EXELON GENERATION LLC Market Value
| 30161MAN3 | 101.39 2.80 2.84% |
| Symbol | EXELON |
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 bond 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.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in EXELON on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding EXELON GENERATION LLC or generate 0.0% return on investment in EXELON over 30 days. EXELON is related to or competes with Boyd Gaming, Wendys, Evolution Gaming, and Playstudios. 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 bond 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 GENERATION LLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6782 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 3.09 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 0.9539 |
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 | 0.0039 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.309 |
EXELON GENERATION LLC Backtested Returns
EXELON GENERATION LLC secures Sharpe Ratio (or Efficiency) of -0.0043, which denotes the bond had a -0.0043% return per unit of return volatility over the last 3 months. EXELON GENERATION LLC exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EXELON's downside deviation of 0.6782, and Mean Deviation of 0.5217 to check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0174, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EXELON are expected to decrease at a much lower rate. During the bear market, EXELON is likely to outperform the market.
Auto-correlation | 0.18 |
Very weak predictability
EXELON GENERATION LLC has very weak predictability. Overlapping area represents the amount of predictability between EXELON time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 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 GENERATION LLC price movement. The serial correlation of 0.18 indicates that over 18.0% of current EXELON price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.16 |
EXELON GENERATION LLC lagged returns against current returns
Autocorrelation, which is EXELON bond'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 bond 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 bond 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EXELON bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EXELON bond 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 bond 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 bond current value and its past values and can show if there is a momentum factor associated with investing in EXELON GENERATION LLC.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in EXELON Bond
EXELON financial ratios help investors to determine whether EXELON Bond 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 EXELON with respect to the benefits of owning EXELON security.