RBG Holdings (UK) Market Value
| RBGP Stock | 3.10 0.30 10.71% |
| Symbol | RBG |
RBG Holdings '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 RBG Holdings' 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 RBG Holdings.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in RBG Holdings on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding RBG Holdings PLC or generate 0.0% return on investment in RBG Holdings over 360 days. RBG Holdings is related to or competes with GreenX Metals, Charter Communications, Batm Advanced, Power Metal, Panther Metals, Naked Wines, and Wheaton Precious. RBG Holdings is entity of United Kingdom More
RBG Holdings 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 RBG Holdings' 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 RBG Holdings PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 44.28 | |||
| Value At Risk | (13.30) | |||
| Potential Upside | 7.43 |
RBG Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RBG Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RBG Holdings' standard deviation. In reality, there are many statistical measures that can use RBG Holdings historical prices to predict the future RBG Holdings' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.76) | |||
| Total Risk Alpha | (2.32) | |||
| Treynor Ratio | 2.22 |
RBG Holdings PLC Backtested Returns
RBG Holdings PLC maintains Sharpe Ratio (i.e., Efficiency) of -0.0892, which implies the company had a -0.0892% return per unit of volatility over the last 3 months. RBG Holdings PLC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RBG Holdings' variance of 81.43, and Market Risk Adjusted Performance of 2.23 to confirm the risk estimate we provide. The firm holds a Beta of -0.37, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning RBG Holdings are expected to decrease at a much lower rate. During the bear market, RBG Holdings is likely to outperform the market. At this point, RBG Holdings PLC has a negative expected return of -0.81%. Please make sure to check RBG Holdings' information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if RBG Holdings PLC performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
RBG Holdings PLC has no correlation between past and present. Overlapping area represents the amount of predictability between RBG Holdings time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd of December 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 RBG Holdings PLC price movement. The serial correlation of 0.0 indicates that just 0.0% of current RBG Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 9.53 |
RBG Holdings PLC lagged returns against current returns
Autocorrelation, which is RBG Holdings 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 RBG Holdings' stock expected returns. We can calculate the autocorrelation of RBG Holdings returns to help us make a trade decision. For example, suppose you find that RBG Holdings 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 |
RBG Holdings 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 RBG Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RBG Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RBG Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
RBG Holdings Lagged Returns
When evaluating RBG Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RBG Holdings stock have on its future price. RBG Holdings 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, RBG Holdings autocorrelation shows the relationship between RBG Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in RBG Holdings PLC.
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 RBG Stock Analysis
When running RBG Holdings' price analysis, check to measure RBG Holdings' 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 RBG Holdings is operating at the current time. Most of RBG Holdings' value examination focuses on studying past and present price action to predict the probability of RBG Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RBG Holdings' price. Additionally, you may evaluate how the addition of RBG Holdings to your portfolios can decrease your overall portfolio volatility.