Shell PLC (Czech Republic) Market Value
| SHELL Stock | 772.00 0.00 0.00% |
| Symbol | Shell |
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.
| 12/02/2025 |
| 01/01/2026 |
If you would invest 0.00 in Shell PLC on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Shell PLC or generate 0.0% return on investment in Shell PLC over 30 days.
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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.0251 | |||
| Maximum Drawdown | 10.35 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 1.95 |
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 | 0.051 | |||
| Jensen Alpha | 0.0885 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0157 | |||
| Treynor Ratio | (1.31) |
Shell PLC Backtested Returns
Currently, Shell PLC is out of control. Shell PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0263, which indicates the firm had a 0.0263 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Shell PLC, which you can use to evaluate the volatility of the company. Please validate Shell PLC's Semi Deviation of 1.12, coefficient of variation of 1539.18, and Risk Adjusted Performance of 0.051 to confirm if the risk estimate we provide is consistent with the expected return of 0.0351%. Shell PLC has a performance score of 2 on a scale of 0 to 100. The entity has a beta of -0.0653, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Shell PLC are expected to decrease at a much lower rate. During the bear market, Shell PLC is likely to outperform the market. Shell PLC right now has a risk of 1.33%. Please validate Shell PLC total risk alpha, as well as the relationship between the potential upside and kurtosis , to decide if Shell PLC will be following its existing price patterns.
Auto-correlation | 0.24 |
Weak predictability
Shell PLC has weak predictability. Overlapping area represents the amount of predictability between Shell PLC time series from 2nd of December 2025 to 17th of December 2025 and 17th of December 2025 to 1st 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 Shell PLC price movement. The serial correlation of 0.24 indicates that over 24.0% of current Shell PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 238.53 |
Shell PLC 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.
Regressed Prices |
| Timeline |
Pair Trading with Shell PLC
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Shell PLC position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Shell PLC will appreciate offsetting losses from the drop in the long position's value.Moving together with Shell Stock
Moving against Shell Stock
| 0.87 | KOFOL | Kofola CeskoSlovensko | PairCorr |
| 0.79 | KLIKY | MT 1997 AS | PairCorr |
| 0.61 | PRAB | Prabos Plus as | PairCorr |
| 0.39 | CEZ | Cez AS | PairCorr |
The ability to find closely correlated positions to Shell PLC could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Shell PLC when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Shell PLC - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Shell PLC to buy it.
The correlation of Shell PLC is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Shell PLC moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Shell PLC moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Shell PLC can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Shell Stock Analysis
When running Shell PLC's price analysis, check to measure Shell PLC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Shell PLC is operating at the current time. Most of Shell PLC's value examination focuses on studying past and present price action to predict the probability of Shell PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shell PLC's price. Additionally, you may evaluate how the addition of Shell PLC to your portfolios can decrease your overall portfolio volatility.