Rubrik, Stock Market Value
| RBRK Stock | 51.05 1.93 3.93% |
| Symbol | Rubrik, |
Rubrik, Price To Book Ratio
Is Systems Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Rubrik,. If investors know Rubrik, will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Rubrik, listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Rubrik, is measured differently than its book value, which is the value of Rubrik, that is recorded on the company's balance sheet. Investors also form their own opinion of Rubrik,'s value that differs from its market value or its book value, called intrinsic value, which is Rubrik,'s true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Rubrik,'s market value can be influenced by many factors that don't directly affect Rubrik,'s underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Rubrik,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Rubrik, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rubrik,'s price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Rubrik, '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 Rubrik,'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 Rubrik,.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Rubrik, on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Rubrik, or generate 0.0% return on investment in Rubrik, over 30 days. Rubrik, is related to or competes with Hooker Furniture, United Guardian, Delek Logistics, Arrow Electronics, Saia, Nuvalent, and Apogee Enterprises. Rubrik, is entity of United States. It is traded as Stock on NYSE exchange. More
Rubrik, 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 Rubrik,'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 Rubrik, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.09 | |||
| Information Ratio | 0.1434 | |||
| Maximum Drawdown | 14.29 | |||
| Value At Risk | (4.42) | |||
| Potential Upside | 5.1 |
Rubrik, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rubrik,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rubrik,'s standard deviation. In reality, there are many statistical measures that can use Rubrik, historical prices to predict the future Rubrik,'s volatility.| Risk Adjusted Performance | 0.1503 | |||
| Jensen Alpha | 0.3566 | |||
| Total Risk Alpha | 0.0778 | |||
| Sortino Ratio | 0.1418 | |||
| Treynor Ratio | 0.3332 |
Rubrik, Backtested Returns
Rubrik, appears to be very steady, given 3 months investment horizon. Rubrik, maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the firm had a 0.2% return per unit of risk over the last 3 months. By analyzing Rubrik,'s technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please evaluate Rubrik,'s Coefficient Of Variation of 537.1, semi deviation of 2.49, and Risk Adjusted Performance of 0.1503 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rubrik, holds a performance score of 15. The company holds a Beta of 1.68, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Rubrik, will likely underperform. Please check Rubrik,'s jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to make a quick decision on whether Rubrik,'s historical price patterns will revert.
Auto-correlation | 0.89 |
Very good predictability
Rubrik, has very good predictability. Overlapping area represents the amount of predictability between Rubrik, time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Rubrik, price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Rubrik, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 7.77 |
Rubrik, lagged returns against current returns
Autocorrelation, which is Rubrik, 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 Rubrik,'s stock expected returns. We can calculate the autocorrelation of Rubrik, returns to help us make a trade decision. For example, suppose you find that Rubrik, 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 |
Rubrik, 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 Rubrik, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rubrik, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rubrik, stock over time.
Current vs Lagged Prices |
| Timeline |
Rubrik, Lagged Returns
When evaluating Rubrik,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rubrik, stock have on its future price. Rubrik, 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, Rubrik, autocorrelation shows the relationship between Rubrik, stock current value and its past values and can show if there is a momentum factor associated with investing in Rubrik,.
Regressed Prices |
| Timeline |
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Rubrik, technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.