Rolls Royce (UK) Price on November 25, 2024
| RR Stock | 545.60 6.00 1.11% |
If you're considering investing in Rolls Stock, it is important to understand the factors that can impact its price. As of today, the current price of Rolls Royce stands at 545.60, as last reported on the 29th of November, with the highest price reaching 548.00 and the lowest price hitting 540.00 during the day. Rolls Royce appears to be very steady, given 3 months investment horizon. Rolls Royce Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Rolls Royce Holdings, which you can use to evaluate the volatility of the company. Please evaluate Rolls Royce's Semi Deviation of 1.68, risk adjusted performance of 0.072, and Coefficient Of Variation of 1160.17 to confirm if our risk estimates are consistent with your expectations.
Rolls Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Rolls |
Sharpe Ratio = 0.1558
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Estimated Market Risk
| 1.71 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Rolls Royce is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Rolls Royce by adding it to a well-diversified portfolio.
Rolls Royce Valuation on November 25, 2024
It is possible to determine the worth of Rolls Royce on a given historical date. On November 25, 2024 Rolls was worth 549.2 at the beginning of the trading date compared to the closed value of 542.6. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Rolls Royce stock. Still, in general, we apply an absolute valuation method to find Rolls Royce's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Rolls Royce where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Rolls Royce's related companies.
| Open | High | Low | Close | Volume | |
| 540.20 | 546.40 | 535.80 | 545.60 | 15,592,995 | |
11/25/2024 | 549.20 | 550.60 | 535.00 | 542.60 | 28,097,516 |
| 540.60 | 544.60 | 529.00 | 542.00 | 12,347,108 |
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Rolls Royce Trading Date Momentum on November 25, 2024
| On November 26 2024 Rolls Royce Holdings PLC was traded for 542.00 at the closing time. The maximum traded price for the trading interval was 544.60 and the lowest daily price was 529.00 . The daily volume was recorded at 12.3 M. The volume of trading on 26th of November 2024 played a part in the next trading day price drop. The trading delta at closing time to the next closing price was 0.11% . The trading delta at closing time to the closing price today is 0.15% . |
Rolls Royce Holdings Fundamentals Correlations and Trends
By evaluating Rolls Royce's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Rolls Royce's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Rolls financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Rolls Royce Stock history
Rolls Royce investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Rolls is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Rolls Royce Holdings will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Rolls Royce stock prices may prove useful in developing a viable investing in Rolls Royce
Rolls Royce Stock Technical Analysis
Rolls Royce 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.
Price Boundaries
Rolls Royce Period Price Range
Low | November 29, 2024
| High |
0.00 | 0.00 |
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Rolls Royce November 29, 2024 Market Strength
Market strength indicators help investors to evaluate how Rolls Royce stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rolls Royce shares will generate the highest return on investment. By undertsting and applying Rolls Royce stock market strength indicators, traders can identify Rolls Royce Holdings PLC entry and exit signals to maximize returns
Rolls Royce Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Rolls Royce's price direction in advance. Along with the technical and fundamental analysis of Rolls Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Rolls to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.072 | |||
| Jensen Alpha | 0.2134 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0199 | |||
| Treynor Ratio | (0.29) |
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| Volume Indicators |
Complementary Tools for Rolls Stock analysis
When running Rolls Royce's price analysis, check to measure Rolls Royce'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 Rolls Royce is operating at the current time. Most of Rolls Royce's value examination focuses on studying past and present price action to predict the probability of Rolls Royce's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rolls Royce's price. Additionally, you may evaluate how the addition of Rolls Royce to your portfolios can decrease your overall portfolio volatility.
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