Entergy Arkansas Llc Stock Market Value
| EAI Stock | USD 21.29 0.43 1.98% |
| Symbol | Entergy |
Is Electric 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 Entergy Arkansas. If investors know Entergy 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 Entergy Arkansas listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Entergy Arkansas LLC is measured differently than its book value, which is the value of Entergy that is recorded on the company's balance sheet. Investors also form their own opinion of Entergy Arkansas' value that differs from its market value or its book value, called intrinsic value, which is Entergy Arkansas' 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 Entergy Arkansas' market value can be influenced by many factors that don't directly affect Entergy Arkansas' 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 Entergy Arkansas' value and its price as these two are different measures arrived at by different means. Investors typically determine if Entergy Arkansas is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Entergy Arkansas' 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.
Entergy Arkansas '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 Entergy Arkansas' 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 Entergy Arkansas.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Entergy Arkansas on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Entergy Arkansas LLC or generate 0.0% return on investment in Entergy Arkansas over 30 days. Entergy Arkansas is related to or competes with Entergy Mississippi, Entergy New, Entergy Louisiana, Southern, and Entergy New. Entergy Arkansas, Inc. generates, transmits, distributes, and sells electric power primarily to retail customers in Arka... More
Entergy Arkansas 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 Entergy Arkansas' 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 Entergy Arkansas LLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.02 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.35 |
Entergy Arkansas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Entergy Arkansas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Entergy Arkansas' standard deviation. In reality, there are many statistical measures that can use Entergy Arkansas historical prices to predict the future Entergy Arkansas' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (1.35) |
Entergy Arkansas LLC Backtested Returns
Entergy Arkansas LLC secures Sharpe Ratio (or Efficiency) of -0.0624, which denotes the company had a -0.0624 % return per unit of risk over the last 3 months. Entergy Arkansas LLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Entergy Arkansas' Variance of 0.9736, mean deviation of 0.7475, and Standard Deviation of 0.9867 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0532, which means not very significant fluctuations relative to the market. As returns on the market increase, Entergy Arkansas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Entergy Arkansas is expected to be smaller as well. At this point, Entergy Arkansas LLC has a negative expected return of -0.0616%. Please make sure to confirm Entergy Arkansas' accumulation distribution, and the relationship between the potential upside and day median price , to decide if Entergy Arkansas LLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Entergy Arkansas LLC has weak reverse predictability. Overlapping area represents the amount of predictability between Entergy Arkansas 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 Entergy Arkansas LLC price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Entergy Arkansas price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Entergy Arkansas LLC lagged returns against current returns
Autocorrelation, which is Entergy Arkansas 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 Entergy Arkansas' stock expected returns. We can calculate the autocorrelation of Entergy Arkansas returns to help us make a trade decision. For example, suppose you find that Entergy Arkansas 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 |
Entergy Arkansas 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 Entergy Arkansas stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Entergy Arkansas stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Entergy Arkansas stock over time.
Current vs Lagged Prices |
| Timeline |
Entergy Arkansas Lagged Returns
When evaluating Entergy Arkansas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Entergy Arkansas stock have on its future price. Entergy Arkansas 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, Entergy Arkansas autocorrelation shows the relationship between Entergy Arkansas stock current value and its past values and can show if there is a momentum factor associated with investing in Entergy Arkansas LLC.
Regressed Prices |
| Timeline |
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Check out Entergy Arkansas Correlation, Entergy Arkansas Volatility and Entergy Arkansas Alpha and Beta module to complement your research on Entergy Arkansas. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Entergy Arkansas 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.