Robertet Sa Stock Market Value
| RBTEF Stock | USD 996.66 0.00 0.00% |
| 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 pink sheet 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.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Robertet on November 29, 2025 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 Orbia Advance, AlzChem Group, Iluka Resources, Iluka Resources, IsraelLtd, South32 ADR, and LANXESS Aktiengesellscha. Robertet SA produces and sells perfumes, aromas, and natural products 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 pink sheet 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.
| Information Ratio | 0.0181 | |||
| Maximum Drawdown | 6.59 |
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 | 0.0877 | |||
| Jensen Alpha | 0.1169 | |||
| Total Risk Alpha | 0.0029 | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Robertet'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.
Robertet SA Backtested Returns
At this point, Robertet is very steady. Robertet SA maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Robertet SA, which you can use to evaluate the volatility of the company. Please check Robertet's Variance of 0.6589, risk adjusted performance of 0.0877, and Coefficient Of Variation of 812.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. Robertet has a performance score of 9 on a scale of 0 to 100. The company holds a Beta of -0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Robertet are expected to decrease at a much lower rate. During the bear market, Robertet is likely to outperform the market. Robertet SA right now holds a risk of 0.82%. Please check Robertet SA information ratio, as well as the relationship between the kurtosis and relative strength index , to decide if Robertet SA will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Robertet SA has no correlation between past and present. Overlapping area represents the amount of predictability between Robertet time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Robertet SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Robertet price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Robertet SA lagged returns against current returns
Autocorrelation, which is Robertet pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robertet pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robertet pink sheet 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 pink sheet 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 pink sheet 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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Other Information on Investing in Robertet Pink Sheet
Robertet financial ratios help investors to determine whether Robertet Pink Sheet 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.