Raisio Oyj (Finland) Market Value
| RAIKV Stock | EUR 2.21 0.03 1.38% |
| Symbol | Raisio |
Raisio Oyj '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 Raisio Oyj'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 Raisio Oyj.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Raisio Oyj on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Raisio Oyj or generate 0.0% return on investment in Raisio Oyj over 300 days. Raisio Oyj is related to or competes with Raisio Oyj, and Atria Oyj. Raisio plc, a food company, manufactures and sells food and fish feeds in Northern and Eastern Europe, Western Europe, a... More
Raisio Oyj 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 Raisio Oyj'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 Raisio Oyj upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.63 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.14 |
Raisio Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raisio Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raisio Oyj's standard deviation. In reality, there are many statistical measures that can use Raisio Oyj historical prices to predict the future Raisio Oyj's volatility.| Risk Adjusted Performance | 0.0298 | |||
| Jensen Alpha | 0.051 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (6.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Raisio Oyj'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.
Raisio Oyj Backtested Returns
Raisio Oyj is unstable at the moment. Raisio Oyj maintains Sharpe Ratio (i.e., Efficiency) of 0.0276, which implies the firm had a 0.0276% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Raisio Oyj, which you can use to evaluate the volatility of the company. Please check Raisio Oyj's Risk Adjusted Performance of 0.0298, semi deviation of 1.73, and Coefficient Of Variation of 3219.42 to confirm if the risk estimate we provide is consistent with the expected return of 0.0538%. Raisio Oyj has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of -0.0081, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Raisio Oyj are expected to decrease at a much lower rate. During the bear market, Raisio Oyj is likely to outperform the market. Raisio Oyj right now holds a risk of 1.95%. Please check Raisio Oyj maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Raisio Oyj will be following its historical price patterns.
Auto-correlation | 0.37 |
Below average predictability
Raisio Oyj has below average predictability. Overlapping area represents the amount of predictability between Raisio Oyj time series from 31st of January 2024 to 29th of June 2024 and 29th of June 2024 to 26th 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 Raisio Oyj price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Raisio Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Raisio Oyj lagged returns against current returns
Autocorrelation, which is Raisio Oyj 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 Raisio Oyj's stock expected returns. We can calculate the autocorrelation of Raisio Oyj returns to help us make a trade decision. For example, suppose you find that Raisio Oyj 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 |
Raisio Oyj 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 Raisio Oyj stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raisio Oyj stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raisio Oyj stock over time.
Current vs Lagged Prices |
| Timeline |
Raisio Oyj Lagged Returns
When evaluating Raisio Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raisio Oyj stock have on its future price. Raisio Oyj 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, Raisio Oyj autocorrelation shows the relationship between Raisio Oyj stock current value and its past values and can show if there is a momentum factor associated with investing in Raisio Oyj.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Raisio Stock
Raisio Oyj financial ratios help investors to determine whether Raisio 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 Raisio with respect to the benefits of owning Raisio Oyj security.