect Ameren Corp'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 Ameren Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ameren Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ameren Corp'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.
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.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Ameren Corp on December 4, 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 DTE Energy, FirstEnergy, PPL, Eversource Energy, Fortis, Centrais Elétricas, and Southern. Ameren Corporation, together with its subsidiaries, operates as a public utility holding company in the United States 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.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 5.74 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.1 |
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 | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ameren Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ameren Corp Backtested Returns
Ameren Corp secures Sharpe Ratio (or Efficiency) of -0.0538, which signifies that the company had a -0.0538 % return per unit of standard deviation over the last 3 months. Ameren Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ameren Corp's mean deviation of 0.682, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, 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. At this point, Ameren Corp has a negative expected return of -0.0476%. Please make sure to confirm Ameren Corp's coefficient of variation, total risk alpha, skewness, as well as the relationship between the information ratio and maximum drawdown , to decide if Ameren Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.85 |
Excellent reverse predictability
Ameren Corp has excellent reverse predictability. Overlapping area represents the amount of predictability between Ameren Corp time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd of January 2026. 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 -0.85 indicates that around 85.0% of current Ameren Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
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 |
| Timeline |
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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Check out Ameren Corp Correlation, Ameren Corp Volatility and Ameren Corp Alpha and Beta module to complement your research on Ameren Corp. For information on how to trade Ameren Stock refer to our How to Trade Ameren Stock guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Ameren Corp 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.