Diversified Energy Stock Market Value
| DEC Stock | 15.92 0.07 0.44% |
| Symbol | Diversified |
Diversified Energy Price To Book Ratio
Is Oil & Gas Exploration & Production 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 Diversified Energy. If investors know Diversified 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 Diversified 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 (0.98) | Dividend Share 1.745 | Earnings Share 2.78 | Revenue Per Share 14.69 | Quarterly Revenue Growth (0.23) |
The market value of Diversified Energy is measured differently than its book value, which is the value of Diversified that is recorded on the company's balance sheet. Investors also form their own opinion of Diversified Energy's value that differs from its market value or its book value, called intrinsic value, which is Diversified 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 Diversified Energy's market value can be influenced by many factors that don't directly affect Diversified 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 Diversified Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Diversified Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Diversified 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.
Diversified 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 Diversified 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 Diversified Energy.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Diversified Energy on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Diversified Energy or generate 0.0% return on investment in Diversified Energy over 30 days. Diversified Energy is related to or competes with Devon Energy, ConocoPhillips, Occidental Petroleum, Permian Resources, EOG Resources, Coterra Energy, and Range Resources. Diversified Energy is entity of United States More
Diversified 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 Diversified 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 Diversified Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.15 | |||
| Information Ratio | 0.1398 | |||
| Maximum Drawdown | 10.39 | |||
| Value At Risk | (2.97) | |||
| Potential Upside | 5.04 |
Diversified Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diversified Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diversified Energy's standard deviation. In reality, there are many statistical measures that can use Diversified Energy historical prices to predict the future Diversified Energy's volatility.| Risk Adjusted Performance | 0.1575 | |||
| Jensen Alpha | 0.33 | |||
| Total Risk Alpha | 0.0802 | |||
| Sortino Ratio | 0.1498 | |||
| Treynor Ratio | 0.4762 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Diversified 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.
Diversified Energy Backtested Returns
Diversified Energy appears to be not too volatile, given 3 months investment horizon. Diversified Energy secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the company had a 0.19% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Diversified Energy, which you can use to evaluate the volatility of the firm. Please utilize Diversified Energy's Coefficient Of Variation of 508.29, mean deviation of 1.71, and Downside Deviation of 2.15 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Diversified Energy holds a performance score of 15. The firm shows a Beta (market volatility) of 0.93, which means possible diversification benefits within a given portfolio. Diversified Energy returns are very sensitive to returns on the market. As the market goes up or down, Diversified Energy is expected to follow. Please check Diversified Energy's treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether Diversified Energy's price patterns will revert.
Auto-correlation | 0.88 |
Very good predictability
Diversified Energy has very good predictability. Overlapping area represents the amount of predictability between Diversified Energy time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Diversified Energy price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Diversified Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 1.58 |
Diversified Energy lagged returns against current returns
Autocorrelation, which is Diversified 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 Diversified Energy's stock expected returns. We can calculate the autocorrelation of Diversified Energy returns to help us make a trade decision. For example, suppose you find that Diversified 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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Diversified 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 Diversified Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Diversified Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Diversified Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Diversified Energy Lagged Returns
When evaluating Diversified Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Diversified Energy stock have on its future price. Diversified 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, Diversified Energy autocorrelation shows the relationship between Diversified Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Diversified Energy.
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 Diversified Energy offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Diversified Energy's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Diversified Energy Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Diversified Energy Stock:Check out Diversified Energy Correlation, Diversified Energy Volatility and Diversified Energy Alpha and Beta module to complement your research on Diversified Energy. For information on how to trade Diversified Stock refer to our How to Trade Diversified Stock guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Diversified 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.