Retail Food (Australia) Market Value
| RFG Stock | 0.07 0 1.37% |
| Symbol | Retail |
Retail Food '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 Retail Food'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 Retail Food.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in Retail Food on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding Retail Food Group or generate 0.0% return on investment in Retail Food over 180 days. Retail Food is related to or competes with Pioneer Credit, Prime Financial, MA Financial, National Storage, Medical Developments, and EMvision Medical. Retail Food is entity of Australia. It is traded as Stock on AU exchange. More
Retail Food 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 Retail Food'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 Retail Food Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.42 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.76 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 4.62 |
Retail Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Retail Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Retail Food's standard deviation. In reality, there are many statistical measures that can use Retail Food historical prices to predict the future Retail Food's volatility.| Risk Adjusted Performance | 0.0365 | |||
| Jensen Alpha | 0.0772 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 1.96 |
Retail Food Group Backtested Returns
Currently, Retail Food Group is out of control. Retail Food Group maintains Sharpe Ratio (i.e., Efficiency) of 0.0296, which implies the firm had a 0.0296% return per unit of risk over the last 3 months. We have found thirty technical indicators for Retail Food Group, which you can use to evaluate the volatility of the company. Please check Retail Food's Semi Deviation of 1.93, coefficient of variation of 2580.65, and Risk Adjusted Performance of 0.0365 to confirm if the risk estimate we provide is consistent with the expected return of 0.0703%. Retail Food has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.042, which implies not very significant fluctuations relative to the market. As returns on the market increase, Retail Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding Retail Food is expected to be smaller as well. Retail Food Group right now holds a risk of 2.37%. Please check Retail Food Group value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Retail Food Group will be following its historical price patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Retail Food Group has poor reverse predictability. Overlapping area represents the amount of predictability between Retail Food time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 Retail Food Group price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Retail Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Retail Food Group lagged returns against current returns
Autocorrelation, which is Retail Food 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 Retail Food's stock expected returns. We can calculate the autocorrelation of Retail Food returns to help us make a trade decision. For example, suppose you find that Retail Food 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 |
Retail Food 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 Retail Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Retail Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Retail Food stock over time.
Current vs Lagged Prices |
| Timeline |
Retail Food Lagged Returns
When evaluating Retail Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Retail Food stock have on its future price. Retail Food 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, Retail Food autocorrelation shows the relationship between Retail Food stock current value and its past values and can show if there is a momentum factor associated with investing in Retail Food Group.
Regressed Prices |
| Timeline |
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Additional Tools for Retail Stock Analysis
When running Retail Food's price analysis, check to measure Retail Food's 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 Retail Food is operating at the current time. Most of Retail Food's value examination focuses on studying past and present price action to predict the probability of Retail Food's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Retail Food's price. Additionally, you may evaluate how the addition of Retail Food to your portfolios can decrease your overall portfolio volatility.