Robs Group (Poland) Market Value
| RGL Stock | 0.49 0.51 51.00% |
| Symbol | Robs |
Robs Group '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 Robs Group'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 Robs Group.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Robs Group on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Robs Group Logistic or generate 0.0% return on investment in Robs Group over 720 days.
Robs Group 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 Robs Group'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 Robs Group Logistic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 20.34 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 4.26 |
Robs Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Robs Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robs Group's standard deviation. In reality, there are many statistical measures that can use Robs Group historical prices to predict the future Robs Group's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | 0.0564 | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | 0.0589 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Robs Group'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.
Robs Group Logistic Backtested Returns
Robs Group appears to be very steady, given 3 months investment horizon. Robs Group Logistic maintains Sharpe Ratio (i.e., Efficiency) of 0.0543, which implies the firm had a 0.0543% return per unit of risk over the last 3 months. By analyzing Robs Group's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please evaluate Robs Group's Coefficient Of Variation of (7,089), insignificant risk adjusted performance, and Variance of 9.56 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Robs Group holds a performance score of 4. The company holds a Beta of -0.91, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Robs Group are expected to decrease slowly. On the other hand, during market turmoil, Robs Group is expected to outperform it slightly. Please check Robs Group's total risk alpha and the relationship between the potential upside and market facilitation index , to make a quick decision on whether Robs Group's historical price patterns will revert.
Auto-correlation | 0.62 |
Good predictability
Robs Group Logistic has good predictability. Overlapping area represents the amount of predictability between Robs Group time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th 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 Robs Group Logistic price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Robs Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Robs Group Logistic lagged returns against current returns
Autocorrelation, which is Robs Group 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 Robs Group's stock expected returns. We can calculate the autocorrelation of Robs Group returns to help us make a trade decision. For example, suppose you find that Robs Group 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 |
Robs Group 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 Robs Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robs Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robs Group stock over time.
Current vs Lagged Prices |
| Timeline |
Robs Group Lagged Returns
When evaluating Robs Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robs Group stock have on its future price. Robs Group 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, Robs Group autocorrelation shows the relationship between Robs Group stock current value and its past values and can show if there is a momentum factor associated with investing in Robs Group Logistic.
Regressed Prices |
| Timeline |
Pair Trading with Robs Group
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Robs Group position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Robs Group will appreciate offsetting losses from the drop in the long position's value.Moving against Robs Stock
The ability to find closely correlated positions to Robs Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Robs Group when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Robs Group - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Robs Group Logistic to buy it.
The correlation of Robs Group is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Robs Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Robs Group Logistic moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Robs Group can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Robs Stock Analysis
When running Robs Group's price analysis, check to measure Robs Group'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 Robs Group is operating at the current time. Most of Robs Group's value examination focuses on studying past and present price action to predict the probability of Robs Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Robs Group's price. Additionally, you may evaluate how the addition of Robs Group to your portfolios can decrease your overall portfolio volatility.