Peabody Energy Corp Stock Market Value
| BTU Stock | USD 16.21 0.89 5.20% |
| Symbol | Peabody |
Peabody Energy Corp Price To Book Ratio
Is Oil, Gas & Consumable Fuels 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 Peabody Energy. If investors know Peabody 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 Peabody Energy 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 (0.83) | Dividend Share 0.3 | Earnings Share 2.73 | Revenue Per Share | Quarterly Revenue Growth (0.09) |
The market value of Peabody Energy Corp is measured differently than its book value, which is the value of Peabody that is recorded on the company's balance sheet. Investors also form their own opinion of Peabody Energy's value that differs from its market value or its book value, called intrinsic value, which is Peabody Energy'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 Peabody Energy's market value can be influenced by many factors that don't directly affect Peabody Energy'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 Peabody Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Peabody Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Peabody Energy'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.
Peabody Energy '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 Peabody Energy'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 Peabody Energy.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Peabody Energy on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Peabody Energy Corp or generate 0.0% return on investment in Peabody Energy over 30 days. Peabody Energy is related to or competes with Alliance Resource, Natural Resource, Hallador Energy, NACCO Industries, Indo Tambangraya, and Adaro Energy. Peabody Energy Corporation engages in coal mining business in the United States, Japan, Taiwan, Australia, India, Indone... More
Peabody Energy 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 Peabody Energy'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 Peabody Energy Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 14.82 | |||
| Value At Risk | (5.20) | |||
| Potential Upside | 4.11 |
Peabody Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peabody Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peabody Energy's standard deviation. In reality, there are many statistical measures that can use Peabody Energy historical prices to predict the future Peabody Energy's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.83) | |||
| Total Risk Alpha | (0.83) | |||
| Treynor Ratio | (0.80) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Peabody Energy'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.
Peabody Energy Corp Backtested Returns
Peabody Energy Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.27, which implies the firm had a -0.27 % return per unit of risk over the last 3 months. Peabody Energy Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Peabody Energy's Risk Adjusted Performance of (0.20), variance of 8.0, and Coefficient Of Variation of (345.99) to confirm the risk estimate we provide. The company holds a Beta of 1.04, which implies a somewhat significant risk relative to the market. Peabody Energy returns are very sensitive to returns on the market. As the market goes up or down, Peabody Energy is expected to follow. At this point, Peabody Energy Corp has a negative expected return of -0.76%. Please make sure to check Peabody Energy's total risk alpha, as well as the relationship between the kurtosis and market facilitation index , to decide if Peabody Energy Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
Peabody Energy Corp has below average predictability. Overlapping area represents the amount of predictability between Peabody Energy time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Peabody Energy Corp price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Peabody Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Peabody Energy Corp lagged returns against current returns
Autocorrelation, which is Peabody Energy 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 Peabody Energy's stock expected returns. We can calculate the autocorrelation of Peabody Energy returns to help us make a trade decision. For example, suppose you find that Peabody Energy 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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Peabody Energy 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 Peabody Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peabody Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peabody Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Peabody Energy Lagged Returns
When evaluating Peabody Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peabody Energy stock have on its future price. Peabody Energy 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, Peabody Energy autocorrelation shows the relationship between Peabody Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Peabody Energy Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Peabody Stock Analysis
When running Peabody Energy's price analysis, check to measure Peabody Energy'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 Peabody Energy is operating at the current time. Most of Peabody Energy's value examination focuses on studying past and present price action to predict the probability of Peabody Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Peabody Energy's price. Additionally, you may evaluate how the addition of Peabody Energy to your portfolios can decrease your overall portfolio volatility.