RATIONAL Aktiengesellscha (Germany) Market Value
| RAA Stock | 858.50 5.50 0.64% |
| Symbol | RATIONAL |
RATIONAL Aktiengesellscha '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 RATIONAL Aktiengesellscha'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 RATIONAL Aktiengesellscha.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in RATIONAL Aktiengesellscha on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding RATIONAL Aktiengesellschaft or generate 0.0% return on investment in RATIONAL Aktiengesellscha over 30 days. RATIONAL Aktiengesellscha is related to or competes with Medical Properties, DISTRICT METALS, ONWARD MEDICAL, Calibre Mining, and PULSION Medical. More
RATIONAL Aktiengesellscha 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 RATIONAL Aktiengesellscha'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 RATIONAL Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.78 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 1.99 |
RATIONAL Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RATIONAL Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RATIONAL Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use RATIONAL Aktiengesellscha historical prices to predict the future RATIONAL Aktiengesellscha's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of RATIONAL Aktiengesellscha's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
RATIONAL Aktiengesellscha Backtested Returns
RATIONAL Aktiengesellscha maintains Sharpe Ratio (i.e., Efficiency) of -0.0352, which implies the company had a -0.0352 % return per unit of standard deviation over the last 3 months. RATIONAL Aktiengesellscha exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RATIONAL Aktiengesellscha's Mean Deviation of 1.02, market risk adjusted performance of (0.33), and Variance of 1.74 to confirm the risk estimate we provide. The firm holds a Beta of 0.33, which implies possible diversification benefits within a given portfolio. As returns on the market increase, RATIONAL Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding RATIONAL Aktiengesellscha is expected to be smaller as well. At this point, RATIONAL Aktiengesellscha has a negative expected return of -0.046%. Please make sure to check RATIONAL Aktiengesellscha's value at risk, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if RATIONAL Aktiengesellscha performance from the past will be repeated at future time.
Auto-correlation | -0.13 |
Insignificant reverse predictability
RATIONAL Aktiengesellschaft has insignificant reverse predictability. Overlapping area represents the amount of predictability between RATIONAL Aktiengesellscha time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 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 RATIONAL Aktiengesellscha price movement. The serial correlation of -0.13 indicates that less than 13.0% of current RATIONAL Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 99.9 |
RATIONAL Aktiengesellscha lagged returns against current returns
Autocorrelation, which is RATIONAL Aktiengesellscha 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 RATIONAL Aktiengesellscha's stock expected returns. We can calculate the autocorrelation of RATIONAL Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that RATIONAL Aktiengesellscha 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 |
RATIONAL Aktiengesellscha 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 RATIONAL Aktiengesellscha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RATIONAL Aktiengesellscha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RATIONAL Aktiengesellscha stock over time.
Current vs Lagged Prices |
| Timeline |
RATIONAL Aktiengesellscha Lagged Returns
When evaluating RATIONAL Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RATIONAL Aktiengesellscha stock have on its future price. RATIONAL Aktiengesellscha 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, RATIONAL Aktiengesellscha autocorrelation shows the relationship between RATIONAL Aktiengesellscha stock current value and its past values and can show if there is a momentum factor associated with investing in RATIONAL Aktiengesellschaft.
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 RATIONAL Stock Analysis
When running RATIONAL Aktiengesellscha's price analysis, check to measure RATIONAL Aktiengesellscha'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 RATIONAL Aktiengesellscha is operating at the current time. Most of RATIONAL Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of RATIONAL Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RATIONAL Aktiengesellscha's price. Additionally, you may evaluate how the addition of RATIONAL Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.