Solaris Energy Infrastructure, Stock Market Value
| SEI Stock | 24.65 0.18 0.74% |
| Symbol | Solaris |
Is Oil & Gas Equipment & Services 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 Solaris Energy. If investors know Solaris 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 Solaris 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 (0.17) | Dividend Share 0.47 | Earnings Share 0.66 | Revenue Per Share 9.563 | Quarterly Revenue Growth (0.04) |
The market value of Solaris Energy Infra is measured differently than its book value, which is the value of Solaris that is recorded on the company's balance sheet. Investors also form their own opinion of Solaris Energy's value that differs from its market value or its book value, called intrinsic value, which is Solaris 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 Solaris Energy's market value can be influenced by many factors that don't directly affect Solaris 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 Solaris Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Solaris Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Solaris 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.
Solaris 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 Solaris 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 Solaris Energy.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Solaris Energy on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Solaris Energy Infrastructure, or generate 0.0% return on investment in Solaris Energy over 30 days. Solaris Energy is related to or competes with Now, Bristow, Helix Energy, Oceaneering International, RPC, Ranger Energy, and ProPetro Holding. Solaris Energy is entity of United States More
Solaris 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 Solaris 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 Solaris Energy Infrastructure, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.55 | |||
| Information Ratio | 0.2789 | |||
| Maximum Drawdown | 20.88 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 6.05 |
Solaris Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Solaris Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Solaris Energy's standard deviation. In reality, there are many statistical measures that can use Solaris Energy historical prices to predict the future Solaris Energy's volatility.| Risk Adjusted Performance | 0.2493 | |||
| Jensen Alpha | 0.8258 | |||
| Total Risk Alpha | 0.5595 | |||
| Sortino Ratio | 0.3781 | |||
| Treynor Ratio | 0.4894 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Solaris Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Solaris Energy Infra Backtested Returns
Solaris Energy is not too volatile given 3 months investment horizon. Solaris Energy Infra owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.35, which indicates the firm had a 0.35% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.18% are justified by taking the suggested risk. Use Solaris Energy Infra Semi Deviation of 1.88, coefficient of variation of 317.32, and Risk Adjusted Performance of 0.2493 to evaluate company specific risk that cannot be diversified away. Solaris Energy holds a performance score of 27 on a scale of zero to a hundred. The entity has a beta of 2.21, which indicates 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, Solaris Energy will likely underperform. Use Solaris Energy Infra treynor ratio, kurtosis, relative strength index, as well as the relationship between the downside variance and day median price , to analyze future returns on Solaris Energy Infra.
Auto-correlation | 0.96 |
Excellent predictability
Solaris Energy Infrastructure, has excellent predictability. Overlapping area represents the amount of predictability between Solaris Energy time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Solaris Energy Infra price movement. The serial correlation of 0.96 indicates that 96.0% of current Solaris Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.96 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 4.84 |
Solaris Energy Infra lagged returns against current returns
Autocorrelation, which is Solaris 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 Solaris Energy's stock expected returns. We can calculate the autocorrelation of Solaris Energy returns to help us make a trade decision. For example, suppose you find that Solaris 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 |
Solaris 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 Solaris Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Solaris Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Solaris Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Solaris Energy Lagged Returns
When evaluating Solaris Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Solaris Energy stock have on its future price. Solaris 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, Solaris Energy autocorrelation shows the relationship between Solaris Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Solaris Energy Infrastructure,.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Solaris Energy Infra offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Solaris 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 Solaris Energy Infrastructure, Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Solaris Energy Infrastructure, Stock:Check out Solaris Energy Correlation, Solaris Energy Volatility and Solaris Energy Alpha and Beta module to complement your research on Solaris Energy. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
Solaris 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.