Orsted As Adr Stock Market Value
| DNNGY Stock | USD 16.59 0.62 3.88% |
| 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 pink sheet 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.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Orsted AS on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Orsted AS ADR or generate 0.0% return on investment in Orsted AS over 90 days. Orsted AS is related to or competes with Orsted AS, Innergex Renewable, Clearway Energy, Iberdrola, Vestas Wind, Recruit Holdings, and ENEL Societa. rsted AS, together with its subsidiaries, develops, constructs, owns, and operates offshore and onshore wind farms, sola... 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 pink sheet 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 ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.54 | |||
| Information Ratio | 0.0787 | |||
| Maximum Drawdown | 24.86 | |||
| Value At Risk | (3.36) | |||
| Potential Upside | 3.88 |
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 | 0.129 | |||
| Jensen Alpha | 0.3531 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0982 | |||
| Treynor Ratio | 1.09 |
Orsted AS ADR Backtested Returns
Orsted AS appears to be not too volatile, given 3 months investment horizon. Orsted AS ADR maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Orsted AS ADR, which you can use to evaluate the volatility of the company. Please evaluate Orsted AS's Risk Adjusted Performance of 0.129, semi deviation of 2.22, and Coefficient Of Variation of 740.32 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 9. The company holds a Beta of 0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Orsted AS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orsted AS is expected to be smaller as well. Please check Orsted AS's potential upside, as well as the relationship between the accumulation distribution and period momentum indicator , to make a quick decision on whether Orsted AS's historical price patterns will revert.
Auto-correlation | 0.07 |
Virtually no predictability
Orsted AS ADR has virtually no predictability. Overlapping area represents the amount of predictability between Orsted AS time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 ADR price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Orsted AS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Orsted AS ADR lagged returns against current returns
Autocorrelation, which is Orsted AS pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orsted AS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orsted AS pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Orsted AS ADR.
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 Orsted Pink Sheet Analysis
When running Orsted AS's price analysis, check to measure Orsted AS'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 Orsted AS is operating at the current time. Most of Orsted AS's value examination focuses on studying past and present price action to predict the probability of Orsted AS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orsted AS's price. Additionally, you may evaluate how the addition of Orsted AS to your portfolios can decrease your overall portfolio volatility.