# Cms Energy Preferred Stock Market Value

CMS-PC Preferred Stock | USD 19.76 0.16 0.82% |

**19.76**as of the 10th of November 2024, a

**0.82% increase**since the beginning of the trading day. The preferred stock's open price was

**19.6**. With this module, you can estimate the performance of a buy and hold strategy of CMS Energy and determine expected loss or profit from investing in CMS Energy over a given investment horizon. Check out CMS Energy Correlation, CMS Energy Volatility and CMS Energy Alpha and Beta module to complement your research on CMS Energy.

Symbol | CMS |

## CMS 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 CMS Energy's preferred 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 CMS Energy.

10/11/2024 |
| 11/10/2024 |

If you would invest

**0.00**in CMS Energy on**October 11, 2024**and sell it all today you would**earn a total of 0.00**from holding CMS Energy or generate**0.0%**return on investment in CMS Energy over**30**days. CMS Energy is related to or competes with Entergy Texas, Duke Energy, Spire, Consumers Energy, and Equitable Holdings. CMS Energy Corporation operates as an energy company primarily in Michigan More## CMS 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 CMS Energy's preferred 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 CMS Energy upside and downside potential and time the market with a certain degree of confidence.

Downside Deviation | 0.7827 | |||

Information Ratio | (0.08) | |||

Maximum Drawdown | 3.33 | |||

Value At Risk | (1.30) | |||

Potential Upside | 1.27 |

## CMS Energy Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for CMS Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CMS Energy's standard deviation. In reality, there are many statistical measures that can use CMS Energy historical prices to predict the future CMS Energy's volatility.Risk Adjusted Performance | 0.106 | |||

Jensen Alpha | 0.0773 | |||

Total Risk Alpha | (0.06) | |||

Sortino Ratio | (0.08) | |||

Treynor Ratio | 0.7831 |

## CMS Energy Backtested Returns

At this point, CMS Energy is very steady. CMS Energy secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for CMS Energy, which you can use to evaluate the volatility of the firm. Please confirm CMS Energy's mean deviation of 0.6004, and Risk Adjusted Performance of 0.106 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. CMS Energy has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of

**0.12**, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CMS Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding CMS Energy is expected to be smaller as well. CMS Energy currently shows a risk of 0.77%. Please confirm CMS Energy expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to decide if CMS Energy will be following its price patterns.## Auto-correlation | -0.5 |

### Modest reverse predictability

CMS Energy has modest reverse predictability. Overlapping area represents the amount of predictability between CMS Energy time series from 11th of October 2024 to 26th of October 2024 and 26th of October 2024 to 10th of November 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 CMS Energy price movement. The serial correlation of

**-0.5**indicates that about 50.0% of current CMS Energy price fluctuation can be explain by its past prices.Correlation Coefficient | -0.5 | |

Spearman Rank Test | 0.18 | |

Residual Average | 0.0 | |

Price Variance | 0.03 |

## CMS Energy lagged returns against current returns

Autocorrelation, which is CMS Energy preferred 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 CMS Energy's preferred stock expected returns. We can calculate the autocorrelation of CMS Energy returns to help us make a trade decision. For example, suppose you find that CMS Energy has exhibited high autocorrelation historically, and you observe that the preferred 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 |

## CMS 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 CMS Energy preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CMS Energy preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CMS Energy preferred stock over time.

Current vs Lagged Prices |

Timeline |

## CMS Energy Lagged Returns

When evaluating CMS Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CMS Energy preferred stock have on its future price. CMS 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, CMS Energy autocorrelation shows the relationship between CMS Energy preferred stock current value and its past values and can show if there is a momentum factor associated with investing in CMS Energy.

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.## Other Information on Investing in CMS Preferred Stock

CMS Energy financial ratios help investors to determine whether CMS Preferred Stock 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 CMS with respect to the benefits of owning CMS Energy security.