Rosslyn Data's market value is the price at which a share of Rosslyn Data trades on a public exchange. It measures the collective expectations of Rosslyn Data Technologies investors about its performance. Rosslyn Data is trading at 4.75 as of the 9th of January 2025, a 1.04 percent decrease since the beginning of the trading day. The stock's lowest day price was 4.7. With this module, you can estimate the performance of a buy and hold strategy of Rosslyn Data Technologies and determine expected loss or profit from investing in Rosslyn Data over a given investment horizon. Check out Rosslyn Data Correlation, Rosslyn Data Volatility and Rosslyn Data Alpha and Beta module to complement your research on Rosslyn Data.
Please note, there is a significant difference between Rosslyn Data's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rosslyn Data is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rosslyn Data'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.
Rosslyn Data '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 Rosslyn Data'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 Rosslyn Data.
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12/10/2024
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In 31 days
01/09/2025
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If you would invest 0.00 in Rosslyn Data on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Rosslyn Data Technologies or generate 0.0% return on investment in Rosslyn Data over 30 days. Rosslyn Data is related to or competes with Zoom Video, Tatton Asset, Applied Materials, Fortune Brands, BlackRock Frontiers, Home Depot, and FC Investment. Rosslyn Data is entity of United Kingdom More
Rosslyn Data 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 Rosslyn Data'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 Rosslyn Data Technologies upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rosslyn Data's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rosslyn Data's standard deviation. In reality, there are many statistical measures that can use Rosslyn Data historical prices to predict the future Rosslyn Data's volatility.
Rosslyn Data Technologies 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. Rosslyn Data Technologies exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rosslyn Data's Variance of 40.24, risk adjusted performance of (0.12), and Coefficient Of Variation of (615.29) to confirm the risk estimate we provide. The company holds a Beta of -1.11, which implies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Rosslyn Data are expected to decrease slowly. On the other hand, during market turmoil, Rosslyn Data is expected to outperform it slightly. At this point, Rosslyn Data Technologies has a negative expected return of -0.36%. Please make sure to check Rosslyn Data's daily balance of power, and the relationship between the skewness and day typical price , to decide if Rosslyn Data Technologies performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.13
Insignificant reverse predictability
Rosslyn Data Technologies has insignificant reverse predictability. Overlapping area represents the amount of predictability between Rosslyn Data time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th of January 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 Rosslyn Data Technologies price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Rosslyn Data price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.13
Spearman Rank Test
-0.67
Residual Average
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Price Variance
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Rosslyn Data Technologies lagged returns against current returns
Autocorrelation, which is Rosslyn Data 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 Rosslyn Data's stock expected returns. We can calculate the autocorrelation of Rosslyn Data returns to help us make a trade decision. For example, suppose you find that Rosslyn Data 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
Rosslyn Data 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 Rosslyn Data stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rosslyn Data stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rosslyn Data stock over time.
Current vs Lagged Prices
Timeline
Rosslyn Data Lagged Returns
When evaluating Rosslyn Data's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rosslyn Data stock have on its future price. Rosslyn Data 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, Rosslyn Data autocorrelation shows the relationship between Rosslyn Data stock current value and its past values and can show if there is a momentum factor associated with investing in Rosslyn Data Technologies.
Regressed Prices
Timeline
Also Currently Popular
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.
Rosslyn Data financial ratios help investors to determine whether Rosslyn 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 Rosslyn with respect to the benefits of owning Rosslyn Data security.