RCE Capital's market value is the price at which a share of RCE Capital trades on a public exchange. It measures the collective expectations of RCE Capital Berhad investors about its performance. RCE Capital is selling for 1.55 as of the 5th of January 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 1.54. With this module, you can estimate the performance of a buy and hold strategy of RCE Capital Berhad and determine expected loss or profit from investing in RCE Capital over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
RCE
RCE Capital '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 RCE Capital'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 RCE Capital.
0.00
01/16/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/05/2025
0.00
If you would invest 0.00 in RCE Capital on January 16, 2023 and sell it all today you would earn a total of 0.00 from holding RCE Capital Berhad or generate 0.0% return on investment in RCE Capital over 720 days.
RCE Capital 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 RCE Capital'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 RCE Capital Berhad upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for RCE Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RCE Capital's standard deviation. In reality, there are many statistical measures that can use RCE Capital historical prices to predict the future RCE Capital's volatility.
As of now, RCE Stock is unstable. RCE Capital Berhad maintains Sharpe Ratio (i.e., Efficiency) of 0.055, which implies the company had a 0.055% return per unit of volatility over the last 3 months. We have found twenty-six technical indicators for RCE Capital Berhad, which you can use to evaluate the volatility of the entity. Please check RCE Capital's coefficient of variation of 1817.34, and Market Risk Adjusted Performance of 0.4571 to confirm if the risk estimate we provide is consistent with the expected return of 0.0903%. RCE Capital has a performance score of 4 on a scale of 0 to 100. The firm holds a Beta of 0.18, which implies not very significant fluctuations relative to the market. As returns on the market increase, RCE Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding RCE Capital is expected to be smaller as well. RCE Capital Berhad now holds a risk of 1.64%. Please check RCE Capital Berhad market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if RCE Capital Berhad will be following its historical price patterns.
Auto-correlation
0.64
Good predictability
RCE Capital Berhad has good predictability. Overlapping area represents the amount of predictability between RCE Capital time series from 16th of January 2023 to 11th of January 2024 and 11th of January 2024 to 5th 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 RCE Capital Berhad price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current RCE Capital price fluctuation can be explain by its past prices.
Correlation Coefficient
0.64
Spearman Rank Test
0.69
Residual Average
0.0
Price Variance
0.01
RCE Capital Berhad lagged returns against current returns
Autocorrelation, which is RCE Capital 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 RCE Capital's stock expected returns. We can calculate the autocorrelation of RCE Capital returns to help us make a trade decision. For example, suppose you find that RCE Capital 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
RCE Capital 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 RCE Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RCE Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RCE Capital stock over time.
Current vs Lagged Prices
Timeline
RCE Capital Lagged Returns
When evaluating RCE Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RCE Capital stock have on its future price. RCE Capital 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, RCE Capital autocorrelation shows the relationship between RCE Capital stock current value and its past values and can show if there is a momentum factor associated with investing in RCE Capital Berhad.
Regressed Prices
Timeline
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