Rouchon Industries Stock Market Value
| RCHN Stock | USD 0.06 0 3.23% |
| Symbol | Rouchon |
Rouchon Industries '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 Rouchon Industries' 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 Rouchon Industries.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Rouchon Industries on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Rouchon Industries or generate 0.0% return on investment in Rouchon Industries over 180 days. Rouchon Industries, Inc., doing business as Swiftech, engages in engineering, manufacturing, and distributing thermal ma... More
Rouchon Industries 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 Rouchon Industries' 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 Rouchon Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.46 | |||
| Information Ratio | 0.0942 | |||
| Maximum Drawdown | 62.89 | |||
| Value At Risk | (13.43) | |||
| Potential Upside | 16.98 |
Rouchon Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rouchon Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rouchon Industries' standard deviation. In reality, there are many statistical measures that can use Rouchon Industries historical prices to predict the future Rouchon Industries' volatility.| Risk Adjusted Performance | 0.0807 | |||
| Jensen Alpha | 1.52 | |||
| Total Risk Alpha | 0.0078 | |||
| Sortino Ratio | 0.0602 | |||
| Treynor Ratio | (0.20) |
Rouchon Industries Backtested Returns
Rouchon Industries is out of control given 3 months investment horizon. Rouchon Industries maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1 % return per unit of risk over the last 3 months. We have analyze and collected data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.13% are justified by taking the suggested risk. Use Rouchon Industries Coefficient Of Variation of 985.86, risk adjusted performance of 0.0807, and Semi Deviation of 6.31 to evaluate company specific risk that cannot be diversified away. Rouchon Industries holds a performance score of 8 on a scale of zero to a hundred. The company holds a Beta of -5.66, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Rouchon Industries are expected to decrease by larger amounts. On the other hand, during market turmoil, Rouchon Industries is expected to outperform it. Use Rouchon Industries downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on Rouchon Industries.
Auto-correlation | 0.73 |
Good predictability
Rouchon Industries has good predictability. Overlapping area represents the amount of predictability between Rouchon Industries time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Rouchon Industries price movement. The serial correlation of 0.73 indicates that around 73.0% of current Rouchon Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rouchon Industries lagged returns against current returns
Autocorrelation, which is Rouchon Industries 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 Rouchon Industries' pink sheet expected returns. We can calculate the autocorrelation of Rouchon Industries returns to help us make a trade decision. For example, suppose you find that Rouchon Industries 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 |
Rouchon Industries 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 Rouchon Industries pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rouchon Industries pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rouchon Industries pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Rouchon Industries Lagged Returns
When evaluating Rouchon Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rouchon Industries pink sheet have on its future price. Rouchon Industries 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, Rouchon Industries autocorrelation shows the relationship between Rouchon Industries pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Rouchon Industries.
Regressed Prices |
| Timeline |
Pair Trading with Rouchon Industries
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Rouchon Industries position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Rouchon Industries will appreciate offsetting losses from the drop in the long position's value.Moving against Rouchon Pink Sheet
| 0.77 | ETN | Eaton PLC | PairCorr |
| 0.73 | SIEGY | Siemens AG ADR | PairCorr |
| 0.73 | SBGSY | Schneider Electric | PairCorr |
| 0.69 | SBGSF | Schneider Electric | PairCorr |
| 0.66 | SMAWF | Siemens AG Class | PairCorr |
The ability to find closely correlated positions to Rouchon Industries could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Rouchon Industries when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Rouchon Industries - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Rouchon Industries to buy it.
The correlation of Rouchon Industries is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Rouchon Industries moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Rouchon Industries moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Rouchon Industries can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Rouchon Pink Sheet
Rouchon Industries financial ratios help investors to determine whether Rouchon 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 Rouchon with respect to the benefits of owning Rouchon Industries security.