Rbc Global Precious Fund Market Value
| RGPM Fund | 67.71 0.14 0.21% |
| Symbol | RBC |
RBC Global '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 RBC Global's fund 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 RBC Global.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in RBC Global on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding RBC Global Precious or generate 0.0% return on investment in RBC Global over 30 days.
RBC Global 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 RBC Global's fund 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 RBC Global Precious upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.33 | |||
| Information Ratio | 0.0867 | |||
| Maximum Drawdown | 14.4 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 3.97 |
RBC Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RBC Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RBC Global's standard deviation. In reality, there are many statistical measures that can use RBC Global historical prices to predict the future RBC Global's volatility.| Risk Adjusted Performance | 0.0947 | |||
| Jensen Alpha | 0.2445 | |||
| Total Risk Alpha | 0.0392 | |||
| Sortino Ratio | 0.0705 | |||
| Treynor Ratio | 0.3561 |
RBC Global Precious Backtested Returns
RBC Global appears to be very steady, given 3 months investment horizon. RBC Global Precious retains Efficiency (Sharpe Ratio) of 0.11, which implies the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for RBC Global, which you can use to evaluate the volatility of the entity. Please evaluate RBC Global's semi deviation of 2.72, and Market Risk Adjusted Performance of 0.3661 to confirm if our risk estimates are consistent with your expectations. The entity owns a Beta (Systematic Risk) of 0.87, which implies possible diversification benefits within a given portfolio. RBC Global returns are very sensitive to returns on the market. As the market goes up or down, RBC Global is expected to follow.
Auto-correlation | 0.63 |
Good predictability
RBC Global Precious has good predictability. Overlapping area represents the amount of predictability between RBC Global 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 RBC Global Precious price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current RBC Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 3.49 |
RBC Global Precious lagged returns against current returns
Autocorrelation, which is RBC Global fund'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 RBC Global's fund expected returns. We can calculate the autocorrelation of RBC Global returns to help us make a trade decision. For example, suppose you find that RBC Global has exhibited high autocorrelation historically, and you observe that the fund 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 |
RBC Global 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 RBC Global fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RBC Global fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RBC Global fund over time.
Current vs Lagged Prices |
| Timeline |
RBC Global Lagged Returns
When evaluating RBC Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RBC Global fund have on its future price. RBC Global 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, RBC Global autocorrelation shows the relationship between RBC Global fund current value and its past values and can show if there is a momentum factor associated with investing in RBC Global Precious.
Regressed Prices |
| Timeline |
Pair Trading with RBC Global
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 RBC Global 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 RBC Global will appreciate offsetting losses from the drop in the long position's value.Moving together with RBC Fund
| 0.61 | 0P0000S9O7 | PIMCO Monthly Income | PairCorr |
| 0.88 | 0P000072KJ | RBC Canadian Dividend | PairCorr |
The ability to find closely correlated positions to RBC Global could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace RBC Global 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 RBC Global - 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 RBC Global Precious to buy it.
The correlation of RBC Global 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 RBC Global moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if RBC Global Precious 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 RBC Global 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.| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
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