Energy Focu Stock Market Value
| EFOI Stock | USD 1.51 0.08 5.59% |
| Symbol | Energy |
Energy Focu Price To Book Ratio
Is Energy Focu's industry 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 Energy Focu. If investors know Energy 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 Energy Focu listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.32) | Revenue Per Share 1.764 | Quarterly Revenue Growth 2.609 | Return On Assets (0.27) | Return On Equity (3.34) |
The market value of Energy Focu is measured differently than its book value, which is the value of Energy that is recorded on the company's balance sheet. Investors also form their own opinion of Energy Focu's value that differs from its market value or its book value, called intrinsic value, which is Energy Focu'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 Energy Focu's market value can be influenced by many factors that don't directly affect Energy Focu'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 Energy Focu's value and its price as these two are different measures arrived at by different means. Investors typically determine if Energy Focu is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Energy Focu'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.
Energy Focu '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 Energy Focu'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 Energy Focu.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Energy Focu on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Energy Focu or generate 0.0% return on investment in Energy Focu over 30 days. Energy Focu is related to or competes with Petros Pharmaceuticals, Pioneer Power, Ensysce Biosciences, and ShiftPixy. Energy Focus, Inc., together with its subsidiaries, designs, develops, manufactures, markets, and sells energy-efficient... More
Energy Focu 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 Energy Focu'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 Energy Focu upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.11 | |||
| Information Ratio | 0.0288 | |||
| Maximum Drawdown | 86.1 | |||
| Value At Risk | (7.80) | |||
| Potential Upside | 9.09 |
Energy Focu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Energy Focu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Energy Focu's standard deviation. In reality, there are many statistical measures that can use Energy Focu historical prices to predict the future Energy Focu's volatility.| Risk Adjusted Performance | 0.0328 | |||
| Jensen Alpha | 0.4371 | |||
| Total Risk Alpha | (1.11) | |||
| Sortino Ratio | 0.0521 | |||
| Treynor Ratio | (1.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Energy Focu'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.
Energy Focu Backtested Returns
Energy Focu appears to be abnormally volatile, given 3 months investment horizon. Energy Focu secures Sharpe Ratio (or Efficiency) of 0.0598, which denotes the company had a 0.0598% return per unit of risk over the last 3 months. By reviewing Energy Focu's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please utilize Energy Focu's Downside Deviation of 6.11, mean deviation of 5.19, and Coefficient Of Variation of 2669.86 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Energy Focu holds a performance score of 4. The firm shows a Beta (market volatility) of -0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Energy Focu are expected to decrease at a much lower rate. During the bear market, Energy Focu is likely to outperform the market. Please check Energy Focu's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Energy Focu's price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
Energy Focu has good predictability. Overlapping area represents the amount of predictability between Energy Focu time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 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 Energy Focu price movement. The serial correlation of 0.72 indicates that around 72.0% of current Energy Focu price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Energy Focu lagged returns against current returns
Autocorrelation, which is Energy Focu 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 Energy Focu's stock expected returns. We can calculate the autocorrelation of Energy Focu returns to help us make a trade decision. For example, suppose you find that Energy Focu 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 |
Energy Focu 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 Energy Focu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Energy Focu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Energy Focu stock over time.
Current vs Lagged Prices |
| Timeline |
Energy Focu Lagged Returns
When evaluating Energy Focu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Energy Focu stock have on its future price. Energy Focu 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, Energy Focu autocorrelation shows the relationship between Energy Focu stock current value and its past values and can show if there is a momentum factor associated with investing in Energy Focu.
Regressed Prices |
| Timeline |
Pair Trading with Energy Focu
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Energy Focu position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Energy Focu will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Energy Focu could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Energy Focu when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Energy Focu - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Energy Focu to buy it.
The correlation of Energy Focu is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Energy Focu moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Energy Focu moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Energy Focu can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Energy Focu Correlation, Energy Focu Volatility and Energy Focu Alpha and Beta module to complement your research on Energy Focu. For more detail on how to invest in Energy Stock please use our How to Invest in Energy Focu guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for Energy Stock analysis
When running Energy Focu's price analysis, check to measure Energy Focu'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 Energy Focu is operating at the current time. Most of Energy Focu's value examination focuses on studying past and present price action to predict the probability of Energy Focu's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Energy Focu's price. Additionally, you may evaluate how the addition of Energy Focu to your portfolios can decrease your overall portfolio volatility.
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Energy Focu 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.