Emperor Energy (Australia) Market Value
| EMP Stock | 0.03 0 8.33% |
| Symbol | Emperor |
Emperor 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 Emperor 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 Emperor Energy.
| 04/30/2024 |
| 12/26/2024 |
If you would invest 0.00 in Emperor Energy on April 30, 2024 and sell it all today you would earn a total of 0.00 from holding Emperor Energy or generate 0.0% return on investment in Emperor Energy over 240 days. Emperor Energy is related to or competes with Northern Star, Evolution Mining, Bluescope Steel, Aneka Tambang, Sandfire Resources, De Grey, and Perseus Mining. Emperor Energy is entity of Australia. It is traded as Stock on AU exchange. More
Emperor 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 Emperor 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 Emperor Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.12 | |||
| Information Ratio | 0.1538 | |||
| Maximum Drawdown | 35.06 | |||
| Value At Risk | (10.34) | |||
| Potential Upside | 16.67 |
Emperor Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emperor Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emperor Energy's standard deviation. In reality, there are many statistical measures that can use Emperor Energy historical prices to predict the future Emperor Energy's volatility.| Risk Adjusted Performance | 0.1366 | |||
| Jensen Alpha | 1.23 | |||
| Total Risk Alpha | 0.8755 | |||
| Sortino Ratio | 0.1645 | |||
| Treynor Ratio | (2.09) |
Emperor Energy Backtested Returns
Emperor Energy appears to be out of control, given 3 months investment horizon. Emperor Energy secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1% return per unit of risk over the last 3 months. By reviewing Emperor Energy's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please utilize Emperor Energy's Coefficient Of Variation of 626.26, mean deviation of 5.75, and Downside Deviation of 7.12 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Emperor Energy holds a performance score of 8. The firm shows a Beta (market volatility) of -0.58, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Emperor Energy are expected to decrease at a much lower rate. During the bear market, Emperor Energy is likely to outperform the market. Please check Emperor Energy's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Emperor Energy's price patterns will revert.
Auto-correlation | -0.7 |
Very good reverse predictability
Emperor Energy has very good reverse predictability. Overlapping area represents the amount of predictability between Emperor Energy time series from 30th of April 2024 to 28th of August 2024 and 28th of August 2024 to 26th 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 Emperor Energy price movement. The serial correlation of -0.7 indicates that around 70.0% of current Emperor Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Emperor Energy lagged returns against current returns
Autocorrelation, which is Emperor 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 Emperor Energy's stock expected returns. We can calculate the autocorrelation of Emperor Energy returns to help us make a trade decision. For example, suppose you find that Emperor 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 |
Emperor 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 Emperor Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Emperor Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Emperor Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Emperor Energy Lagged Returns
When evaluating Emperor Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Emperor Energy stock have on its future price. Emperor 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, Emperor Energy autocorrelation shows the relationship between Emperor Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Emperor Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Emperor Stock Analysis
When running Emperor Energy's price analysis, check to measure Emperor 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 Emperor Energy is operating at the current time. Most of Emperor Energy's value examination focuses on studying past and present price action to predict the probability of Emperor 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 Emperor Energy's price. Additionally, you may evaluate how the addition of Emperor Energy to your portfolios can decrease your overall portfolio volatility.