Reacap Financial's market value is the price at which a share of Reacap Financial trades on a public exchange. It measures the collective expectations of Reacap Financial Investments investors about its performance. Reacap Financial is trading at 6.98 as of the 30th of November 2024. This is a 4.02 percent up since the beginning of the trading day. The stock's lowest day price was 6.53. With this module, you can estimate the performance of a buy and hold strategy of Reacap Financial Investments and determine expected loss or profit from investing in Reacap Financial over a given investment horizon. Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Reacap
Reacap Financial '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 Reacap Financial'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 Reacap Financial.
0.00
06/09/2023
No Change 0.00
0.0
In 1 year 5 months and 24 days
11/30/2024
0.00
If you would invest 0.00 in Reacap Financial on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Reacap Financial Investments or generate 0.0% return on investment in Reacap Financial over 540 days.
Reacap Financial 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 Reacap Financial'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 Reacap Financial Investments 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 Reacap Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reacap Financial's standard deviation. In reality, there are many statistical measures that can use Reacap Financial historical prices to predict the future Reacap Financial's volatility.
Reacap Financial appears to be moderately volatile, given 3 months investment horizon. Reacap Financial Inv maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19% return per unit of risk over the last 3 months. By analyzing Reacap Financial's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please evaluate Reacap Financial's Coefficient Of Variation of 577.03, risk adjusted performance of 0.1405, and Semi Deviation of 1.84 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Reacap Financial holds a performance score of 15. The company holds a Beta of -0.0717, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Reacap Financial are expected to decrease at a much lower rate. During the bear market, Reacap Financial is likely to outperform the market. Please check Reacap Financial's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Reacap Financial's historical price patterns will revert.
Auto-correlation
0.80
Very good predictability
Reacap Financial Investments has very good predictability. Overlapping area represents the amount of predictability between Reacap Financial time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Reacap Financial Inv price movement. The serial correlation of 0.8 indicates that around 80.0% of current Reacap Financial price fluctuation can be explain by its past prices.
Correlation Coefficient
0.8
Spearman Rank Test
0.44
Residual Average
0.0
Price Variance
1.18
Reacap Financial Inv lagged returns against current returns
Autocorrelation, which is Reacap Financial 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 Reacap Financial's stock expected returns. We can calculate the autocorrelation of Reacap Financial returns to help us make a trade decision. For example, suppose you find that Reacap Financial 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
Reacap Financial 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 Reacap Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reacap Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reacap Financial stock over time.
Current vs Lagged Prices
Timeline
Reacap Financial Lagged Returns
When evaluating Reacap Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reacap Financial stock have on its future price. Reacap Financial 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, Reacap Financial autocorrelation shows the relationship between Reacap Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Reacap Financial Investments.
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.