Ameren Corp Stock Market Value
| AEE Stock | USD 93.97 1.73 1.88% |
| 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 (0.09) | Dividend Share 2.64 | Earnings Share 4.25 | Revenue Per Share 26.546 | Quarterly Revenue Growth 0.056 |
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.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Ameren Corp on May 26, 2024 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 180 days. Ameren Corp is related to or competes with Enel Chile, Centrais Elétricas, Central Puerto, CMS Energy, Portland General, MGE Energy, and OGE Energy. 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.
| Downside Deviation | 0.8609 | |||
| Information Ratio | 0.0896 | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.91 |
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 | 0.137 | |||
| Jensen Alpha | 0.1701 | |||
| Total Risk Alpha | 0.0597 | |||
| Sortino Ratio | 0.1123 | |||
| Treynor Ratio | 1.29 |
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 appears to be very steady, given 3 months investment horizon. Ameren Corp secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2% 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 makes use of Ameren Corp's risk adjusted performance of 0.137, and Mean Deviation of 0.813 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ameren Corp holds a performance score of 15. The firm shows a Beta (market volatility) of 0.14, 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. Please check Ameren Corp's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Ameren Corp's price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Ameren Corp has good predictability. Overlapping area represents the amount of predictability between Ameren Corp time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd of November 2024. 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 0.73 indicates that around 73.0% of current Ameren Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 8.91 |
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 |
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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 |
Also Currently Popular
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.When determining whether Ameren Corp is a strong investment it is important to analyze Ameren Corp's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Ameren Corp's future performance. For an informed investment choice regarding Ameren Stock, refer to the following important reports: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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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.