Fuelcell Energy Pref Stock Market Value
FuelCell Energy's market value is the price at which a share of FuelCell Energy trades on a public exchange. It measures the collective expectations of FuelCell Energy Pref investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of FuelCell Energy Pref and determine expected loss or profit from investing in FuelCell Energy over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of economic analysis.
| Symbol | FuelCell |
FuelCell 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 FuelCell Energy'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 FuelCell Energy.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in FuelCell Energy on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding FuelCell Energy Pref or generate 0.0% return on investment in FuelCell Energy over 720 days. FuelCell Energy is related to or competes with Mitsubishi Electric, Yaskawa Electric, Legrand SA, Fuji Electric, RF Industries, Plug Power, and Bloom Energy. FuelCell Energy, Inc., together with its subsidiaries, designs, manufactures, sells, installs, operates, and services st... More
FuelCell 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 FuelCell Energy'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 FuelCell Energy Pref upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 2.55 |
FuelCell Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FuelCell Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FuelCell Energy's standard deviation. In reality, there are many statistical measures that can use FuelCell Energy historical prices to predict the future FuelCell Energy's volatility.| Risk Adjusted Performance | 0.0199 | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1605 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FuelCell Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
FuelCell Energy Pref Backtested Returns
We consider FuelCell Energy very steady. FuelCell Energy Pref secures Sharpe Ratio (or Efficiency) of 0.0233, which denotes the company had a 0.0233% return per unit of risk over the last 3 months. We have found thirty technical indicators for FuelCell Energy Pref, which you can use to evaluate the volatility of the firm. Please confirm FuelCell Energy's Downside Deviation of 1.6, mean deviation of 0.8699, and Coefficient Of Variation of 4294.81 to check if the risk estimate we provide is consistent with the expected return of 0.0313%. FuelCell Energy has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, FuelCell Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding FuelCell Energy is expected to be smaller as well. FuelCell Energy Pref right now shows a risk of 1.34%. Please confirm FuelCell Energy Pref maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if FuelCell Energy Pref will be following its price patterns.
Auto-correlation | 0.26 |
Poor predictability
FuelCell Energy Pref has poor predictability. Overlapping area represents the amount of predictability between FuelCell Energy time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FuelCell Energy Pref price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current FuelCell Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 294.09 |
FuelCell Energy Pref lagged returns against current returns
Autocorrelation, which is FuelCell Energy 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 FuelCell Energy's pink sheet expected returns. We can calculate the autocorrelation of FuelCell Energy returns to help us make a trade decision. For example, suppose you find that FuelCell Energy 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 |
FuelCell 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 FuelCell Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FuelCell Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FuelCell Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FuelCell Energy Lagged Returns
When evaluating FuelCell Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FuelCell Energy pink sheet have on its future price. FuelCell 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, FuelCell Energy autocorrelation shows the relationship between FuelCell Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FuelCell Energy Pref.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out FuelCell Energy Correlation, FuelCell Energy Volatility and FuelCell Energy Alpha and Beta module to complement your research on FuelCell Energy. For information on how to trade FuelCell Pink Sheet refer to our How to Trade FuelCell Pink Sheet guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for FuelCell Pink Sheet analysis
When running FuelCell Energy's price analysis, check to measure FuelCell Energy'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 FuelCell Energy is operating at the current time. Most of FuelCell Energy's value examination focuses on studying past and present price action to predict the probability of FuelCell Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FuelCell Energy's price. Additionally, you may evaluate how the addition of FuelCell Energy to your portfolios can decrease your overall portfolio volatility.
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| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |
FuelCell Energy technical pink sheet 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, pink sheet market cycles, or different charting patterns.