Cooperatieve Rabobank (Netherlands) Market Value
| RABO Stock | EUR 112.60 0.04 0.04% |
| Symbol | Cooperatieve |
Cooperatieve Rabobank '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 Cooperatieve Rabobank'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 Cooperatieve Rabobank.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Cooperatieve Rabobank on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Cooperatieve Rabobank UA or generate 0.0% return on investment in Cooperatieve Rabobank over 30 days. Cooperatieve Rabobank is related to or competes with SBM Offshore, Tetragon Financial, AMG Advanced, and Reinet Investments. Coperatieve Rabobank U.A. provides financial products and services in the Netherlands and internationally More
Cooperatieve Rabobank 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 Cooperatieve Rabobank'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 Cooperatieve Rabobank UA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.96) | |||
| Maximum Drawdown | 0.5633 | |||
| Value At Risk | (0.25) | |||
| Potential Upside | 0.0965 |
Cooperatieve Rabobank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cooperatieve Rabobank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cooperatieve Rabobank's standard deviation. In reality, there are many statistical measures that can use Cooperatieve Rabobank historical prices to predict the future Cooperatieve Rabobank's volatility.| Risk Adjusted Performance | (0.31) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (12.81) |
Cooperatieve Rabobank Backtested Returns
Cooperatieve Rabobank secures Sharpe Ratio (or Efficiency) of -0.38, which signifies that the company had a -0.38 % return per unit of risk over the last 3 months. Cooperatieve Rabobank UA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cooperatieve Rabobank's Risk Adjusted Performance of (0.31), standard deviation of 0.1486, and Mean Deviation of 0.102 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0053, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cooperatieve Rabobank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cooperatieve Rabobank is expected to be smaller as well. At this point, Cooperatieve Rabobank has a negative expected return of -0.0552%. Please make sure to confirm Cooperatieve Rabobank's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Cooperatieve Rabobank performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Cooperatieve Rabobank UA has average predictability. Overlapping area represents the amount of predictability between Cooperatieve Rabobank time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 Cooperatieve Rabobank price movement. The serial correlation of 0.49 indicates that about 49.0% of current Cooperatieve Rabobank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Cooperatieve Rabobank lagged returns against current returns
Autocorrelation, which is Cooperatieve Rabobank 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 Cooperatieve Rabobank's stock expected returns. We can calculate the autocorrelation of Cooperatieve Rabobank returns to help us make a trade decision. For example, suppose you find that Cooperatieve Rabobank 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 |
Cooperatieve Rabobank 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 Cooperatieve Rabobank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cooperatieve Rabobank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cooperatieve Rabobank stock over time.
Current vs Lagged Prices |
| Timeline |
Cooperatieve Rabobank Lagged Returns
When evaluating Cooperatieve Rabobank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cooperatieve Rabobank stock have on its future price. Cooperatieve Rabobank 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, Cooperatieve Rabobank autocorrelation shows the relationship between Cooperatieve Rabobank stock current value and its past values and can show if there is a momentum factor associated with investing in Cooperatieve Rabobank UA.
Regressed Prices |
| Timeline |
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Additional Tools for Cooperatieve Stock Analysis
When running Cooperatieve Rabobank's price analysis, check to measure Cooperatieve Rabobank'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 Cooperatieve Rabobank is operating at the current time. Most of Cooperatieve Rabobank's value examination focuses on studying past and present price action to predict the probability of Cooperatieve Rabobank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cooperatieve Rabobank's price. Additionally, you may evaluate how the addition of Cooperatieve Rabobank to your portfolios can decrease your overall portfolio volatility.