# Peabody Stock Market Value

BTU | Stock | ## USD 31.59 0.30 0.96% |

Symbol | Peabody |

Is Peabody 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 Peabody Energy. If investors know Peabody 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 Peabody Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

Market Capitalization 4.5 B | Quarterly Revenue Growth YOY 0.98 | Return On Assets 0.15 | Return On Equity 0.64 |

The market value of Peabody Energy Corp is measured differently than its book value, which is the value of Peabody that is recorded on the company's balance sheet. Investors also form their own opinion of Peabody Energy's value that differs from its market value or its book value, called intrinsic value, which is Peabody 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 Peabody Energy's market value can be influenced by many factors that don't directly affect Peabody 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 Peabody Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine Peabody Energy value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Peabody 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.

## Peabody 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 Peabody 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 Peabody Energy.

11/03/2022 |
| 12/03/2022 |

If you would invest

**0.00**in Peabody Energy on**November 3, 2022**and sell it all today you would**earn a total of 0.00**from holding Peabody Energy Corp or generate**0.0%**return on investment in Peabody Energy over**30**days. Peabody Energy is related to or competes with Consol Energy, Adams Resources, Amplify Energy, APA, Antero Resources, and Abraxas Petroleum. Peabody Energy Corporation engages in coal mining business in the United States, Japan, Taiwan, Australia, India, Indone... More## Peabody 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 Peabody 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 Peabody Energy Corp upside and downside potential and time the market with a certain degree of confidence.

Downside Deviation | 4.24 | |||

Information Ratio | 0.0798 | |||

Maximum Drawdown | 24.02 | |||

Value At Risk | (7.20) | |||

Potential Upside | 9.33 |

## Peabody Energy Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Peabody Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peabody Energy's standard deviation. In reality, there are many statistical measures that can use Peabody Energy historical prices to predict the future Peabody Energy's volatility.Risk Adjusted Performance | 0.1577 | |||

Jensen Alpha | 0.3427 | |||

Total Risk Alpha | 0.165 | |||

Sortino Ratio | 0.0894 | |||

Treynor Ratio | 0.3448 |

Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Peabody 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. Please use the tools below to analyze the current value of Peabody Energy in the context of predictive analytics.

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Peabody Energy. Your research has to be compared to or analyzed against Peabody Energy's peers to derive any actionable benefits. When done correctly, Peabody Energy's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Peabody Energy Corp.

## Peabody Energy Corp Backtested Returns

Peabody Energy appears to be somewhat reliable, given 3 months investment horizon. Peabody Energy Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.0986, which implies the firm had 0.0986% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Peabody Energy Corp, which you can use to evaluate the future volatility of the company. Please evaluate Peabody Energy's Risk Adjusted Performance of 0.1577, semi deviation of 3.99, and Coefficient Of Variation of 978.15 to confirm if our risk estimates are consistent with your expectations.

On a scale of 0 to 100, Peabody Energy holds a performance score of 7. The company holds a Beta of 1.3803, which implies a somewhat significant risk relative to the market. Let's try to break down what Peabody's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Peabody Energy will likely underperform. Although it is vital to follow Peabody Energy Corp current trending patterns, it is good to be conservative about what you can do with the information regarding equity existing price patterns. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Peabody Energy Corp technical indicators, you can presently evaluate if the expected return of 0.47% will be sustainable into the future. Please employ Peabody Energy Corp value at risk, and the relationship between the information ratio and kurtosis to make a quick decision on whether Peabody Energy historical price patterns will revert.

## Auto-correlation | 0.49 |

### Average predictability

Peabody Energy Corp has average predictability. Overlapping area represents the amount of predictability between Peabody Energy time series from 3rd of November 2022 to 18th of November 2022 and 18th of November 2022 to 3rd of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Peabody Energy Corp price movement. The serial correlation of

**0.49**indicates that about 49.0% of current Peabody Energy price fluctuation can be explain by its past prices.Correlation Coefficient | 0.49 | |

Spearman Rank Test | 0.57 | |

Residual Average | 0.0 | |

Price Variance | 2.46 |

## Peabody Energy Corp lagged returns against current returns

Autocorrelation, which is Peabody 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 Peabody Energy's stock expected returns. We can calculate the autocorrelation of Peabody Energy returns to help us make a trade decision. For example, suppose you find that Peabody Energy stock 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 stock movement to match the lagging time series.

Current and Lagged Values |

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

Current vs Lagged Prices |

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## Peabody Energy Lagged Returns

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

Regressed Prices |

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## Peabody Energy Investors Sentiment

The influence of Peabody 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 Peabody. 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 markets does not have a solid backing from leading economists and market statisticians.

Investor biases related to Peabody Energy's public news can be used to forecast risks associated with investment in Peabody. The trend in average sentiment can be used to explain how an investor holding Peabody can time the market purely based on public headlines and social activities around Peabody Energy Corp. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.

Peabody 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 Peabody 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 Peabody Energy's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Peabody Energy.

## Peabody Energy Implied Volatility | 59.39 |

Peabody Energy's implied volatility exposes the market's sentiment of Peabody Energy Corp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Peabody Energy's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Peabody Energy stock will not fluctuate a lot when Peabody Energy's options are near their expiration.

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 Peabody 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, Peabody Energy's short interest history, or implied volatility extrapolated from Peabody Energy options trading.

## Pair Trading with Peabody Energy

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 Peabody Energy 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 Peabody Energy will appreciate offsetting losses from the drop in the long position's value.### Moving together with Peabody Energy

+ | 0.79 | ARCH | Arch Resources | Normal Trading | PairCorr | ||

+ | 0.64 | APA | APA Corporation | Potential Growth | PairCorr |

The ability to find closely correlated positions to Peabody Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Peabody Energy 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 Peabody Energy - 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 Peabody Energy Corp to buy it.

The correlation of Peabody Energy is a statistical measure of how it moves in relation to other equities. 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 Peabody Energy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Peabody Energy Corp 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 Peabody Energy 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.Continue to Peabody Energy Correlation, Peabody Energy Volatility and Peabody Energy Alpha and Beta module to complement your research on Peabody Energy. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

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When running Peabody Energy Corp price analysis, check to measure Peabody 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 Peabody Energy is operating at the current time. Most of Peabody Energy's value examination focuses on studying past and present price action to predict the probability of Peabody Energy's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Peabody Energy's price. Additionally, you may evaluate how the addition of Peabody Energy to your portfolios can decrease your overall portfolio volatility.

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Peabody 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.