R Co (Germany) Market Value
| 0P00017SX2 | EUR 3,083 0.00 0.00% |
| Symbol | 0P00017SX2 |
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.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in R Co on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding R co Valor F or generate 0.0% return on investment in R Co over 30 days. R Co is related to or competes with Esfera Robotics, IE00B0H4TS55, and Echiquier Entrepreneurs. Lobjectif de R-co Valor est la recherche de performance, en investissant essentiellement sur les marchs actions et de ta... 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 Valor F upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7235 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.39 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.35 |
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 | 0.1313 | |||
| Jensen Alpha | 0.0964 | |||
| Total Risk Alpha | 8.0E-4 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.7938 |
R co Valor Backtested Returns
At this point, R Co is very steady. R co Valor maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the fund had a 0.17% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for R co Valor, which you can use to evaluate the volatility of the entity. Please check R Co's Market Risk Adjusted Performance of 0.8038, standard deviation of 0.7166, and Coefficient Of Variation of 579.41 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity holds a Beta of 0.14, which implies not very significant fluctuations relative to the market. 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 | 0.36 |
Below average predictability
R co Valor F has below average predictability. Overlapping area represents the amount of predictability between R Co time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Valor price movement. The serial correlation of 0.36 indicates that just about 36.0% of current R Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 499.57 |
R co Valor 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 Valor F.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 0P00017SX2 Fund
R Co financial ratios help investors to determine whether 0P00017SX2 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 0P00017SX2 with respect to the benefits of owning R Co security.
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