CONSOL Energy (Germany) Market Value
| C9X Stock | EUR 103.50 1.65 1.57% |
| Symbol | CONSOL |
CONSOL Energy '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 CONSOL Energy'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 CONSOL Energy.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in CONSOL Energy on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding CONSOL Energy or generate 0.0% return on investment in CONSOL Energy over 720 days. CONSOL Energy is related to or competes with CHINA SHENHUA, China Coal, Yancoal Australia, Banpu PCL, HMS Bergbau. It operates through PAMC, CONSOL Marine Terminal, and Other segments More
CONSOL Energy 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 CONSOL Energy'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 CONSOL Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.8 | |||
| Information Ratio | 0.1068 | |||
| Maximum Drawdown | 16.11 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 4.86 |
CONSOL Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CONSOL Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CONSOL Energy's standard deviation. In reality, there are many statistical measures that can use CONSOL Energy historical prices to predict the future CONSOL Energy's volatility.| Risk Adjusted Performance | 0.1016 | |||
| Jensen Alpha | 0.251 | |||
| Total Risk Alpha | 0.2198 | |||
| Sortino Ratio | 0.1485 | |||
| Treynor Ratio | 0.1648 |
CONSOL Energy Backtested Returns
CONSOL Energy appears to be very steady, given 3 months investment horizon. CONSOL Energy secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CONSOL Energy, which you can use to evaluate the volatility of the firm. Please makes use of CONSOL Energy's risk adjusted performance of 0.1016, and Mean Deviation of 1.76 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CONSOL Energy holds a performance score of 8. The firm shows a Beta (market volatility) of 1.76, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, CONSOL Energy will likely underperform. Please check CONSOL Energy's jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to make a quick decision on whether CONSOL Energy's price patterns will revert.
Auto-correlation | 0.68 |
Good predictability
CONSOL Energy has good predictability. Overlapping area represents the amount of predictability between CONSOL Energy time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 CONSOL Energy price movement. The serial correlation of 0.68 indicates that around 68.0% of current CONSOL Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 159.5 |
CONSOL Energy lagged returns against current returns
Autocorrelation, which is CONSOL Energy 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 CONSOL Energy's stock expected returns. We can calculate the autocorrelation of CONSOL Energy returns to help us make a trade decision. For example, suppose you find that CONSOL Energy 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 |
CONSOL Energy 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 CONSOL Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CONSOL Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CONSOL Energy stock over time.
Current vs Lagged Prices |
| Timeline |
CONSOL Energy Lagged Returns
When evaluating CONSOL Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CONSOL Energy stock have on its future price. CONSOL Energy 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, CONSOL Energy autocorrelation shows the relationship between CONSOL Energy stock current value and its past values and can show if there is a momentum factor associated with investing in CONSOL Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in CONSOL Stock
When determining whether CONSOL Energy offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CONSOL Energy's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Consol Energy Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Consol Energy Stock:Check out CONSOL Energy Correlation, CONSOL Energy Volatility and CONSOL Energy Alpha and Beta module to complement your research on CONSOL Energy. For more detail on how to invest in CONSOL Stock please use our How to Invest in CONSOL Energy guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
CONSOL Energy 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.