Ralph Lauren (Germany) Market Value
| PRL Stock | EUR 211.10 0.60 0.28% |
| Symbol | Ralph |
Ralph Lauren '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 Ralph Lauren'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 Ralph Lauren.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Ralph Lauren on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Ralph Lauren or generate 0.0% return on investment in Ralph Lauren over 30 days. Ralph Lauren is related to or competes with Highlight Communications, AEGEAN AIRLINES, Iridium Communications, Shenandoah Telecommunicatio, Singapore Telecommunicatio, International Consolidated, and SINGAPORE AIRLINES. Ralph Lauren Corporation designs, markets, and distributes lifestyle products in North America, Europe, Asia, and intern... More
Ralph Lauren 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 Ralph Lauren'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 Ralph Lauren upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | 0.1858 | |||
| Maximum Drawdown | 10.41 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 3.7 |
Ralph Lauren Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ralph Lauren's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ralph Lauren's standard deviation. In reality, there are many statistical measures that can use Ralph Lauren historical prices to predict the future Ralph Lauren's volatility.| Risk Adjusted Performance | 0.1983 | |||
| Jensen Alpha | 0.3396 | |||
| Total Risk Alpha | 0.1784 | |||
| Sortino Ratio | 0.2761 | |||
| Treynor Ratio | 0.4013 |
Ralph Lauren Backtested Returns
Ralph Lauren appears to be very steady, given 3 months investment horizon. Ralph Lauren 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. By analyzing Ralph Lauren's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please evaluate Ralph Lauren's Risk Adjusted Performance of 0.1983, semi deviation of 0.9564, and Coefficient Of Variation of 397.62 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ralph Lauren holds a performance score of 21. The company holds a Beta of 1.2, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ralph Lauren will likely underperform. Please check Ralph Lauren's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Ralph Lauren's historical price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Ralph Lauren has good predictability. Overlapping area represents the amount of predictability between Ralph Lauren time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Ralph Lauren price movement. The serial correlation of 0.76 indicates that around 76.0% of current Ralph Lauren price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 42.84 |
Ralph Lauren lagged returns against current returns
Autocorrelation, which is Ralph Lauren 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 Ralph Lauren's stock expected returns. We can calculate the autocorrelation of Ralph Lauren returns to help us make a trade decision. For example, suppose you find that Ralph Lauren 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 |
Ralph Lauren 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 Ralph Lauren stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ralph Lauren stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ralph Lauren stock over time.
Current vs Lagged Prices |
| Timeline |
Ralph Lauren Lagged Returns
When evaluating Ralph Lauren's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ralph Lauren stock have on its future price. Ralph Lauren 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, Ralph Lauren autocorrelation shows the relationship between Ralph Lauren stock current value and its past values and can show if there is a momentum factor associated with investing in Ralph Lauren.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ralph Stock
Ralph Lauren financial ratios help investors to determine whether Ralph Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ralph with respect to the benefits of owning Ralph Lauren security.