Shell Plc Adr Stock Market Value
| SHEL Stock | USD 66.03 0.24 0.36% |
| Symbol | Shell |
Shell PLC ADR 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 Shell PLC. If investors know Shell 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 Shell PLC 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 (0.35) | Dividend Share 1.376 | Earnings Share 4.92 | Revenue Per Share 92.712 | Quarterly Revenue Growth (0.07) |
The market value of Shell PLC ADR is measured differently than its book value, which is the value of Shell that is recorded on the company's balance sheet. Investors also form their own opinion of Shell PLC's value that differs from its market value or its book value, called intrinsic value, which is Shell PLC'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 Shell PLC's market value can be influenced by many factors that don't directly affect Shell PLC'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 Shell PLC's value and its price as these two are different measures arrived at by different means. Investors typically determine if Shell PLC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Shell PLC'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.
Shell PLC '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 Shell PLC'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 Shell PLC.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Shell PLC on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Shell PLC ADR or generate 0.0% return on investment in Shell PLC over 360 days. Shell PLC is related to or competes with Exxon, Chevron Corp, TotalEnergies, Petroleo Brasileiro, Equinor ASA, BP PLC, and Eni SPA. Shell plc operates as an energy and petrochemical company Europe, Asia, Oceania, Africa, the United States, and Rest of ... More
Shell PLC 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 Shell PLC'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 Shell PLC ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 5.88 | |||
| Value At Risk | (2.79) | |||
| Potential Upside | 1.42 |
Shell PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shell PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shell PLC's standard deviation. In reality, there are many statistical measures that can use Shell PLC historical prices to predict the future Shell PLC's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.35) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shell PLC'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.
Shell PLC ADR Backtested Returns
Shell PLC ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0995, which indicates the firm had a -0.0995% return per unit of risk over the last 3 months. Shell PLC ADR exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Shell PLC's Risk Adjusted Performance of (0.05), coefficient of variation of (1,399), and Variance of 1.76 to confirm the risk estimate we provide. The entity has a beta of 0.3, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shell PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shell PLC is expected to be smaller as well. At this point, Shell PLC ADR has a negative expected return of -0.13%. Please make sure to validate Shell PLC's skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Shell PLC ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Shell PLC ADR has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Shell PLC time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 Shell PLC ADR price movement. The serial correlation of -0.78 indicates that around 78.0% of current Shell PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 4.88 |
Shell PLC ADR lagged returns against current returns
Autocorrelation, which is Shell PLC 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 Shell PLC's stock expected returns. We can calculate the autocorrelation of Shell PLC returns to help us make a trade decision. For example, suppose you find that Shell PLC 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 |
Shell PLC 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 Shell PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shell PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shell PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Shell PLC Lagged Returns
When evaluating Shell PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shell PLC stock have on its future price. Shell PLC 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, Shell PLC autocorrelation shows the relationship between Shell PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Shell PLC ADR.
Regressed Prices |
| Timeline |
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Shell PLC 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.