Robertet (France) Market Value
| RBT Stock | EUR 894.00 3.00 0.33% |
| Symbol | Robertet |
Robertet '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 Robertet'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 Robertet.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Robertet on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Robertet SA or generate 0.0% return on investment in Robertet over 30 days. Robertet is related to or competes with Grard Perrier, Samse SA, Manitou BF, Ossiam Minimum, Ekinops SA, Orapi SA, and Memscap Regpt. Robertet SA produces perfumes, aromas, and natural products worldwide More
Robertet 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 Robertet'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 Robertet SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.98 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.12 |
Robertet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Robertet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robertet's standard deviation. In reality, there are many statistical measures that can use Robertet historical prices to predict the future Robertet's volatility.| Risk Adjusted Performance | 0.0588 | |||
| Jensen Alpha | 0.0116 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1401 |
Robertet SA Backtested Returns
At this point, Robertet is very steady. Robertet SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0662, which implies the firm had a 0.0662% return per unit of risk over the last 3 months. We have found thirty technical indicators for Robertet SA, which you can use to evaluate the volatility of the company. Please check Robertet's Semi Deviation of 1.38, risk adjusted performance of 0.0588, and Coefficient Of Variation of 1405.59 to confirm if the risk estimate we provide is consistent with the expected return of 0.0883%. Robertet has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.6, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Robertet's returns are expected to increase less than the market. However, during the bear market, the loss of holding Robertet is expected to be smaller as well. Robertet SA right now holds a risk of 1.33%. Please check Robertet SA maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Robertet SA will be following its historical price patterns.
Auto-correlation | -0.26 |
Weak reverse predictability
Robertet SA has weak reverse predictability. Overlapping area represents the amount of predictability between Robertet 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 Robertet SA price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Robertet price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 1036.26 |
Robertet SA lagged returns against current returns
Autocorrelation, which is Robertet 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 Robertet's stock expected returns. We can calculate the autocorrelation of Robertet returns to help us make a trade decision. For example, suppose you find that Robertet 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 |
Robertet 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 Robertet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robertet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robertet stock over time.
Current vs Lagged Prices |
| Timeline |
Robertet Lagged Returns
When evaluating Robertet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robertet stock have on its future price. Robertet 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, Robertet autocorrelation shows the relationship between Robertet stock current value and its past values and can show if there is a momentum factor associated with investing in Robertet SA.
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.Other Information on Investing in Robertet Stock
Robertet financial ratios help investors to determine whether Robertet 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 Robertet with respect to the benefits of owning Robertet security.