Cms Energy Stock Market Value
| CMS Stock | USD 66.61 0.85 1.29% |
| Symbol | CMS |
CMS Energy Price To Book Ratio
Is Multi-Utilities space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of CMS Energy. If investors know CMS will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about CMS Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.405 | Dividend Share 2.033 | Earnings Share 3.5 | Revenue Per Share 25.244 | Quarterly Revenue Growth 0.042 |
The market value of CMS Energy is measured differently than its book value, which is the value of CMS that is recorded on the company's balance sheet. Investors also form their own opinion of CMS Energy's value that differs from its market value or its book value, called intrinsic value, which is CMS Energy's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because CMS Energy's market value can be influenced by many factors that don't directly affect CMS Energy's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between CMS Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if CMS Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CMS Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
CMS 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 CMS 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 CMS Energy.
| 11/20/2024 |
| 12/20/2024 |
If you would invest 0.00 in CMS Energy on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding CMS Energy or generate 0.0% return on investment in CMS Energy over 30 days. CMS Energy is related to or competes with Duke Energy, American Electric, Nextera Energy, Southern, Entergy, Pinnacle West, and FirstEnergy. CMS Energy Corporation operates as an energy company primarily in Michigan More
CMS 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 CMS 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 CMS Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 3.89 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 1.23 |
CMS Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CMS Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CMS Energy's standard deviation. In reality, there are many statistical measures that can use CMS Energy historical prices to predict the future CMS Energy's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.80) |
CMS Energy Backtested Returns
CMS Energy secures Sharpe Ratio (or Efficiency) of -0.0704, which signifies that the company had a -0.0704% return per unit of volatility over the last 3 months. CMS Energy exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CMS Energy's risk adjusted performance of (0.06), and Mean Deviation of 0.735 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CMS Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding CMS Energy is expected to be smaller as well. At this point, CMS Energy has a negative expected return of -0.0676%. Please make sure to confirm CMS Energy's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if CMS Energy performance from the past will be repeated at future time.
Auto-correlation | 0.66 |
Good predictability
CMS Energy has good predictability. Overlapping area represents the amount of predictability between CMS Energy time series from 20th of November 2024 to 5th of December 2024 and 5th of December 2024 to 20th 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 CMS Energy price movement. The serial correlation of 0.66 indicates that around 66.0% of current CMS Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
CMS Energy lagged returns against current returns
Autocorrelation, which is CMS 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 CMS Energy's stock expected returns. We can calculate the autocorrelation of CMS Energy returns to help us make a trade decision. For example, suppose you find that CMS 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 |
CMS 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 CMS Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CMS Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CMS Energy stock over time.
Current vs Lagged Prices |
| Timeline |
CMS Energy Lagged Returns
When evaluating CMS Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CMS Energy stock have on its future price. CMS 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, CMS Energy autocorrelation shows the relationship between CMS Energy stock current value and its past values and can show if there is a momentum factor associated with investing in CMS Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for CMS Stock Analysis
When running CMS Energy's price analysis, check to measure CMS Energy'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 CMS Energy is operating at the current time. Most of CMS Energy's value examination focuses on studying past and present price action to predict the probability of CMS Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CMS Energy's price. Additionally, you may evaluate how the addition of CMS Energy to your portfolios can decrease your overall portfolio volatility.