Roper Technologies, (Brazil) Market Value
| R1OP34 Stock | BRL 333.00 0.00 0.00% |
| Symbol | Roper |
Roper Technologies, '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 Roper Technologies,'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 Roper Technologies,.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Roper Technologies, on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Roper Technologies, or generate 0.0% return on investment in Roper Technologies, over 30 days. Roper Technologies, is related to or competes with GP Investments, Extra Space, Monster Beverage, Salesforce, and Fidelity National. Roper Technologies, Inc. designs and develops software, and engineered products and solutions More
Roper Technologies, 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 Roper Technologies,'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 Roper Technologies, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0677 | |||
| Maximum Drawdown | 12.5 |
Roper Technologies, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roper Technologies,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roper Technologies,'s standard deviation. In reality, there are many statistical measures that can use Roper Technologies, historical prices to predict the future Roper Technologies,'s volatility.| Risk Adjusted Performance | 0.0727 | |||
| Jensen Alpha | 0.1282 | |||
| Total Risk Alpha | 0.0903 | |||
| Treynor Ratio | (0.78) |
Roper Technologies, Backtested Returns
Roper Technologies, appears to be very steady, given 3 months investment horizon. Roper Technologies, maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Roper Technologies,, which you can use to evaluate the volatility of the company. Please evaluate Roper Technologies,'s Risk Adjusted Performance of 0.0727, coefficient of variation of 1177.34, and Variance of 2.54 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Roper Technologies, holds a performance score of 10. The company holds a Beta of -0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Roper Technologies, are expected to decrease at a much lower rate. During the bear market, Roper Technologies, is likely to outperform the market. Please check Roper Technologies,'s maximum drawdown, kurtosis, day median price, as well as the relationship between the skewness and rate of daily change , to make a quick decision on whether Roper Technologies,'s historical price patterns will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
Roper Technologies, has modest reverse predictability. Overlapping area represents the amount of predictability between Roper Technologies, time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th 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 Roper Technologies, price movement. The serial correlation of -0.5 indicates that about 50.0% of current Roper Technologies, price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Roper Technologies, lagged returns against current returns
Autocorrelation, which is Roper Technologies, 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 Roper Technologies,'s stock expected returns. We can calculate the autocorrelation of Roper Technologies, returns to help us make a trade decision. For example, suppose you find that Roper Technologies, 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 |
Roper Technologies, 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 Roper Technologies, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roper Technologies, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roper Technologies, stock over time.
Current vs Lagged Prices |
| Timeline |
Roper Technologies, Lagged Returns
When evaluating Roper Technologies,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roper Technologies, stock have on its future price. Roper Technologies, 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, Roper Technologies, autocorrelation shows the relationship between Roper Technologies, stock current value and its past values and can show if there is a momentum factor associated with investing in Roper Technologies,.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Roper Stock
When determining whether Roper Technologies, is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Roper Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Roper Technologies, Stock. Highlighted below are key reports to facilitate an investment decision about Roper Technologies, Stock:Check out Roper Technologies, Correlation, Roper Technologies, Volatility and Roper Technologies, Alpha and Beta module to complement your research on Roper Technologies,. For information on how to trade Roper Stock refer to our How to Trade Roper Stock guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Roper Technologies, technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.