Ameren Illinois Stock Market Value
| AILLN Stock | USD 81.95 0.00 0.00% |
| Symbol | Ameren |
Ameren Illinois '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 Ameren Illinois' 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 Ameren Illinois.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Ameren Illinois on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Ameren Illinois or generate 0.0% return on investment in Ameren Illinois over 30 days. Ameren Illinois is related to or competes with Duke Energy, Consolidated Edison, Dominion Energy, American Electric, and Nextera Energy. Ameren Illinois Company, doing business as Ameren Illinois, engages in the rate-regulated electric generation, transmiss... More
Ameren Illinois 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 Ameren Illinois' 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 Ameren Illinois upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.04 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 11.0 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.5 |
Ameren Illinois Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ameren Illinois' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ameren Illinois' standard deviation. In reality, there are many statistical measures that can use Ameren Illinois historical prices to predict the future Ameren Illinois' volatility.| Risk Adjusted Performance | 0.008 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.02) |
Ameren Illinois Backtested Returns
As of now, Ameren Pink Sheet is very steady. Ameren Illinois secures Sharpe Ratio (or Efficiency) of 0.0054, which signifies that the company had a 0.0054% return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for Ameren Illinois, which you can use to evaluate the volatility of the firm. Please confirm Ameren Illinois' mean deviation of 0.4397, and Risk Adjusted Performance of 0.008 to double-check if the risk estimate we provide is consistent with the expected return of 0.0065%. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ameren Illinois' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ameren Illinois is expected to be smaller as well. Ameren Illinois right now shows a risk of 1.22%. Please confirm Ameren Illinois maximum drawdown, and the relationship between the information ratio and expected short fall , to decide if Ameren Illinois will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Ameren Illinois has no correlation between past and present. Overlapping area represents the amount of predictability between Ameren Illinois time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Ameren Illinois price movement. The serial correlation of 0.0 indicates that just 0.0% of current Ameren Illinois price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ameren Illinois lagged returns against current returns
Autocorrelation, which is Ameren Illinois 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 Ameren Illinois' pink sheet expected returns. We can calculate the autocorrelation of Ameren Illinois returns to help us make a trade decision. For example, suppose you find that Ameren Illinois 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 |
Ameren Illinois 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 Ameren Illinois pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ameren Illinois pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ameren Illinois pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ameren Illinois Lagged Returns
When evaluating Ameren Illinois' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ameren Illinois pink sheet have on its future price. Ameren Illinois 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, Ameren Illinois autocorrelation shows the relationship between Ameren Illinois pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ameren Illinois.
Regressed Prices |
| Timeline |
Other Information on Investing in Ameren Pink Sheet
Ameren Illinois financial ratios help investors to determine whether Ameren 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 Ameren with respect to the benefits of owning Ameren Illinois security.