Exelon (Brazil) Market Value
| E1XC34 Stock | BRL 243.60 1.94 0.80% |
| Symbol | Exelon |
Exelon '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'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.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Exelon on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Exelon or generate 0.0% return on investment in Exelon over 90 days. Exelon is related to or competes with NXP Semiconductors, Taiwan Semiconductor, Marfrig Global, and Electronic Arts. Exelon Corporation, a utility services holding company, engages in the energy generation, delivery, and marketing busine... More
Exelon 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'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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 8.54 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 1.61 |
Exelon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exelon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exelon's standard deviation. In reality, there are many statistical measures that can use Exelon historical prices to predict the future Exelon's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 0.8447 |
Exelon Backtested Returns
Exelon secures Sharpe Ratio (or Efficiency) of -0.0733, which denotes the company had a -0.0733 % return per unit of risk over the last 3 months. Exelon exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Exelon's Variance of 2.15, mean deviation of 0.8025, and Standard Deviation of 1.47 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Exelon are expected to decrease at a much lower rate. During the bear market, Exelon is likely to outperform the market. At this point, Exelon has a negative expected return of -0.1%. Please make sure to confirm Exelon's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Exelon performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Exelon has weak reverse predictability. Overlapping area represents the amount of predictability between Exelon 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 Exelon price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Exelon price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 11.25 |
Exelon lagged returns against current returns
Autocorrelation, which is Exelon 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's stock expected returns. We can calculate the autocorrelation of Exelon returns to help us make a trade decision. For example, suppose you find that Exelon 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exelon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exelon stock over time.
Current vs Lagged Prices |
| Timeline |
Exelon Lagged Returns
When evaluating Exelon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exelon stock have on its future price. Exelon 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 autocorrelation shows the relationship between Exelon stock current value and its past values and can show if there is a momentum factor associated with investing in Exelon.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Information and Resources on Investing in Exelon Stock
When determining whether Exelon offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Exelon's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Exelon Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Exelon Stock:Check out Exelon Correlation, Exelon Volatility and Exelon Alpha and Beta module to complement your research on Exelon. For information on how to trade Exelon Stock refer to our How to Trade Exelon Stock guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Exelon 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.