Exelon Corp (UK) Market Value
| 0IJN Stock | 39.50 0.19 0.48% |
| Symbol | Exelon |
Exelon Corp '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 Corp'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 Corp.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Exelon Corp on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Exelon Corp or generate 0.0% return on investment in Exelon Corp over 540 days. Exelon Corp is related to or competes with Host Hotels, Capital Drilling, Celebrus Technologies, Check Point, Raytheon Technologies, Playtech Plc, and DXC Technology. Exelon Corp is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Exelon Corp 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 Corp'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 Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.87 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.63 |
Exelon Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exelon Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exelon Corp's standard deviation. In reality, there are many statistical measures that can use Exelon Corp historical prices to predict the future Exelon Corp's volatility.| Risk Adjusted Performance | 0.0715 | |||
| Jensen Alpha | 0.0649 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.5913 |
Exelon Corp Backtested Returns
Currently, Exelon Corp is very steady. Exelon Corp secures Sharpe Ratio (or Efficiency) of 0.0766, which denotes the company had a 0.0766% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Exelon Corp, which you can use to evaluate the volatility of the firm. Please confirm Exelon Corp's Mean Deviation of 0.7554, downside deviation of 1.03, and Coefficient Of Variation of 1108.01 to check if the risk estimate we provide is consistent with the expected return of 0.0776%. Exelon Corp has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Exelon Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exelon Corp is expected to be smaller as well. Exelon Corp right now shows a risk of 1.01%. Please confirm Exelon Corp mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Exelon Corp will be following its price patterns.
Auto-correlation | -0.69 |
Very good reverse predictability
Exelon Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Exelon Corp time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Corp price movement. The serial correlation of -0.69 indicates that around 69.0% of current Exelon Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 3.34 |
Exelon Corp lagged returns against current returns
Autocorrelation, which is Exelon Corp 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 Corp's stock expected returns. We can calculate the autocorrelation of Exelon Corp returns to help us make a trade decision. For example, suppose you find that Exelon Corp 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 Corp 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 Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exelon Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exelon Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Exelon Corp Lagged Returns
When evaluating Exelon Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exelon Corp stock have on its future price. Exelon Corp 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 Corp autocorrelation shows the relationship between Exelon Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Exelon Corp.
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.Additional Tools for Exelon Stock Analysis
When running Exelon Corp's price analysis, check to measure Exelon Corp'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 Exelon Corp is operating at the current time. Most of Exelon Corp's value examination focuses on studying past and present price action to predict the probability of Exelon Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Exelon Corp's price. Additionally, you may evaluate how the addition of Exelon Corp to your portfolios can decrease your overall portfolio volatility.