CMS Energy (Germany) Market Value
| CSG Stock | EUR 61.00 0.50 0.83% |
| Symbol | CMS |
CMS 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 CMS 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 CMS Energy.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in CMS Energy on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding CMS Energy or generate 0.0% return on investment in CMS Energy over 30 days. CMS Energy is related to or competes with Duke Energy, ENDESA ADR, Terna -, CK Infrastructure, Enel Chile, and SENERELECSPGDR REGS. CMS Energy Corporation operates as an energy company primarily in Michigan More
CMS 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 CMS 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 CMS Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.54 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 1.69 |
CMS Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CMS Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CMS Energy's standard deviation. In reality, there are many statistical measures that can use CMS Energy historical prices to predict the future CMS Energy's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.39) |
CMS Energy Backtested Returns
CMS Energy secures Sharpe Ratio (or Efficiency) of -0.0489, which signifies that the company had a -0.0489 % return per unit of volatility over the last 3 months. CMS Energy exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CMS Energy's mean deviation of 0.9251, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CMS Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding CMS Energy is expected to be smaller as well. At this point, CMS Energy has a negative expected return of -0.06%. Please make sure to confirm CMS Energy's total risk alpha, potential upside, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if CMS Energy performance from the past will be repeated at future time.
Auto-correlation | 0.71 |
Good predictability
CMS Energy has good predictability. Overlapping area represents the amount of predictability between CMS Energy time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 CMS Energy price movement. The serial correlation of 0.71 indicates that around 71.0% of current CMS Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
CMS Energy lagged returns against current returns
Autocorrelation, which is CMS 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 CMS Energy's stock expected returns. We can calculate the autocorrelation of CMS Energy returns to help us make a trade decision. For example, suppose you find that CMS 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 |
| Timeline |
CMS 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 CMS Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CMS Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CMS Energy stock over time.
Current vs Lagged Prices |
| Timeline |
CMS Energy Lagged Returns
When evaluating CMS Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CMS Energy stock have on its future price. CMS 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, CMS Energy autocorrelation shows the relationship between CMS Energy stock current value and its past values and can show if there is a momentum factor associated with investing in CMS Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in CMS Stock
When determining whether CMS Energy is a strong investment it is important to analyze CMS Energy'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 CMS Energy's future performance. For an informed investment choice regarding CMS Stock, refer to the following important reports:Check out CMS Energy Correlation, CMS Energy Volatility and CMS Energy Alpha and Beta module to complement your research on CMS Energy. For more detail on how to invest in CMS Stock please use our How to Invest in CMS Energy guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
CMS Energy 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.