Recordati Industria Chimica Stock Market Value
| RCDTF Stock | USD 65.44 0.00 0.00% |
| Symbol | Recordati |
Recordati Industria '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 Recordati Industria'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 Recordati Industria.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Recordati Industria on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Recordati Industria Chimica or generate 0.0% return on investment in Recordati Industria over 30 days. Recordati Industria is related to or competes with CSPC Pharmaceutical, Bangkok Dusit, Swedish Orphan, and Kyowa Kirin. Recordati Industria Chimica e Farmaceutica S.p.A., together with its subsidiaries, engages in the research, development,... More
Recordati Industria 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 Recordati Industria'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 Recordati Industria Chimica upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 0.9721 |
Recordati Industria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Recordati Industria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Recordati Industria's standard deviation. In reality, there are many statistical measures that can use Recordati Industria historical prices to predict the future Recordati Industria's volatility.| Risk Adjusted Performance | 0.0379 | |||
| Jensen Alpha | 0.0032 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 0.1545 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Recordati Industria'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.
Recordati Industria Backtested Returns
At this point, Recordati Industria is very steady. Recordati Industria maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Recordati Industria, which you can use to evaluate the volatility of the company. Please check Recordati Industria's Risk Adjusted Performance of 0.0379, coefficient of variation of 812.4, and Variance of 0.0143 to confirm if the risk estimate we provide is consistent with the expected return of 0.0154%. Recordati Industria has a performance score of 10 on a scale of 0 to 100. The company holds a Beta of 0.0306, which implies not very significant fluctuations relative to the market. As returns on the market increase, Recordati Industria's returns are expected to increase less than the market. However, during the bear market, the loss of holding Recordati Industria is expected to be smaller as well. Recordati Industria right now holds a risk of 0.12%. Please check Recordati Industria mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to decide if Recordati Industria will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Recordati Industria Chimica has no correlation between past and present. Overlapping area represents the amount of predictability between Recordati Industria time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Recordati Industria price movement. The serial correlation of 0.0 indicates that just 0.0% of current Recordati Industria 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 |
Recordati Industria lagged returns against current returns
Autocorrelation, which is Recordati Industria 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 Recordati Industria's pink sheet expected returns. We can calculate the autocorrelation of Recordati Industria returns to help us make a trade decision. For example, suppose you find that Recordati Industria 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 |
Recordati Industria 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 Recordati Industria pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Recordati Industria pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Recordati Industria pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Recordati Industria Lagged Returns
When evaluating Recordati Industria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Recordati Industria pink sheet have on its future price. Recordati Industria 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, Recordati Industria autocorrelation shows the relationship between Recordati Industria pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Recordati Industria Chimica.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Recordati Pink Sheet
Recordati Industria financial ratios help investors to determine whether Recordati 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 Recordati with respect to the benefits of owning Recordati Industria security.