Revitus Property (Zimbabwe) Market Value
| REV Stock | 90.00 0.00 0.00% |
| Symbol | Revitus |
Revitus Property '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 Revitus Property'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 Revitus Property.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Revitus Property on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Revitus Property Opportunities or generate 0.0% return on investment in Revitus Property over 30 days.
Revitus Property 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 Revitus Property'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 Revitus Property Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 16.99 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.77 |
Revitus Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Revitus Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Revitus Property's standard deviation. In reality, there are many statistical measures that can use Revitus Property historical prices to predict the future Revitus Property's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (62.63) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Revitus Property's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Revitus Property Opp Backtested Returns
Revitus Property Opp 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. Revitus Property Opp exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Revitus Property's Risk Adjusted Performance of (0.07), coefficient of variation of (1,034), and Variance of 4.14 to confirm the risk estimate we provide. The company holds a Beta of 0.0033, which implies not very significant fluctuations relative to the market. As returns on the market increase, Revitus Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Revitus Property is expected to be smaller as well. At this point, Revitus Property Opp has a negative expected return of -0.22%. Please make sure to check Revitus Property's variance, as well as the relationship between the potential upside and day typical price , to decide if Revitus Property Opp performance from the past will be repeated at some point in the near future.
Auto-correlation | Huge |
Perfect predictability
Revitus Property Opportunities has perfect predictability. Overlapping area represents the amount of predictability between Revitus Property time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st 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 Revitus Property Opp price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Revitus Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Revitus Property Opp lagged returns against current returns
Autocorrelation, which is Revitus Property 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 Revitus Property's stock expected returns. We can calculate the autocorrelation of Revitus Property returns to help us make a trade decision. For example, suppose you find that Revitus Property 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 |
Revitus Property 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 Revitus Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Revitus Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Revitus Property stock over time.
Current vs Lagged Prices |
| Timeline |
Revitus Property Lagged Returns
When evaluating Revitus Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Revitus Property stock have on its future price. Revitus Property 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, Revitus Property autocorrelation shows the relationship between Revitus Property stock current value and its past values and can show if there is a momentum factor associated with investing in Revitus Property Opportunities.
Regressed Prices |
| Timeline |
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