Rheinmetall (UK) Market Value
| 0NI1 Stock | 720.20 17.70 2.52% |
| Symbol | Rheinmetall |
Rheinmetall '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 Rheinmetall'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 Rheinmetall.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Rheinmetall on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Rheinmetall AG or generate 0.0% return on investment in Rheinmetall over 30 days. Rheinmetall is related to or competes with United Airlines, International Consolidated, Pets At, Eastman Chemical, Compal Electronics, DFS Furniture, and Southwest Airlines. Rheinmetall is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Rheinmetall 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 Rheinmetall'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 Rheinmetall AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.89 | |||
| Information Ratio | 0.2618 | |||
| Maximum Drawdown | 13.52 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.86 |
Rheinmetall Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rheinmetall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rheinmetall's standard deviation. In reality, there are many statistical measures that can use Rheinmetall historical prices to predict the future Rheinmetall's volatility.| Risk Adjusted Performance | 0.2405 | |||
| Jensen Alpha | 0.5747 | |||
| Total Risk Alpha | 0.5399 | |||
| Sortino Ratio | 0.3074 | |||
| Treynor Ratio | 0.4832 |
Rheinmetall AG Backtested Returns
Rheinmetall appears to be very steady, given 3 months investment horizon. Rheinmetall AG maintains Sharpe Ratio (i.e., Efficiency) of 0.27, which implies the firm had a 0.27 % return per unit of risk over the last 3 months. By analyzing Rheinmetall's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please evaluate Rheinmetall's Coefficient Of Variation of 360.03, risk adjusted performance of 0.2405, and Semi Deviation of 1.31 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rheinmetall holds a performance score of 21. The company holds a Beta of 1.26, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Rheinmetall will likely underperform. Please check Rheinmetall's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Rheinmetall's historical price patterns will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
Rheinmetall AG has very good reverse predictability. Overlapping area represents the amount of predictability between Rheinmetall time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 Rheinmetall AG price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Rheinmetall price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 525.59 |
Rheinmetall AG lagged returns against current returns
Autocorrelation, which is Rheinmetall 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 Rheinmetall's stock expected returns. We can calculate the autocorrelation of Rheinmetall returns to help us make a trade decision. For example, suppose you find that Rheinmetall 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 |
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Rheinmetall 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 Rheinmetall stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rheinmetall stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rheinmetall stock over time.
Current vs Lagged Prices |
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Rheinmetall Lagged Returns
When evaluating Rheinmetall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rheinmetall stock have on its future price. Rheinmetall 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, Rheinmetall autocorrelation shows the relationship between Rheinmetall stock current value and its past values and can show if there is a momentum factor associated with investing in Rheinmetall AG.
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 Rheinmetall Stock Analysis
When running Rheinmetall's price analysis, check to measure Rheinmetall'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 Rheinmetall is operating at the current time. Most of Rheinmetall's value examination focuses on studying past and present price action to predict the probability of Rheinmetall's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rheinmetall's price. Additionally, you may evaluate how the addition of Rheinmetall to your portfolios can decrease your overall portfolio volatility.