Raba Jarmuipari (Hungary) Market Value
| RABA Stock | 1,310 35.00 2.75% |
| Symbol | Raba |
Raba Jarmuipari '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 Raba Jarmuipari'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 Raba Jarmuipari.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Raba Jarmuipari on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Raba Jarmuipari Holding or generate 0.0% return on investment in Raba Jarmuipari over 720 days. Raba Jarmuipari is related to or competes with CIG Pannonia, AKKO Invest, and ALTEO Energiaszolgalta. More
Raba Jarmuipari 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 Raba Jarmuipari'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 Raba Jarmuipari Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 10.76 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 3.89 |
Raba Jarmuipari Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raba Jarmuipari's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raba Jarmuipari's standard deviation. In reality, there are many statistical measures that can use Raba Jarmuipari historical prices to predict the future Raba Jarmuipari's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | 0.1901 |
Raba Jarmuipari Holding Backtested Returns
Currently, Raba Jarmuipari Holding is very steady. Raba Jarmuipari Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.0134, which implies the firm had a 0.0134% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Raba Jarmuipari Holding, which you can use to evaluate the volatility of the company. Please check Raba Jarmuipari's Variance of 4.34, coefficient of variation of (6,959), and insignificant Risk Adjusted Performance to confirm if the risk estimate we provide is consistent with the expected return of 0.0281%. Raba Jarmuipari has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of -0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Raba Jarmuipari are expected to decrease at a much lower rate. During the bear market, Raba Jarmuipari is likely to outperform the market. Raba Jarmuipari Holding right now holds a risk of 2.1%. Please check Raba Jarmuipari Holding coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Raba Jarmuipari Holding will be following its historical price patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Raba Jarmuipari Holding has insignificant reverse predictability. Overlapping area represents the amount of predictability between Raba Jarmuipari time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Raba Jarmuipari Holding price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Raba Jarmuipari price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 6504.37 |
Raba Jarmuipari Holding lagged returns against current returns
Autocorrelation, which is Raba Jarmuipari 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 Raba Jarmuipari's stock expected returns. We can calculate the autocorrelation of Raba Jarmuipari returns to help us make a trade decision. For example, suppose you find that Raba Jarmuipari 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 |
Raba Jarmuipari 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 Raba Jarmuipari stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raba Jarmuipari stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raba Jarmuipari stock over time.
Current vs Lagged Prices |
| Timeline |
Raba Jarmuipari Lagged Returns
When evaluating Raba Jarmuipari's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raba Jarmuipari stock have on its future price. Raba Jarmuipari 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, Raba Jarmuipari autocorrelation shows the relationship between Raba Jarmuipari stock current value and its past values and can show if there is a momentum factor associated with investing in Raba Jarmuipari Holding.
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 Raba Stock Analysis
When running Raba Jarmuipari's price analysis, check to measure Raba Jarmuipari'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 Raba Jarmuipari is operating at the current time. Most of Raba Jarmuipari's value examination focuses on studying past and present price action to predict the probability of Raba Jarmuipari's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Raba Jarmuipari's price. Additionally, you may evaluate how the addition of Raba Jarmuipari to your portfolios can decrease your overall portfolio volatility.