ReFuels NV (Norway) Market Value
| REFL Stock | 15.80 0.50 3.27% |
| Symbol | ReFuels |
ReFuels NV '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 ReFuels NV'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 ReFuels NV.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in ReFuels NV on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding ReFuels NV or generate 0.0% return on investment in ReFuels NV over 30 days.
ReFuels NV 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 ReFuels NV'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 ReFuels NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.0 | |||
| Information Ratio | 0.0613 | |||
| Maximum Drawdown | 17.91 | |||
| Value At Risk | (5.11) | |||
| Potential Upside | 7.14 |
ReFuels NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ReFuels NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ReFuels NV's standard deviation. In reality, there are many statistical measures that can use ReFuels NV historical prices to predict the future ReFuels NV's volatility.| Risk Adjusted Performance | 0.0742 | |||
| Jensen Alpha | 0.28 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0426 | |||
| Treynor Ratio | 1.3 |
ReFuels NV Backtested Returns
ReFuels NV appears to be somewhat reliable, given 3 months investment horizon. ReFuels NV maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for ReFuels NV, which you can use to evaluate the volatility of the company. Please evaluate ReFuels NV's semi deviation of 2.97, and Risk Adjusted Performance of 0.0742 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ReFuels NV holds a performance score of 10. The company holds a Beta of 0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, ReFuels NV's returns are expected to increase less than the market. However, during the bear market, the loss of holding ReFuels NV is expected to be smaller as well. Please check ReFuels NV's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether ReFuels NV's historical price patterns will revert.
Auto-correlation | -0.23 |
Weak reverse predictability
ReFuels NV has weak reverse predictability. Overlapping area represents the amount of predictability between ReFuels NV time series from 14th of December 2025 to 29th of December 2025 and 29th of December 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 ReFuels NV price movement. The serial correlation of -0.23 indicates that over 23.0% of current ReFuels NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.75 |
ReFuels NV lagged returns against current returns
Autocorrelation, which is ReFuels NV 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 ReFuels NV's stock expected returns. We can calculate the autocorrelation of ReFuels NV returns to help us make a trade decision. For example, suppose you find that ReFuels NV 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 |
ReFuels NV 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 ReFuels NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ReFuels NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ReFuels NV stock over time.
Current vs Lagged Prices |
| Timeline |
ReFuels NV Lagged Returns
When evaluating ReFuels NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ReFuels NV stock have on its future price. ReFuels NV 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, ReFuels NV autocorrelation shows the relationship between ReFuels NV stock current value and its past values and can show if there is a momentum factor associated with investing in ReFuels NV.
Regressed Prices |
| Timeline |
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