Re Royalties Stock Market Value
| RE Stock | CAD 0.29 0.02 6.45% |
| Symbol | RE Royalties |
RE Royalties Price To Book Ratio
RE Royalties '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 RE Royalties' 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 RE Royalties.
| 01/18/2025 |
| 01/13/2026 |
If you would invest 0.00 in RE Royalties on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding RE Royalties or generate 0.0% return on investment in RE Royalties over 360 days. RE Royalties is related to or competes with SATO Technologies, FRNT Financial, NMC Resource, and Elysee Development. RE Royalties Ltd. provides royalty financing solutions to renewable energy generation and development companies More
RE Royalties 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 RE Royalties' 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 RE Royalties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.78 | |||
| Information Ratio | 0.0048 | |||
| Maximum Drawdown | 35.35 | |||
| Value At Risk | (6.90) | |||
| Potential Upside | 8.7 |
RE Royalties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RE Royalties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RE Royalties' standard deviation. In reality, there are many statistical measures that can use RE Royalties historical prices to predict the future RE Royalties' volatility.| Risk Adjusted Performance | 0.0263 | |||
| Jensen Alpha | 0.1002 | |||
| Total Risk Alpha | (0.48) | |||
| Sortino Ratio | 0.0042 | |||
| Treynor Ratio | 0.8901 |
RE Royalties Backtested Returns
RE Royalties appears to be out of control, given 3 months investment horizon. RE Royalties retains Efficiency (Sharpe Ratio) of 0.0454, which implies the firm had a 0.0454 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for RE Royalties, which you can use to evaluate the volatility of the company. Please evaluate RE Royalties' standard deviation of 5.06, and Market Risk Adjusted Performance of 0.9001 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RE Royalties holds a performance score of 3. The company owns a Beta (Systematic Risk) of 0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, RE Royalties' returns are expected to increase less than the market. However, during the bear market, the loss of holding RE Royalties is expected to be smaller as well. Please check RE Royalties' value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether RE Royalties' current price history will revert.
Auto-correlation | -0.1 |
Very weak reverse predictability
RE Royalties has very weak reverse predictability. Overlapping area represents the amount of predictability between RE Royalties time series from 18th of January 2025 to 17th of July 2025 and 17th of July 2025 to 13th 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 RE Royalties price movement. The serial correlation of -0.1 indicates that less than 10.0% of current RE Royalties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RE Royalties lagged returns against current returns
Autocorrelation, which is RE Royalties 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 RE Royalties' stock expected returns. We can calculate the autocorrelation of RE Royalties returns to help us make a trade decision. For example, suppose you find that RE Royalties 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 |
RE Royalties 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 RE Royalties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RE Royalties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RE Royalties stock over time.
Current vs Lagged Prices |
| Timeline |
RE Royalties Lagged Returns
When evaluating RE Royalties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RE Royalties stock have on its future price. RE Royalties 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, RE Royalties autocorrelation shows the relationship between RE Royalties stock current value and its past values and can show if there is a momentum factor associated with investing in RE Royalties.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for RE Royalties Stock Analysis
When running RE Royalties' price analysis, check to measure RE Royalties' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy RE Royalties is operating at the current time. Most of RE Royalties' value examination focuses on studying past and present price action to predict the probability of RE Royalties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RE Royalties' price. Additionally, you may evaluate how the addition of RE Royalties to your portfolios can decrease your overall portfolio volatility.