Exelon Corp (UK) Market Value
| 0IJN Stock | 43.30 0.25 0.58% |
| Symbol | Exelon |
Exelon Corp '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 Exelon Corp'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 Exelon Corp.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Exelon Corp on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Exelon Corp or generate 0.0% return on investment in Exelon Corp over 90 days. Exelon Corp is related to or competes with EJF Investments, Flow Traders, Seche Environnement, JPMorgan Japanese, Herald Investment, Mercantile Investment, and Air Products. Exelon Corp is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Exelon Corp 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 Exelon Corp'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 Exelon Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 5.39 | |||
| Value At Risk | (2.30) | |||
| Potential Upside | 1.83 |
Exelon Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exelon Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exelon Corp's standard deviation. In reality, there are many statistical measures that can use Exelon Corp historical prices to predict the future Exelon Corp's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (6.50) |
Exelon Corp Backtested Returns
Exelon Corp secures Sharpe Ratio (or Efficiency) of -0.0984, which denotes the company had a -0.0984 % return per unit of risk over the last 3 months. Exelon Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Exelon Corp's Standard Deviation of 1.15, variance of 1.33, and Mean Deviation of 0.8397 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0165, which means not very significant fluctuations relative to the market. As returns on the market increase, Exelon Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exelon Corp is expected to be smaller as well. At this point, Exelon Corp has a negative expected return of -0.11%. Please make sure to confirm Exelon Corp's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Exelon Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Exelon Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Exelon Corp time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Exelon Corp price movement. The serial correlation of -0.18 indicates that over 18.0% of current Exelon Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Exelon Corp lagged returns against current returns
Autocorrelation, which is Exelon Corp 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 Exelon Corp's stock expected returns. We can calculate the autocorrelation of Exelon Corp returns to help us make a trade decision. For example, suppose you find that Exelon Corp 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 |
Exelon Corp 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 Exelon Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exelon Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exelon Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Exelon Corp Lagged Returns
When evaluating Exelon Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exelon Corp stock have on its future price. Exelon Corp 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, Exelon Corp autocorrelation shows the relationship between Exelon Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Exelon Corp.
Regressed Prices |
| Timeline |
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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.Additional Tools for Exelon Stock Analysis
When running Exelon Corp's price analysis, check to measure Exelon Corp'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 Exelon Corp is operating at the current time. Most of Exelon Corp's value examination focuses on studying past and present price action to predict the probability of Exelon Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Exelon Corp's price. Additionally, you may evaluate how the addition of Exelon Corp to your portfolios can decrease your overall portfolio volatility.