Speed Rabbit (France) Market Value
| MLSRP Stock | EUR 5.25 0.00 0.00% |
| Symbol | Speed |
Speed Rabbit '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 Speed Rabbit'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 Speed Rabbit.
| 12/10/2022 |
| 11/29/2024 |
If you would invest 0.00 in Speed Rabbit on December 10, 2022 and sell it all today you would earn a total of 0.00 from holding Speed Rabbit Pizza or generate 0.0% return on investment in Speed Rabbit over 720 days. Speed Rabbit is related to or competes with Onlineformapro, Diagnostic Medical, CMG Cleantech, Fill Up, and Sidetrade. Its restaurants also offer starters, salads, Fusilli pasta, desserts, and drinks More
Speed Rabbit 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 Speed Rabbit'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 Speed Rabbit Pizza upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 10.28 | |||
| Value At Risk | (0.93) |
Speed Rabbit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Speed Rabbit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Speed Rabbit's standard deviation. In reality, there are many statistical measures that can use Speed Rabbit historical prices to predict the future Speed Rabbit's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | (0.40) |
Speed Rabbit Pizza Backtested Returns
Speed Rabbit Pizza owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0051, which indicates the firm had a -0.0051% return per unit of risk over the last 3 months. Speed Rabbit Pizza exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Speed Rabbit's Risk Adjusted Performance of (0.03), coefficient of variation of (1,903), and Variance of 7.18 to confirm the risk estimate we provide. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Speed Rabbit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Speed Rabbit is expected to be smaller as well. At this point, Speed Rabbit Pizza has a negative expected return of -0.0128%. Please make sure to validate Speed Rabbit's coefficient of variation, value at risk, as well as the relationship between the Value At Risk and relative strength index , to decide if Speed Rabbit Pizza performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Speed Rabbit Pizza has insignificant reverse predictability. Overlapping area represents the amount of predictability between Speed Rabbit time series from 10th of December 2022 to 5th of December 2023 and 5th of December 2023 to 29th of November 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 Speed Rabbit Pizza price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Speed Rabbit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 4.99 |
Speed Rabbit Pizza lagged returns against current returns
Autocorrelation, which is Speed Rabbit 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 Speed Rabbit's stock expected returns. We can calculate the autocorrelation of Speed Rabbit returns to help us make a trade decision. For example, suppose you find that Speed Rabbit 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 |
Speed Rabbit 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 Speed Rabbit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Speed Rabbit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Speed Rabbit stock over time.
Current vs Lagged Prices |
| Timeline |
Speed Rabbit Lagged Returns
When evaluating Speed Rabbit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Speed Rabbit stock have on its future price. Speed Rabbit 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, Speed Rabbit autocorrelation shows the relationship between Speed Rabbit stock current value and its past values and can show if there is a momentum factor associated with investing in Speed Rabbit Pizza.
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 Speed Stock Analysis
When running Speed Rabbit's price analysis, check to measure Speed Rabbit'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 Speed Rabbit is operating at the current time. Most of Speed Rabbit's value examination focuses on studying past and present price action to predict the probability of Speed Rabbit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Speed Rabbit's price. Additionally, you may evaluate how the addition of Speed Rabbit to your portfolios can decrease your overall portfolio volatility.