Orsted As Stock Market Value
| DOGEF Stock | USD 49.17 1.40 2.77% |
| Symbol | Orsted |
Orsted A/S '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 Orsted A/S'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 Orsted A/S.
| 06/05/2024 |
| 07/30/2025 |
If you would invest 0.00 in Orsted A/S on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Orsted AS or generate 0.0% return on investment in Orsted A/S over 420 days. Orsted A/S is related to or competes with Innergex Renewable, and Clearway Energy. rsted AS, together with its subsidiaries, develops, constructs, owns, and operates offshore and onshore wind farms, sola... More
Orsted A/S 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 Orsted A/S'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 Orsted AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.63 | |||
| Information Ratio | 0.0727 | |||
| Maximum Drawdown | 27.45 | |||
| Value At Risk | (5.38) | |||
| Potential Upside | 7.96 |
Orsted A/S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orsted A/S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orsted A/S's standard deviation. In reality, there are many statistical measures that can use Orsted A/S historical prices to predict the future Orsted A/S's volatility.| Risk Adjusted Performance | 0.092 | |||
| Jensen Alpha | 0.3982 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.0895 | |||
| Treynor Ratio | 0.9125 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Orsted A/S'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.
Orsted A/S Backtested Returns
Orsted A/S appears to be not too volatile, given 3 months investment horizon. Orsted A/S maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Orsted A/S, which you can use to evaluate the volatility of the company. Please evaluate Orsted A/S's Coefficient Of Variation of 910.42, semi deviation of 2.98, and Risk Adjusted Performance of 0.092 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Orsted A/S holds a performance score of 8. The company holds a Beta of 0.53, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Orsted A/S's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orsted A/S is expected to be smaller as well. Please check Orsted A/S's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Orsted A/S's historical price patterns will revert.
Auto-correlation | -0.48 |
Modest reverse predictability
Orsted AS has modest reverse predictability. Overlapping area represents the amount of predictability between Orsted A/S time series from 5th of June 2024 to 1st of January 2025 and 1st of January 2025 to 30th 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 Orsted A/S price movement. The serial correlation of -0.48 indicates that about 48.0% of current Orsted A/S price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 11.49 |
Orsted A/S lagged returns against current returns
Autocorrelation, which is Orsted A/S 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 Orsted A/S's pink sheet expected returns. We can calculate the autocorrelation of Orsted A/S returns to help us make a trade decision. For example, suppose you find that Orsted A/S 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 |
Orsted A/S 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 Orsted A/S pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orsted A/S pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orsted A/S pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Orsted A/S Lagged Returns
When evaluating Orsted A/S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orsted A/S pink sheet have on its future price. Orsted A/S 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, Orsted A/S autocorrelation shows the relationship between Orsted A/S pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Orsted AS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
Other Information on Investing in Orsted Pink Sheet
Orsted A/S financial ratios help investors to determine whether Orsted Pink Sheet 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 Orsted with respect to the benefits of owning Orsted A/S security.