Exelon Stock Market Value
| EXC Stock | USD 38.71 0.60 1.53% |
| Symbol | Exelon |
Exelon Price To Book Ratio
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 Exelon. If investors know Exelon 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 Exelon listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 1.5 | Earnings Share 2.43 | Revenue Per Share 22.913 | Quarterly Revenue Growth 0.029 | Return On Assets 0.026 |
The market value of Exelon is measured differently than its book value, which is the value of Exelon that is recorded on the company's balance sheet. Investors also form their own opinion of Exelon's value that differs from its market value or its book value, called intrinsic value, which is Exelon'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 Exelon's market value can be influenced by many factors that don't directly affect Exelon'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 Exelon's value and its price as these two are different measures arrived at by different means. Investors typically determine if Exelon is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Exelon'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.
Exelon '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 Exelon'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 Exelon.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Exelon on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Exelon or generate 0.0% return on investment in Exelon over 720 days. Exelon is related to or competes with Duke Energy, Dominion Energy, Southern, Consolidated Edison, Entergy, American Electric, and PPL. Exelon Corporation, a utility services holding company, engages in the energy generation, delivery, and marketing busine... More
Exelon 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 Exelon'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 Exelon upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.42 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.5 |
Exelon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exelon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exelon's standard deviation. In reality, there are many statistical measures that can use Exelon historical prices to predict the future Exelon's volatility.| Risk Adjusted Performance | 0.0423 | |||
| Jensen Alpha | 0.0272 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.3236 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Exelon'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.
Exelon Backtested Returns
At this point, Exelon is very steady. Exelon secures Sharpe Ratio (or Efficiency) of 0.0609, which denotes the company had a 0.0609% return per unit of risk over the last 3 months. We have found thirty technical indicators for Exelon, which you can use to evaluate the volatility of the firm. Please confirm Exelon's Downside Deviation of 1.07, mean deviation of 0.8076, and Coefficient Of Variation of 1930.58 to check if the risk estimate we provide is consistent with the expected return of 0.0633%. Exelon has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, Exelon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exelon is expected to be smaller as well. Exelon right now shows a risk of 1.04%. Please confirm Exelon downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Exelon will be following its price patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
Exelon has modest reverse predictability. Overlapping area represents the amount of predictability between Exelon time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Exelon price movement. The serial correlation of -0.46 indicates that about 46.0% of current Exelon price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 4.36 |
Exelon lagged returns against current returns
Autocorrelation, which is Exelon 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 Exelon's stock expected returns. We can calculate the autocorrelation of Exelon returns to help us make a trade decision. For example, suppose you find that Exelon 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 |
Exelon 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 Exelon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exelon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exelon stock over time.
Current vs Lagged Prices |
| Timeline |
Exelon Lagged Returns
When evaluating Exelon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exelon stock have on its future price. Exelon 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, Exelon autocorrelation shows the relationship between Exelon stock current value and its past values and can show if there is a momentum factor associated with investing in Exelon.
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 Exelon offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Exelon'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 Exelon Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Exelon Stock:Check out Exelon Correlation, Exelon Volatility and Exelon Alpha and Beta module to complement your research on Exelon. For information on how to trade Exelon Stock refer to our How to Trade Exelon Stock guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Exelon 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.