Centrica Plc Adr Stock Market Value
| CPYYY Stock | USD 8.97 0.03 0.34% |
| Symbol | Centrica |
Centrica 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 Centrica 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 Centrica PLC.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Centrica PLC on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Centrica PLC ADR or generate 0.0% return on investment in Centrica PLC over 90 days. Centrica PLC is related to or competes with NRG Energy, TransAlta Corp, Kenon Holdings, Pampa Energia, and AGL Energy. Centrica plc operates as an integrated energy company in the United Kingdom, Ireland, Norway, North America, and interna... More
Centrica 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 Centrica 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 Centrica PLC ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.73 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 4.01 |
Centrica PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Centrica PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Centrica PLC's standard deviation. In reality, there are many statistical measures that can use Centrica PLC historical prices to predict the future Centrica PLC's volatility.| Risk Adjusted Performance | 0.059 | |||
| Jensen Alpha | 0.1667 | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.88) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Centrica PLC'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.
Centrica PLC ADR Backtested Returns
At this stage we consider Centrica Pink Sheet to be not too volatile. Centrica PLC ADR secures Sharpe Ratio (or Efficiency) of 0.0678, which signifies that the company had a 0.0678 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Centrica PLC ADR, which you can use to evaluate the volatility of the firm. Please confirm Centrica PLC's Risk Adjusted Performance of 0.059, downside deviation of 1.96, and Mean Deviation of 1.4 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Centrica PLC has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Centrica PLC are expected to decrease at a much lower rate. During the bear market, Centrica PLC is likely to outperform the market. Centrica PLC ADR right now shows a risk of 2.15%. Please confirm Centrica PLC ADR total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Centrica PLC ADR will be following its price patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Centrica PLC ADR has insignificant reverse predictability. Overlapping area represents the amount of predictability between Centrica PLC time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Centrica PLC ADR price movement. The serial correlation of -0.2 indicates that over 20.0% of current Centrica PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Centrica PLC ADR lagged returns against current returns
Autocorrelation, which is Centrica 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 Centrica PLC's pink sheet expected returns. We can calculate the autocorrelation of Centrica PLC returns to help us make a trade decision. For example, suppose you find that Centrica 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 |
Centrica 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 Centrica PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Centrica 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 Centrica PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Centrica PLC Lagged Returns
When evaluating Centrica PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Centrica PLC pink sheet have on its future price. Centrica 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, Centrica PLC autocorrelation shows the relationship between Centrica PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Centrica PLC ADR.
Regressed Prices |
| Timeline |
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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.Additional Tools for Centrica Pink Sheet Analysis
When running Centrica PLC's price analysis, check to measure Centrica PLC'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 Centrica PLC is operating at the current time. Most of Centrica PLC's value examination focuses on studying past and present price action to predict the probability of Centrica PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Centrica PLC's price. Additionally, you may evaluate how the addition of Centrica PLC to your portfolios can decrease your overall portfolio volatility.