Ricoh Company Stock Market Value
| RICOY Stock | USD 11.36 1.10 10.72% |
| Symbol | Ricoh |
Ricoh Company '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 Ricoh Company's pink sheet 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 Ricoh Company.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Ricoh Company on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Ricoh Company or generate 0.0% return on investment in Ricoh Company over 720 days. Ricoh Company is related to or competes with Konica Minolta, Seiko Epson, Fujitsu, Kawasaki Heavy, and Secom Co. Ricoh Company, Ltd. provides various office and commercial printing solutions and related solutions worldwide More
Ricoh Company 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 Ricoh Company's pink sheet 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 Ricoh Company upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.32 | |||
| Information Ratio | 0.0267 | |||
| Maximum Drawdown | 20.95 | |||
| Value At Risk | (5.66) | |||
| Potential Upside | 7.62 |
Ricoh Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ricoh Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ricoh Company's standard deviation. In reality, there are many statistical measures that can use Ricoh Company historical prices to predict the future Ricoh Company's volatility.| Risk Adjusted Performance | 0.0577 | |||
| Jensen Alpha | 0.2398 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.013 | |||
| Treynor Ratio | (1.70) |
Ricoh Company Backtested Returns
Ricoh Company appears to be out of control, given 3 months investment horizon. Ricoh Company maintains Sharpe Ratio (i.e., Efficiency) of 0.064, which implies the firm had a 0.064% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ricoh Company, which you can use to evaluate the volatility of the company. Please evaluate Ricoh Company's Risk Adjusted Performance of 0.0577, coefficient of variation of 1535.0, and Semi Deviation of 2.32 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ricoh Company holds a performance score of 5. The company holds a Beta of -0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ricoh Company are expected to decrease at a much lower rate. During the bear market, Ricoh Company is likely to outperform the market. Please check Ricoh Company's total risk alpha, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether Ricoh Company's historical price patterns will revert.
Auto-correlation | 0.46 |
Average predictability
Ricoh Company has average predictability. Overlapping area represents the amount of predictability between Ricoh Company time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 Ricoh Company price movement. The serial correlation of 0.46 indicates that about 46.0% of current Ricoh Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 1.33 |
Ricoh Company lagged returns against current returns
Autocorrelation, which is Ricoh Company pink sheet'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 Ricoh Company's pink sheet expected returns. We can calculate the autocorrelation of Ricoh Company returns to help us make a trade decision. For example, suppose you find that Ricoh Company has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Ricoh Company 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 Ricoh Company pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ricoh Company pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ricoh Company pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ricoh Company Lagged Returns
When evaluating Ricoh Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ricoh Company pink sheet have on its future price. Ricoh Company 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, Ricoh Company autocorrelation shows the relationship between Ricoh Company pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ricoh Company.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Ricoh Pink Sheet Analysis
When running Ricoh Company's price analysis, check to measure Ricoh Company'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 Ricoh Company is operating at the current time. Most of Ricoh Company's value examination focuses on studying past and present price action to predict the probability of Ricoh Company's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ricoh Company's price. Additionally, you may evaluate how the addition of Ricoh Company to your portfolios can decrease your overall portfolio volatility.