Peabody Energy (Germany) Market Value
| PBE Stock | EUR 20.29 0.99 4.65% |
| Symbol | Peabody |
Peabody 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 Peabody 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 Peabody Energy.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Peabody Energy on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Peabody Energy or generate 0.0% return on investment in Peabody Energy over 30 days. Peabody Energy is related to or competes with China Shenhua, PT Bayan, Yanzhou Coal, PT Adaro, Yancoal Australia, New Hope. The company operates through Powder River Basin Mining, Midwestern U.S More
Peabody 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 Peabody 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 Peabody Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 13.87 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.64 |
Peabody Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peabody Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peabody Energy's standard deviation. In reality, there are many statistical measures that can use Peabody Energy historical prices to predict the future Peabody Energy's volatility.| Risk Adjusted Performance | 0.0086 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.02) |
Peabody Energy Backtested Returns
At this point, Peabody Energy is not too volatile. Peabody Energy maintains Sharpe Ratio (i.e., Efficiency) of 0.0074, which implies the firm had a 0.0074% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Peabody Energy, which you can use to evaluate the volatility of the company. Please check Peabody Energy's Coefficient Of Variation of 49509.22, semi deviation of 2.05, and Risk Adjusted Performance of 0.0086 to confirm if the risk estimate we provide is consistent with the expected return of 0.0189%. The company holds a Beta of 0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, Peabody Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Peabody Energy is expected to be smaller as well. Peabody Energy right now holds a risk of 2.56%. Please check Peabody Energy mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to decide if Peabody Energy will be following its historical price patterns.
Auto-correlation | 0.74 |
Good predictability
Peabody Energy has good predictability. Overlapping area represents the amount of predictability between Peabody Energy time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th 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 Peabody Energy price movement. The serial correlation of 0.74 indicates that around 74.0% of current Peabody Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Peabody Energy lagged returns against current returns
Autocorrelation, which is Peabody 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 Peabody Energy's stock expected returns. We can calculate the autocorrelation of Peabody Energy returns to help us make a trade decision. For example, suppose you find that Peabody 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 |
Peabody 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 Peabody Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peabody Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peabody Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Peabody Energy Lagged Returns
When evaluating Peabody Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peabody Energy stock have on its future price. Peabody 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, Peabody Energy autocorrelation shows the relationship between Peabody Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Peabody Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Peabody Stock
Peabody Energy financial ratios help investors to determine whether Peabody Stock 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 Peabody with respect to the benefits of owning Peabody Energy security.