Regal Hotels (Germany) Market Value
| RH6B Stock | EUR 0.29 0.01 3.57% |
| Symbol | Regal |
Regal Hotels '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 Regal Hotels' 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 Regal Hotels.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in Regal Hotels on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding Regal Hotels International or generate 0.0% return on investment in Regal Hotels over 90 days. Regal Hotels is related to or competes with INTERCONT HOTELS, and Choice Hotels. Regal Hotels International Holdings Limited, an investment holding company, owns, operates, and manages hotels in Hong K... More
Regal Hotels 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 Regal Hotels' 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 Regal Hotels International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 13.81 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 3.57 |
Regal Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regal Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regal Hotels' standard deviation. In reality, there are many statistical measures that can use Regal Hotels historical prices to predict the future Regal Hotels' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | 0.6454 |
Regal Hotels Interna Backtested Returns
At this point, Regal Hotels is abnormally volatile. Regal Hotels Interna maintains Sharpe Ratio (i.e., Efficiency) of 0.0096, which implies the firm had a 0.0096% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Regal Hotels Interna, which you can use to evaluate the volatility of the company. Please check Regal Hotels' Variance of 3.5, coefficient of variation of (5,201), and Risk Adjusted Performance of (0.01) to confirm if the risk estimate we provide is consistent with the expected return of 0.0187%. The company holds a Beta of -0.0712, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Regal Hotels are expected to decrease at a much lower rate. During the bear market, Regal Hotels is likely to outperform the market. Regal Hotels Interna right now holds a risk of 1.95%. Please check Regal Hotels Interna jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Regal Hotels Interna will be following its historical price patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
Regal Hotels International has very weak reverse predictability. Overlapping area represents the amount of predictability between Regal Hotels time series from 29th of August 2024 to 13th of October 2024 and 13th of October 2024 to 27th 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 Regal Hotels Interna price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Regal Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Regal Hotels Interna lagged returns against current returns
Autocorrelation, which is Regal Hotels 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 Regal Hotels' stock expected returns. We can calculate the autocorrelation of Regal Hotels returns to help us make a trade decision. For example, suppose you find that Regal Hotels 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 |
Regal Hotels 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 Regal Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regal Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regal Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Regal Hotels Lagged Returns
When evaluating Regal Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regal Hotels stock have on its future price. Regal Hotels 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, Regal Hotels autocorrelation shows the relationship between Regal Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Regal Hotels International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Regal Stock
Regal Hotels financial ratios help investors to determine whether Regal Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Regal with respect to the benefits of owning Regal Hotels security.