Innovative Rfk (France) Market Value
| MLIRF Stock | 1.92 0.24 14.29% |
| Symbol | Innovative |
Innovative Rfk '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 Innovative Rfk'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 Innovative Rfk.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Innovative Rfk on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Innovative Rfk SpA or generate 0.0% return on investment in Innovative Rfk over 30 days.
Innovative Rfk 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 Innovative Rfk'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 Innovative Rfk SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0078 | |||
| Maximum Drawdown | 30.97 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 5.56 |
Innovative Rfk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Innovative Rfk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Innovative Rfk's standard deviation. In reality, there are many statistical measures that can use Innovative Rfk historical prices to predict the future Innovative Rfk's volatility.| Risk Adjusted Performance | 0.0291 | |||
| Jensen Alpha | 0.0609 | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 0.1692 |
Innovative Rfk SpA Backtested Returns
Currently, Innovative Rfk SpA is dangerous. Innovative Rfk SpA holds Efficiency (Sharpe) Ratio of 0.0288, which attests that the entity had a 0.0288 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Innovative Rfk SpA, which you can use to evaluate the volatility of the firm. Please check out Innovative Rfk's Risk Adjusted Performance of 0.0291, standard deviation of 4.65, and Market Risk Adjusted Performance of 0.1792 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. Innovative Rfk has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Innovative Rfk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Innovative Rfk is expected to be smaller as well. Innovative Rfk SpA right now retains a risk of 4.84%. Please check out Innovative Rfk potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Innovative Rfk will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Innovative Rfk SpA has no correlation between past and present. Overlapping area represents the amount of predictability between Innovative Rfk time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Innovative Rfk SpA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Innovative Rfk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Innovative Rfk SpA lagged returns against current returns
Autocorrelation, which is Innovative Rfk 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 Innovative Rfk's stock expected returns. We can calculate the autocorrelation of Innovative Rfk returns to help us make a trade decision. For example, suppose you find that Innovative Rfk 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 |
Innovative Rfk 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 Innovative Rfk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Innovative Rfk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Innovative Rfk stock over time.
Current vs Lagged Prices |
| Timeline |
Innovative Rfk Lagged Returns
When evaluating Innovative Rfk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Innovative Rfk stock have on its future price. Innovative Rfk 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, Innovative Rfk autocorrelation shows the relationship between Innovative Rfk stock current value and its past values and can show if there is a momentum factor associated with investing in Innovative Rfk 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 Innovative Stock Analysis
When running Innovative Rfk's price analysis, check to measure Innovative Rfk'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 Innovative Rfk is operating at the current time. Most of Innovative Rfk's value examination focuses on studying past and present price action to predict the probability of Innovative Rfk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Innovative Rfk's price. Additionally, you may evaluate how the addition of Innovative Rfk to your portfolios can decrease your overall portfolio volatility.