Rh Stock Market Value
| RH Stock | USD 368.01 23.28 6.75% |
| Symbol | RH |
RH Price To Book Ratio
Is Homefurnishing Retail 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 RH. If investors know RH 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 RH listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.57) | Earnings Share 2.1 | Revenue Per Share 166.229 | Quarterly Revenue Growth 0.036 | Return On Assets 0.038 |
The market value of RH is measured differently than its book value, which is the value of RH that is recorded on the company's balance sheet. Investors also form their own opinion of RH's value that differs from its market value or its book value, called intrinsic value, which is RH's 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 RH's market value can be influenced by many factors that don't directly affect RH's 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 RH's value and its price as these two are different measures arrived at by different means. Investors typically determine if RH is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, RH's 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.
RH '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 RH'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 RH.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in RH on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding RH or generate 0.0% return on investment in RH over 30 days. RH is related to or competes with AutoZone, Ulta Beauty, Best Buy, Dicks Sporting, OReilly Automotive, and Pet Acquisition. RH, together with its subsidiaries, operates as a retailer in the home furnishings More
RH 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 RH'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 RH upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | 0.1144 | |||
| Maximum Drawdown | 29.32 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 4.95 |
RH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RH's standard deviation. In reality, there are many statistical measures that can use RH historical prices to predict the future RH's volatility.| Risk Adjusted Performance | 0.1214 | |||
| Jensen Alpha | 0.4381 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.2311 | |||
| Treynor Ratio | 0.5225 |
RH Backtested Returns
RH appears to be very steady, given 3 months investment horizon. RH maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14% return per unit of risk over the last 3 months. By analyzing RH's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please evaluate RH's Coefficient Of Variation of 676.77, semi deviation of 1.62, and Market Risk Adjusted Performance of 0.5325 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RH holds a performance score of 10. The company holds a Beta of 1.09, which implies a somewhat significant risk relative to the market. RH returns are very sensitive to returns on the market. As the market goes up or down, RH is expected to follow. Please check RH's jensen alpha, skewness, relative strength index, as well as the relationship between the value at risk and day median price , to make a quick decision on whether RH's historical price patterns will revert.
Auto-correlation | 0.43 |
Average predictability
RH has average predictability. Overlapping area represents the amount of predictability between RH time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 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 RH price movement. The serial correlation of 0.43 indicates that just about 43.0% of current RH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 298.62 |
RH lagged returns against current returns
Autocorrelation, which is RH 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 RH's stock expected returns. We can calculate the autocorrelation of RH returns to help us make a trade decision. For example, suppose you find that RH 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 |
RH 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 RH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RH stock over time.
Current vs Lagged Prices |
| Timeline |
RH Lagged Returns
When evaluating RH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RH stock have on its future price. RH 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, RH autocorrelation shows the relationship between RH stock current value and its past values and can show if there is a momentum factor associated with investing in RH.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out RH Correlation, RH Volatility and RH Alpha and Beta module to complement your research on RH. For more detail on how to invest in RH Stock please use our How to Invest in RH guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
RH 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.