R Co (Germany) Market Value
| 0P0000PPEZ | EUR 290.27 1.81 0.62% |
| Symbol | 0P0000PPEZ |
R Co '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 R Co's fund 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 R Co.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in R Co on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding R co Thematic Silver or generate 0.0% return on investment in R Co over 30 days. R Co is related to or competes with Esfera Robotics, R Co, IE00B0H4TS55, and Echiquier Entrepreneurs. Le compartiment R-co Thematic Silver Plus a pour objectif de gestion de surperformer, sur une priode gale ou suprieure 5... More
R Co 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 R Co's fund 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 R co Thematic Silver upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 2.96 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 0.9986 |
R Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for R Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as R Co's standard deviation. In reality, there are many statistical measures that can use R Co historical prices to predict the future R Co's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.34) |
R co Thematic Backtested Returns
R co Thematic maintains Sharpe Ratio (i.e., Efficiency) of -0.16, which implies the fund had a -0.16% return per unit of risk over the last 3 months. R co Thematic exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check R Co's Market Risk Adjusted Performance of (0.33), variance of 0.4161, and Information Ratio of (0.36) to confirm the risk estimate we provide. The entity holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, R Co's returns are expected to increase less than the market. However, during the bear market, the loss of holding R Co is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
R co Thematic Silver has modest predictability. Overlapping area represents the amount of predictability between R Co time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of R co Thematic price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current R Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 4.06 |
R co Thematic lagged returns against current returns
Autocorrelation, which is R Co fund'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 R Co's fund expected returns. We can calculate the autocorrelation of R Co returns to help us make a trade decision. For example, suppose you find that R Co has exhibited high autocorrelation historically, and you observe that the fund 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 |
R Co 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 R Co fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if R Co fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in R Co fund over time.
Current vs Lagged Prices |
| Timeline |
R Co Lagged Returns
When evaluating R Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of R Co fund have on its future price. R Co 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, R Co autocorrelation shows the relationship between R Co fund current value and its past values and can show if there is a momentum factor associated with investing in R co Thematic Silver.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 0P0000PPEZ Fund
R Co financial ratios help investors to determine whether 0P0000PPEZ Fund 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 0P0000PPEZ with respect to the benefits of owning R Co security.
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