Ryohin Keikaku (Germany) Market Value
| 3RK Stock | EUR 21.20 0.40 1.92% |
| Symbol | Ryohin |
Ryohin Keikaku '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 Ryohin Keikaku'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 Ryohin Keikaku.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Ryohin Keikaku on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Ryohin Keikaku Co or generate 0.0% return on investment in Ryohin Keikaku over 390 days. Ryohin Keikaku is related to or competes with Evolution Mining, MagnaChip Semiconductor, ON SEMICONDUCTOR, Nordic Semiconductor, Jacquet Metal, BE Semiconductor, and ADRIATIC METALS. Ryohin Keikaku Co., Ltd. develops, manufactures, distributes, and sells clothing, household goods, and food items under ... More
Ryohin Keikaku 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 Ryohin Keikaku'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 Ryohin Keikaku Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.1671 | |||
| Maximum Drawdown | 9.79 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 3.43 |
Ryohin Keikaku Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ryohin Keikaku's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ryohin Keikaku's standard deviation. In reality, there are many statistical measures that can use Ryohin Keikaku historical prices to predict the future Ryohin Keikaku's volatility.| Risk Adjusted Performance | 0.1683 | |||
| Jensen Alpha | 0.417 | |||
| Total Risk Alpha | 0.1559 | |||
| Sortino Ratio | 0.1613 | |||
| Treynor Ratio | 2.22 |
Ryohin Keikaku Backtested Returns
Ryohin Keikaku appears to be very steady, given 3 months investment horizon. Ryohin Keikaku maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the firm had a 0.23% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ryohin Keikaku, which you can use to evaluate the volatility of the company. Please evaluate Ryohin Keikaku's Semi Deviation of 1.39, risk adjusted performance of 0.1683, and Coefficient Of Variation of 448.7 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ryohin Keikaku holds a performance score of 18. The company holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ryohin Keikaku's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ryohin Keikaku is expected to be smaller as well. Please check Ryohin Keikaku's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Ryohin Keikaku's historical price patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Ryohin Keikaku Co has very weak reverse predictability. Overlapping area represents the amount of predictability between Ryohin Keikaku time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th of December 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 Ryohin Keikaku price movement. The serial correlation of -0.01 indicates that just 1.0% of current Ryohin Keikaku price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
Ryohin Keikaku lagged returns against current returns
Autocorrelation, which is Ryohin Keikaku 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 Ryohin Keikaku's stock expected returns. We can calculate the autocorrelation of Ryohin Keikaku returns to help us make a trade decision. For example, suppose you find that Ryohin Keikaku 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 |
| Timeline |
Ryohin Keikaku 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 Ryohin Keikaku stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ryohin Keikaku stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ryohin Keikaku stock over time.
Current vs Lagged Prices |
| Timeline |
Ryohin Keikaku Lagged Returns
When evaluating Ryohin Keikaku's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ryohin Keikaku stock have on its future price. Ryohin Keikaku 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, Ryohin Keikaku autocorrelation shows the relationship between Ryohin Keikaku stock current value and its past values and can show if there is a momentum factor associated with investing in Ryohin Keikaku Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ryohin Stock
Ryohin Keikaku financial ratios help investors to determine whether Ryohin Stock 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 Ryohin with respect to the benefits of owning Ryohin Keikaku security.