Xcel Energy Stock Market Value
| XEL Stock | USD 66.40 1.68 2.47% |
| Symbol | Xcel |
Xcel Energy Price To Book Ratio
Is Electric 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 Xcel Energy. If investors know Xcel 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 Xcel 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 0.018 | Dividend Share 2.163 | Earnings Share 3.37 | Revenue Per Share 24.665 | Quarterly Revenue Growth (0.01) |
The market value of Xcel Energy is measured differently than its book value, which is the value of Xcel that is recorded on the company's balance sheet. Investors also form their own opinion of Xcel Energy's value that differs from its market value or its book value, called intrinsic value, which is Xcel 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 Xcel Energy's market value can be influenced by many factors that don't directly affect Xcel 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 Xcel Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xcel Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xcel 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.
Xcel 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 Xcel 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 Xcel Energy.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Xcel Energy on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Xcel Energy or generate 0.0% return on investment in Xcel Energy over 720 days. Xcel Energy is related to or competes with Alliant Energy, Entergy, Pinnacle West, CMS Energy, Ameren Corp, MGE Energy, and Evergy,. Xcel Energy Inc., through its subsidiaries, generates, purchases, transmits, distributes, and sells electricity More
Xcel 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 Xcel 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 Xcel Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9733 | |||
| Information Ratio | 0.0184 | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.77 |
Xcel Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xcel Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xcel Energy's standard deviation. In reality, there are many statistical measures that can use Xcel Energy historical prices to predict the future Xcel Energy's volatility.| Risk Adjusted Performance | 0.0376 | |||
| Jensen Alpha | 0.0363 | |||
| Total Risk Alpha | 0.0125 | |||
| Sortino Ratio | 0.0222 | |||
| Treynor Ratio | 0.1775 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xcel 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.
Xcel Energy Backtested Returns
As of now, Xcel Stock is very steady. Xcel Energy shows Sharpe Ratio of 0.0519, which attests that the company had a 0.0519% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Xcel Energy, which you can use to evaluate the volatility of the company. Please check out Xcel Energy's Downside Deviation of 0.9733, market risk adjusted performance of 0.1875, and Mean Deviation of 0.7956 to validate if the risk estimate we provide is consistent with the expected return of 0.0622%. Xcel Energy has a performance score of 4 on a scale of 0 to 100. The firm maintains a market beta of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xcel Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xcel Energy is expected to be smaller as well. Xcel Energy right now maintains a risk of 1.2%. Please check out Xcel Energy downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Xcel Energy will be following its historical returns.
Auto-correlation | -0.49 |
Modest reverse predictability
Xcel Energy has modest reverse predictability. Overlapping area represents the amount of predictability between Xcel Energy time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th 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 Xcel Energy price movement. The serial correlation of -0.49 indicates that about 49.0% of current Xcel Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 35.53 |
Xcel Energy lagged returns against current returns
Autocorrelation, which is Xcel 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 Xcel Energy's stock expected returns. We can calculate the autocorrelation of Xcel Energy returns to help us make a trade decision. For example, suppose you find that Xcel 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 |
Xcel 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 Xcel Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xcel Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xcel Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Xcel Energy Lagged Returns
When evaluating Xcel Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xcel Energy stock have on its future price. Xcel 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, Xcel Energy autocorrelation shows the relationship between Xcel Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Xcel Energy.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Xcel Energy Correlation, Xcel Energy Volatility and Xcel Energy Alpha and Beta module to complement your research on Xcel Energy. For more information on how to buy Xcel Stock please use our How to buy in Xcel Stock guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Xcel 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.