Shell Plc Stock Market Value
| RYDAF Stock | USD 35.41 0.09 0.25% |
| Symbol | Shell |
Shell PLC '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 Shell PLC'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 Shell PLC.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Shell PLC on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Shell PLC or generate 0.0% return on investment in Shell PLC over 90 days. Shell PLC is related to or competes with Eni SpA, MOL PLC, PetroChina, Equinor ASA, China Petroleum, BP Plc, and Origin Energy. Shell plc operates as an energy and petrochemical company Europe, Asia, Oceania, Africa, the United States, and Rest of ... More
Shell PLC 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 Shell PLC'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 Shell PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.11 | |||
| Information Ratio | 0.0054 | |||
| Maximum Drawdown | 15.29 | |||
| Value At Risk | (4.79) | |||
| Potential Upside | 6.6 |
Shell PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shell PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shell PLC's standard deviation. In reality, there are many statistical measures that can use Shell PLC historical prices to predict the future Shell PLC's volatility.| Risk Adjusted Performance | 0.0617 | |||
| Jensen Alpha | 0.1368 | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | 0.0057 | |||
| Treynor Ratio | 0.6369 |
Shell PLC Backtested Returns
Shell PLC appears to be not too volatile, given 3 months investment horizon. Shell PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0717, which indicates the firm had a 0.0717 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Shell PLC, which you can use to evaluate the volatility of the company. Please review Shell PLC's Risk Adjusted Performance of 0.0617, semi deviation of 2.87, and Coefficient Of Variation of 1657.73 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Shell PLC holds a performance score of 5. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shell PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shell PLC is expected to be smaller as well. Please check Shell PLC's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Shell PLC's existing price patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
Shell PLC has below average predictability. Overlapping area represents the amount of predictability between Shell PLC 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 Shell PLC price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Shell PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Shell PLC lagged returns against current returns
Autocorrelation, which is Shell PLC 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 Shell PLC's pink sheet expected returns. We can calculate the autocorrelation of Shell PLC returns to help us make a trade decision. For example, suppose you find that Shell PLC 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 |
Shell PLC 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 Shell PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shell PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shell PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Shell PLC Lagged Returns
When evaluating Shell PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shell PLC pink sheet have on its future price. Shell PLC 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, Shell PLC autocorrelation shows the relationship between Shell PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Shell PLC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Shell Pink Sheet
Shell PLC financial ratios help investors to determine whether Shell Pink Sheet 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 Shell with respect to the benefits of owning Shell PLC security.