Auren Energia (Brazil) Market Value
| AURE3 Stock | 8.94 0.05 0.56% |
| Symbol | Auren |
Auren Energia '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 Auren Energia'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 Auren Energia.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Auren Energia on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Auren Energia SA or generate 0.0% return on investment in Auren Energia over 90 days.
Auren Energia 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 Auren Energia'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 Auren Energia SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.0421 | |||
| Maximum Drawdown | 10.69 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 3.38 |
Auren Energia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Auren Energia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Auren Energia's standard deviation. In reality, there are many statistical measures that can use Auren Energia historical prices to predict the future Auren Energia's volatility.| Risk Adjusted Performance | 0.1196 | |||
| Jensen Alpha | 0.2047 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0518 | |||
| Treynor Ratio | (29.11) |
Auren Energia SA Backtested Returns
Currently, Auren Energia SA is not too volatile. Auren Energia SA secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Auren Energia SA, which you can use to evaluate the volatility of the firm. Please confirm Auren Energia's Downside Deviation of 1.41, risk adjusted performance of 0.1196, and Mean Deviation of 1.29 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Auren Energia has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.007, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Auren Energia are expected to decrease at a much lower rate. During the bear market, Auren Energia is likely to outperform the market. Auren Energia SA right now shows a risk of 1.75%. Please confirm Auren Energia SA sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Auren Energia SA will be following its price patterns.
Auto-correlation | -0.7 |
Very good reverse predictability
Auren Energia SA has very good reverse predictability. Overlapping area represents the amount of predictability between Auren Energia time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Auren Energia SA price movement. The serial correlation of -0.7 indicates that around 70.0% of current Auren Energia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Auren Energia SA lagged returns against current returns
Autocorrelation, which is Auren Energia 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 Auren Energia's stock expected returns. We can calculate the autocorrelation of Auren Energia returns to help us make a trade decision. For example, suppose you find that Auren Energia 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 |
Auren Energia 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 Auren Energia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Auren Energia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Auren Energia stock over time.
Current vs Lagged Prices |
| Timeline |
Auren Energia Lagged Returns
When evaluating Auren Energia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Auren Energia stock have on its future price. Auren Energia 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, Auren Energia autocorrelation shows the relationship between Auren Energia stock current value and its past values and can show if there is a momentum factor associated with investing in Auren Energia SA.
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 Auren Stock Analysis
When running Auren Energia's price analysis, check to measure Auren Energia'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 Auren Energia is operating at the current time. Most of Auren Energia's value examination focuses on studying past and present price action to predict the probability of Auren Energia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Auren Energia's price. Additionally, you may evaluate how the addition of Auren Energia to your portfolios can decrease your overall portfolio volatility.