Orsted As Stock Market Value
| DOGEF Stock | USD 38.95 0.28 0.72% |
| Symbol | Orsted |
Orsted A/S '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 Orsted A/S's pink sheet 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 Orsted A/S.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Orsted A/S on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Orsted AS or generate 0.0% return on investment in Orsted A/S over 30 days. Orsted A/S is related to or competes with Innergex Renewable, and Clearway Energy. rsted AS, together with its subsidiaries, develops, constructs, owns, and operates offshore and onshore wind farms, sola... More
Orsted A/S 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 Orsted A/S's pink sheet 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 Orsted AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 23.11 | |||
| Value At Risk | (4.94) | |||
| Potential Upside | 5.79 |
Orsted A/S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orsted A/S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orsted A/S's standard deviation. In reality, there are many statistical measures that can use Orsted A/S historical prices to predict the future Orsted A/S's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.73) | |||
| Total Risk Alpha | (0.99) | |||
| Treynor Ratio | (0.70) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Orsted A/S'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.
Orsted A/S Backtested Returns
Orsted A/S maintains Sharpe Ratio (i.e., Efficiency) of -0.17, which implies the firm had a -0.17 % return per unit of risk over the last 3 months. Orsted A/S exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Orsted A/S's Coefficient Of Variation of (591.42), risk adjusted performance of (0.13), and Variance of 15.17 to confirm the risk estimate we provide. The company holds a Beta of 0.96, which implies possible diversification benefits within a given portfolio. Orsted A/S returns are very sensitive to returns on the market. As the market goes up or down, Orsted A/S is expected to follow. At this point, Orsted A/S has a negative expected return of -0.69%. Please make sure to check Orsted A/S's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Orsted A/S performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Orsted AS has weak reverse predictability. Overlapping area represents the amount of predictability between Orsted A/S time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd 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 Orsted A/S price movement. The serial correlation of -0.24 indicates that over 24.0% of current Orsted A/S price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
Orsted A/S lagged returns against current returns
Autocorrelation, which is Orsted A/S pink sheet'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 Orsted A/S's pink sheet expected returns. We can calculate the autocorrelation of Orsted A/S returns to help us make a trade decision. For example, suppose you find that Orsted A/S has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Orsted A/S 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 Orsted A/S pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orsted A/S pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orsted A/S pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Orsted A/S Lagged Returns
When evaluating Orsted A/S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orsted A/S pink sheet have on its future price. Orsted A/S 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, Orsted A/S autocorrelation shows the relationship between Orsted A/S pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Orsted AS.
Regressed Prices |
| Timeline |
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Other Information on Investing in Orsted Pink Sheet
Orsted A/S financial ratios help investors to determine whether Orsted Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Orsted with respect to the benefits of owning Orsted A/S security.