Sempra Energy Stock Market Value
| SRE Stock | USD 71.32 0.66 0.92% |
| Symbol | Sempra |
Sempra Energy Price To Book Ratio
Is Sempra Energy'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 Sempra Energy. If investors know Sempra 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 Sempra Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.682 | Dividend Share 2.38 | Earnings Share 4.79 | Revenue Per Share 26.527 | Quarterly Revenue Growth 0.01 |
The market value of Sempra Energy is measured differently than its book value, which is the value of Sempra that is recorded on the company's balance sheet. Investors also form their own opinion of Sempra Energy's value that differs from its market value or its book value, called intrinsic value, which is Sempra 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 Sempra Energy's market value can be influenced by many factors that don't directly affect Sempra 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 Sempra Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sempra Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sempra 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.
Sempra 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 Sempra 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 Sempra Energy.
| 03/28/2024 |
| 04/27/2024 |
If you would invest 0.00 in Sempra Energy on March 28, 2024 and sell it all today you would earn a total of 0.00 from holding Sempra Energy or generate 0.0% return on investment in Sempra Energy over 30 days. Sempra Energy is related to or competes with AES, and Brookfield Infrastructure. Sempra operates as an energy-services holding company in the United States and internationally More
Sempra 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 Sempra 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 Sempra Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 5.4 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.09 |
Sempra Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sempra Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sempra Energy's standard deviation. In reality, there are many statistical measures that can use Sempra Energy historical prices to predict the future Sempra Energy's volatility.| Risk Adjusted Performance | 0.0183 | |||
| Jensen Alpha | 0.0123 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.3838 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sempra 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.
Sempra Energy Backtested Returns
We consider Sempra Energy very steady. Sempra Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0144, which indicates the firm had a 0.0144% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sempra Energy, which you can use to evaluate the volatility of the company. Please validate Sempra Energy's Semi Deviation of 1.1, coefficient of variation of 4558.28, and Risk Adjusted Performance of 0.0183 to confirm if the risk estimate we provide is consistent with the expected return of 0.0166%. Sempra Energy has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.0404, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sempra Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sempra Energy is expected to be smaller as well. Sempra Energy right now has a risk of 1.15%. Please validate Sempra Energy maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to decide if Sempra Energy will be following its existing price patterns.
Auto-correlation | -0.63 |
Very good reverse predictability
Sempra Energy has very good reverse predictability. Overlapping area represents the amount of predictability between Sempra Energy time series from 28th of March 2024 to 12th of April 2024 and 12th of April 2024 to 27th 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 Sempra Energy price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Sempra Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 3.43 |
Sempra Energy lagged returns against current returns
Autocorrelation, which is Sempra 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 Sempra Energy's stock expected returns. We can calculate the autocorrelation of Sempra Energy returns to help us make a trade decision. For example, suppose you find that Sempra 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 |
Sempra 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 Sempra Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sempra Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sempra Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Sempra Energy Lagged Returns
When evaluating Sempra Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sempra Energy stock have on its future price. Sempra 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, Sempra Energy autocorrelation shows the relationship between Sempra Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Sempra Energy.
Regressed Prices |
| Timeline |
Sempra Energy Investors Sentiment
The influence of Sempra Energy's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Sempra. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Sempra Energy's public news can be used to forecast risks associated with an investment in Sempra. The trend in average sentiment can be used to explain how an investor holding Sempra can time the market purely based on public headlines and social activities around Sempra Energy. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Sempra Energy's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Sempra Energy's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Sempra Energy's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Sempra Energy.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Sempra Energy in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Sempra Energy's short interest history, or implied volatility extrapolated from Sempra Energy options trading.
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When determining whether Sempra Energy is a strong investment it is important to analyze Sempra 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 Sempra Energy's future performance. For an informed investment choice regarding Sempra Stock, refer to the following important reports:Check out Sempra Energy Correlation, Sempra Energy Volatility and Sempra Energy Alpha and Beta module to complement your research on Sempra Energy. For information on how to trade Sempra Stock refer to our How to Trade Sempra Stock guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for Sempra Stock analysis
When running Sempra Energy's price analysis, check to measure Sempra 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 Sempra Energy is operating at the current time. Most of Sempra Energy's value examination focuses on studying past and present price action to predict the probability of Sempra 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 Sempra Energy's price. Additionally, you may evaluate how the addition of Sempra Energy to your portfolios can decrease your overall portfolio volatility.
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Sempra 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.