Rwe Aktiengesellschaft Stock Market Value
| RWNFF Stock | USD 59.43 2.83 5.00% |
| Symbol | RWE |
RWE Aktiengesellscha '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 RWE Aktiengesellscha'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 RWE Aktiengesellscha.
| 01/27/2024 |
| 01/16/2026 |
If you would invest 0.00 in RWE Aktiengesellscha on January 27, 2024 and sell it all today you would earn a total of 0.00 from holding RWE Aktiengesellschaft or generate 0.0% return on investment in RWE Aktiengesellscha over 720 days. RWE Aktiengesellscha is related to or competes with EON SE, SSE PLC, SSE Plc, Endesa SA, Endesa SA, EON SE, and Naturgy Energy. RWE Aktiengesellschaft generates and supplies electricity from renewable and conventional sources primarily in Europe an... More
RWE Aktiengesellscha 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 RWE Aktiengesellscha'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 RWE Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.1243 | |||
| Maximum Drawdown | 10.58 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 2.98 |
RWE Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RWE Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RWE Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use RWE Aktiengesellscha historical prices to predict the future RWE Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.1321 | |||
| Jensen Alpha | 0.3957 | |||
| Total Risk Alpha | 0.0625 | |||
| Sortino Ratio | 0.1251 | |||
| Treynor Ratio | (0.59) |
RWE Aktiengesellschaft Backtested Returns
RWE Aktiengesellscha appears to be very steady, given 3 months investment horizon. RWE Aktiengesellschaft maintains Sharpe Ratio (i.e., Efficiency) of 0.21, which implies the firm had a 0.21 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for RWE Aktiengesellschaft, which you can use to evaluate the volatility of the company. Please evaluate RWE Aktiengesellscha's semi deviation of 1.5, and Risk Adjusted Performance of 0.1321 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RWE Aktiengesellscha holds a performance score of 16. The company holds a Beta of -0.58, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning RWE Aktiengesellscha are expected to decrease at a much lower rate. During the bear market, RWE Aktiengesellscha is likely to outperform the market. Please check RWE Aktiengesellscha's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether RWE Aktiengesellscha's historical price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
RWE Aktiengesellschaft has weak reverse predictability. Overlapping area represents the amount of predictability between RWE Aktiengesellscha time series from 27th of January 2024 to 21st of January 2025 and 21st of January 2025 to 16th 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 RWE Aktiengesellschaft price movement. The serial correlation of -0.25 indicates that over 25.0% of current RWE Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 38.56 |
RWE Aktiengesellschaft lagged returns against current returns
Autocorrelation, which is RWE Aktiengesellscha 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 RWE Aktiengesellscha's pink sheet expected returns. We can calculate the autocorrelation of RWE Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that RWE Aktiengesellscha 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 |
RWE Aktiengesellscha 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 RWE Aktiengesellscha pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RWE Aktiengesellscha pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RWE Aktiengesellscha pink sheet over time.
Current vs Lagged Prices |
| Timeline |
RWE Aktiengesellscha Lagged Returns
When evaluating RWE Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RWE Aktiengesellscha pink sheet have on its future price. RWE Aktiengesellscha 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, RWE Aktiengesellscha autocorrelation shows the relationship between RWE Aktiengesellscha pink sheet current value and its past values and can show if there is a momentum factor associated with investing in RWE Aktiengesellschaft.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in RWE Pink Sheet
RWE Aktiengesellscha financial ratios help investors to determine whether RWE 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 RWE with respect to the benefits of owning RWE Aktiengesellscha security.