Ryman Hospitality (Germany) Market Value
| 4RH Stock | EUR 113.00 1.00 0.89% |
| Symbol | Ryman |
Ryman Hospitality '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 Ryman Hospitality'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 Ryman Hospitality.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Ryman Hospitality on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Ryman Hospitality Properties or generate 0.0% return on investment in Ryman Hospitality over 30 days. Ryman Hospitality is related to or competes with CHEMICAL INDUSTRIES, Sekisui Chemical, Darden Restaurants, SHIN ETSU, SEKISUI CHEMICAL, and Siamgas. is a REIT for federal income tax purposes, specializing in group-oriented, destination hotel assets in urban and resort ... More
Ryman Hospitality 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 Ryman Hospitality'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 Ryman Hospitality Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.1306 | |||
| Maximum Drawdown | 6.62 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 1.94 |
Ryman Hospitality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ryman Hospitality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ryman Hospitality's standard deviation. In reality, there are many statistical measures that can use Ryman Hospitality historical prices to predict the future Ryman Hospitality's volatility.| Risk Adjusted Performance | 0.1644 | |||
| Jensen Alpha | 0.1793 | |||
| Total Risk Alpha | 0.0963 | |||
| Sortino Ratio | 0.1271 | |||
| Treynor Ratio | 0.2687 |
Ryman Hospitality Backtested Returns
Ryman Hospitality appears to be very steady, given 3 months investment horizon. Ryman Hospitality 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. We have found twenty-eight technical indicators for Ryman Hospitality, which you can use to evaluate the volatility of the company. Please evaluate Ryman Hospitality's Risk Adjusted Performance of 0.1644, coefficient of variation of 477.83, and Semi Deviation of 1.05 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ryman Hospitality holds a performance score of 21. The company holds a Beta of 1.08, which implies a somewhat significant risk relative to the market. Ryman Hospitality returns are very sensitive to returns on the market. As the market goes up or down, Ryman Hospitality is expected to follow. Please check Ryman Hospitality's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether Ryman Hospitality's historical price patterns will revert.
Auto-correlation | 0.77 |
Good predictability
Ryman Hospitality Properties has good predictability. Overlapping area represents the amount of predictability between Ryman Hospitality time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Ryman Hospitality price movement. The serial correlation of 0.77 indicates that around 77.0% of current Ryman Hospitality price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 6.08 |
Ryman Hospitality lagged returns against current returns
Autocorrelation, which is Ryman Hospitality 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 Ryman Hospitality's stock expected returns. We can calculate the autocorrelation of Ryman Hospitality returns to help us make a trade decision. For example, suppose you find that Ryman Hospitality 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 |
Ryman Hospitality 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 Ryman Hospitality stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ryman Hospitality stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ryman Hospitality stock over time.
Current vs Lagged Prices |
| Timeline |
Ryman Hospitality Lagged Returns
When evaluating Ryman Hospitality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ryman Hospitality stock have on its future price. Ryman Hospitality 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, Ryman Hospitality autocorrelation shows the relationship between Ryman Hospitality stock current value and its past values and can show if there is a momentum factor associated with investing in Ryman Hospitality Properties.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Ryman Stock
When determining whether Ryman Hospitality is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Ryman Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Ryman Hospitality Properties Stock. Highlighted below are key reports to facilitate an investment decision about Ryman Hospitality Properties Stock:Check out Ryman Hospitality Correlation, Ryman Hospitality Volatility and Ryman Hospitality Alpha and Beta module to complement your research on Ryman Hospitality. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Ryman Hospitality 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.