Orsted AS (Germany) Market Value
| D2G Stock | EUR 40.62 0.82 2.06% |
| Symbol | Orsted |
Orsted AS '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 Orsted AS'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 Orsted AS.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Orsted AS on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Orsted AS or generate 0.0% return on investment in Orsted AS over 90 days. Orsted AS is related to or competes with SIVERS SEMICONDUCTORS, INTUITIVE SURGICAL, BANK HANDLOWY, Reliance Steel, RYOHIN UNSPADR/1, and Vanguard Funds. rsted AS, together with its subsidiaries, develops, constructs, and operates offshore wind farms, bioenergy plants, and ... More
Orsted AS 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 Orsted AS'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 Orsted AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.39 | |||
| Information Ratio | 0.0012 | |||
| Maximum Drawdown | 20.14 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 5.84 |
Orsted AS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orsted AS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orsted AS's standard deviation. In reality, there are many statistical measures that can use Orsted AS historical prices to predict the future Orsted AS's volatility.| Risk Adjusted Performance | 0.0514 | |||
| Jensen Alpha | 0.1725 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0016 | |||
| Treynor Ratio | (0.58) |
Orsted AS Backtested Returns
Orsted AS appears to be very steady, given 3 months investment horizon. Orsted AS maintains Sharpe Ratio (i.e., Efficiency) of 0.0813, which implies the firm had a 0.0813 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Orsted AS, which you can use to evaluate the volatility of the company. Please evaluate Orsted AS's Coefficient Of Variation of 2102.61, risk adjusted performance of 0.0514, and Semi Deviation of 2.26 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Orsted AS holds a performance score of 6. The company holds a Beta of -0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Orsted AS are expected to decrease at a much lower rate. During the bear market, Orsted AS is likely to outperform the market. Please check Orsted AS's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Orsted AS's historical price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
Orsted AS has below average predictability. Overlapping area represents the amount of predictability between Orsted AS time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Orsted AS price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Orsted AS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 2.0 |
Orsted AS lagged returns against current returns
Autocorrelation, which is Orsted AS 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 Orsted AS's stock expected returns. We can calculate the autocorrelation of Orsted AS returns to help us make a trade decision. For example, suppose you find that Orsted AS 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 |
Orsted AS 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 Orsted AS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orsted AS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orsted AS stock over time.
Current vs Lagged Prices |
| Timeline |
Orsted AS Lagged Returns
When evaluating Orsted AS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orsted AS stock have on its future price. Orsted AS 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, Orsted AS autocorrelation shows the relationship between Orsted AS stock current value and its past values and can show if there is a momentum factor associated with investing in Orsted AS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Orsted Stock
Orsted AS financial ratios help investors to determine whether Orsted Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Orsted with respect to the benefits of owning Orsted AS security.