Rafael Holdings Stock Market Value
| RFL Stock | USD 1.22 0.08 6.15% |
| Symbol | Rafael |
Rafael Holdings Price To Book Ratio
Is Real Estate Management & Development space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Rafael Holdings. If investors know Rafael will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Rafael Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.87) | Revenue Per Share | Quarterly Revenue Growth 0.875 | Return On Assets | Return On Equity |
The market value of Rafael Holdings is measured differently than its book value, which is the value of Rafael that is recorded on the company's balance sheet. Investors also form their own opinion of Rafael Holdings' value that differs from its market value or its book value, called intrinsic value, which is Rafael Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Rafael Holdings' market value can be influenced by many factors that don't directly affect Rafael Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Rafael Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Rafael Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rafael Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Rafael Holdings '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 Rafael Holdings' 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 Rafael Holdings.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in Rafael Holdings on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding Rafael Holdings or generate 0.0% return on investment in Rafael Holdings over 30 days. Rafael Holdings is related to or competes with Fathom Holdings, Sachem Capital, Ohmyhome Limited, Sotherly Hotels, Ashford Hospitality, Offerpad Solutions, and ReAlpha Tech. Rafael Holdings, Inc. holds interests in clinical and early stage pharmaceutical companies, and commercial real estate a... More
Rafael Holdings 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 Rafael Holdings' 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 Rafael Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 31.43 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 5.38 |
Rafael Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rafael Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rafael Holdings' standard deviation. In reality, there are many statistical measures that can use Rafael Holdings historical prices to predict the future Rafael Holdings' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | 0.2595 |
Rafael Holdings Backtested Returns
Rafael Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.0192, which implies the firm had a -0.0192 % return per unit of risk over the last 3 months. Rafael Holdings exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rafael Holdings' Variance of 13.21, coefficient of variation of (4,720), and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The company holds a Beta of -0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Rafael Holdings are expected to decrease at a much lower rate. During the bear market, Rafael Holdings is likely to outperform the market. At this point, Rafael Holdings has a negative expected return of -0.0713%. Please make sure to check Rafael Holdings' maximum drawdown, as well as the relationship between the rate of daily change and relative strength index , to decide if Rafael Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
Rafael Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Rafael Holdings time series from 10th of December 2025 to 25th of December 2025 and 25th of December 2025 to 9th 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 Rafael Holdings price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Rafael Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rafael Holdings lagged returns against current returns
Autocorrelation, which is Rafael Holdings 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 Rafael Holdings' stock expected returns. We can calculate the autocorrelation of Rafael Holdings returns to help us make a trade decision. For example, suppose you find that Rafael Holdings 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 |
Rafael Holdings 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 Rafael Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rafael Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rafael Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Rafael Holdings Lagged Returns
When evaluating Rafael Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rafael Holdings stock have on its future price. Rafael Holdings 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, Rafael Holdings autocorrelation shows the relationship between Rafael Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Rafael Holdings.
Regressed Prices |
| Timeline |
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Rafael Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.