Diamondback Energy Stock Market Value
| FANG Stock | USD 140.20 2.80 2.04% |
| Symbol | Diamondback |
Is Oil & Gas Exploration & Production space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Diamondback Energy. If investors know Diamondback will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Diamondback Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Diamondback Energy is measured differently than its book value, which is the value of Diamondback that is recorded on the company's balance sheet. Investors also form their own opinion of Diamondback Energy's value that differs from its market value or its book value, called intrinsic value, which is Diamondback Energy's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Diamondback Energy's market value can be influenced by many factors that don't directly affect Diamondback Energy's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Diamondback Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Diamondback Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Diamondback Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Diamondback Energy '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 Diamondback Energy'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 Diamondback Energy.
| 06/02/2025 |
| 07/02/2025 |
If you would invest 0.00 in Diamondback Energy on June 2, 2025 and sell it all today you would earn a total of 0.00 from holding Diamondback Energy or generate 0.0% return on investment in Diamondback Energy over 30 days. Diamondback Energy is related to or competes with Barrick Mining, Turning Point, Keurig Dr, Harmony Gold, Philip Morris, Coca Cola, and Black Mammoth. Diamondback Energy, Inc., an independent oil and natural gas company, focuses on the acquisition, development, explorati... More
Diamondback Energy 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 Diamondback Energy'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 Diamondback Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.47 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 21.87 | |||
| Value At Risk | (4.24) | |||
| Potential Upside | 4.75 |
Diamondback Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diamondback Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diamondback Energy's standard deviation. In reality, there are many statistical measures that can use Diamondback Energy historical prices to predict the future Diamondback Energy's volatility.| Risk Adjusted Performance | 0.0371 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0449 |
Diamondback Energy Backtested Returns
At this point, Diamondback Energy is very steady. Diamondback Energy secures Sharpe Ratio (or Efficiency) of 0.0195, which denotes the company had a 0.0195 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Diamondback Energy, which you can use to evaluate the volatility of the firm. Please confirm Diamondback Energy's Semi Deviation of 3.35, mean deviation of 2.32, and Downside Deviation of 3.47 to check if the risk estimate we provide is consistent with the expected return of 0.0671%. Diamondback Energy has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.27, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Diamondback Energy will likely underperform. Diamondback Energy right now shows a risk of 3.44%. Please confirm Diamondback Energy semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to decide if Diamondback Energy will be following its price patterns.
Auto-correlation | -0.54 |
Good reverse predictability
Diamondback Energy has good reverse predictability. Overlapping area represents the amount of predictability between Diamondback Energy time series from 2nd of June 2025 to 17th of June 2025 and 17th of June 2025 to 2nd 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 Diamondback Energy price movement. The serial correlation of -0.54 indicates that about 54.0% of current Diamondback Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 24.26 |
Diamondback Energy lagged returns against current returns
Autocorrelation, which is Diamondback Energy 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 Diamondback Energy's stock expected returns. We can calculate the autocorrelation of Diamondback Energy returns to help us make a trade decision. For example, suppose you find that Diamondback Energy 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 |
Diamondback Energy 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 Diamondback Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Diamondback Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Diamondback Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Diamondback Energy Lagged Returns
When evaluating Diamondback Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Diamondback Energy stock have on its future price. Diamondback Energy 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, Diamondback Energy autocorrelation shows the relationship between Diamondback Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Diamondback Energy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Diamondback Energy is a strong investment it is important to analyze Diamondback Energy's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Diamondback Energy's future performance. For an informed investment choice regarding Diamondback Stock, refer to the following important reports:Check out Diamondback Energy Correlation, Diamondback Energy Volatility and Diamondback Energy Alpha and Beta module to complement your research on Diamondback Energy. For more detail on how to invest in Diamondback Stock please use our How to Invest in Diamondback Energy guide.You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Diamondback Energy 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.