Racing Force (France) Market Value
| ALRFG Stock | 4.82 0.12 2.43% |
| Symbol | Racing |
Racing Force '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 Racing Force'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 Racing Force.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Racing Force on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Racing Force SpA or generate 0.0% return on investment in Racing Force over 30 days.
Racing Force 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 Racing Force'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 Racing Force SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.32 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 3.33 |
Racing Force Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Racing Force's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Racing Force's standard deviation. In reality, there are many statistical measures that can use Racing Force historical prices to predict the future Racing Force's volatility.| Risk Adjusted Performance | (0.001) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 0.4552 |
Racing Force SpA Backtested Returns
Racing Force SpA maintains Sharpe Ratio (i.e., Efficiency) of -0.0383, which implies the firm had a -0.0383 % return per unit of risk over the last 3 months. Racing Force SpA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Racing Force's Variance of 5.66, risk adjusted performance of (0.001), and Coefficient Of Variation of (8,731) to confirm the risk estimate we provide. The company holds a Beta of -0.0818, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Racing Force are expected to decrease at a much lower rate. During the bear market, Racing Force is likely to outperform the market. At this point, Racing Force SpA has a negative expected return of -0.0879%. Please make sure to check Racing Force's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Racing Force SpA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.56 |
Modest predictability
Racing Force SpA has modest predictability. Overlapping area represents the amount of predictability between Racing Force time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 Racing Force SpA price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Racing Force price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Racing Force SpA lagged returns against current returns
Autocorrelation, which is Racing Force 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 Racing Force's stock expected returns. We can calculate the autocorrelation of Racing Force returns to help us make a trade decision. For example, suppose you find that Racing Force 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 |
Racing Force 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 Racing Force stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Racing Force stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Racing Force stock over time.
Current vs Lagged Prices |
| Timeline |
Racing Force Lagged Returns
When evaluating Racing Force's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Racing Force stock have on its future price. Racing Force 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, Racing Force autocorrelation shows the relationship between Racing Force stock current value and its past values and can show if there is a momentum factor associated with investing in Racing Force SpA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Racing Stock Analysis
When running Racing Force's price analysis, check to measure Racing Force's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Racing Force is operating at the current time. Most of Racing Force's value examination focuses on studying past and present price action to predict the probability of Racing Force's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Racing Force's price. Additionally, you may evaluate how the addition of Racing Force to your portfolios can decrease your overall portfolio volatility.