Sempra Energy Stock Market Value
| SRE Stock | USD 93.67 0.61 0.65% |
| Symbol | Sempra |
Sempra 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 Sempra Energy. If investors know Sempra 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 Sempra 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 (0.12) | Dividend Share 2.45 | Earnings Share 4.54 | Revenue Per Share 20.413 | Quarterly Revenue Growth (0.17) |
The market value of Sempra Energy is measured differently than its book value, which is the value of Sempra that is recorded on the company's balance sheet. Investors also form their own opinion of Sempra Energy's value that differs from its market value or its book value, called intrinsic value, which is Sempra 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 Sempra Energy's market value can be influenced by many factors that don't directly affect Sempra 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 Sempra Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sempra Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sempra 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.
Sempra 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 Sempra 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 Sempra Energy.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Sempra Energy on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Sempra Energy or generate 0.0% return on investment in Sempra Energy over 30 days. Sempra Energy is related to or competes with Allete, Avista, NorthWestern, AES, Brookfield Infrastructure, Black Hills, and Otter Tail. Sempra operates as an energy-services holding company in the United States and internationally More
Sempra 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 Sempra 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 Sempra Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.0672 | |||
| Maximum Drawdown | 9.21 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 1.78 |
Sempra Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sempra Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sempra Energy's standard deviation. In reality, there are many statistical measures that can use Sempra Energy historical prices to predict the future Sempra Energy's volatility.| Risk Adjusted Performance | 0.1335 | |||
| Jensen Alpha | 0.0951 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0879 | |||
| Treynor Ratio | 0.226 |
Sempra Energy Backtested Returns
Sempra Energy appears to be very steady, given 3 months investment horizon. Sempra Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sempra Energy, which you can use to evaluate the volatility of the company. Please review Sempra Energy's Coefficient Of Variation of 592.04, risk adjusted performance of 0.1335, and Semi Deviation of 0.8046 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sempra Energy holds a performance score of 12. The entity has a beta of 0.97, which indicates possible diversification benefits within a given portfolio. Sempra Energy returns are very sensitive to returns on the market. As the market goes up or down, Sempra Energy is expected to follow. Please check Sempra Energy's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Sempra Energy's existing price patterns will revert.
Auto-correlation | 0.63 |
Good predictability
Sempra Energy has good predictability. Overlapping area represents the amount of predictability between Sempra Energy time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Sempra Energy price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Sempra Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
Sempra Energy lagged returns against current returns
Autocorrelation, which is Sempra 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 Sempra Energy's stock expected returns. We can calculate the autocorrelation of Sempra Energy returns to help us make a trade decision. For example, suppose you find that Sempra 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 |
Sempra 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 Sempra Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sempra Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sempra Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Sempra Energy Lagged Returns
When evaluating Sempra Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sempra Energy stock have on its future price. Sempra 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, Sempra Energy autocorrelation shows the relationship between Sempra Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Sempra Energy.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Sempra Energy is a strong investment it is important to analyze Sempra Energy's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Sempra Energy's future performance. For an informed investment choice regarding Sempra Stock, refer to the following important reports:Check out Sempra Energy Correlation, Sempra Energy Volatility and Sempra Energy Alpha and Beta module to complement your research on Sempra Energy. For information on how to trade Sempra Stock refer to our How to Trade Sempra Stock guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Sempra 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.