Rieter Holding (Switzerland) Market Value
| RIEN Stock | CHF 84.10 1.40 1.64% |
| Symbol | Rieter |
Rieter Holding '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 Rieter Holding'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 Rieter Holding.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Rieter Holding on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Rieter Holding AG or generate 0.0% return on investment in Rieter Holding over 60 days. Rieter Holding is related to or competes with Autoneum Holding, Sulzer AG, OC Oerlikon, Bucher Industries, and Komax Holding. Rieter Holding AG, together with its subsidiaries, supplies systems for short-staple fiber spinning Switzerland and inte... More
Rieter Holding 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 Rieter Holding'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 Rieter Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 10.29 | |||
| Value At Risk | (2.62) | |||
| Potential Upside | 2.38 |
Rieter Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rieter Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rieter Holding's standard deviation. In reality, there are many statistical measures that can use Rieter Holding historical prices to predict the future Rieter Holding's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.28) |
Rieter Holding AG Backtested Returns
Rieter Holding AG 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. Rieter Holding AG exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rieter Holding's Variance of 3.11, risk adjusted performance of (0.10), and Coefficient Of Variation of (718.94) to confirm the risk estimate we provide. The company holds a Beta of 0.91, which implies possible diversification benefits within a given portfolio. Rieter Holding returns are very sensitive to returns on the market. As the market goes up or down, Rieter Holding is expected to follow. At this point, Rieter Holding AG has a negative expected return of -0.24%. Please make sure to check Rieter Holding's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Rieter Holding AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Rieter Holding AG has weak reverse predictability. Overlapping area represents the amount of predictability between Rieter Holding time series from 28th of September 2024 to 28th of October 2024 and 28th 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 Rieter Holding AG price movement. The serial correlation of -0.22 indicates that over 22.0% of current Rieter Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 11.23 |
Rieter Holding AG lagged returns against current returns
Autocorrelation, which is Rieter Holding 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 Rieter Holding's stock expected returns. We can calculate the autocorrelation of Rieter Holding returns to help us make a trade decision. For example, suppose you find that Rieter Holding 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 |
Rieter Holding 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 Rieter Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rieter Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rieter Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Rieter Holding Lagged Returns
When evaluating Rieter Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rieter Holding stock have on its future price. Rieter Holding 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, Rieter Holding autocorrelation shows the relationship between Rieter Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Rieter Holding AG.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Rieter Stock Analysis
When running Rieter Holding's price analysis, check to measure Rieter Holding'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 Rieter Holding is operating at the current time. Most of Rieter Holding's value examination focuses on studying past and present price action to predict the probability of Rieter Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rieter Holding's price. Additionally, you may evaluate how the addition of Rieter Holding to your portfolios can decrease your overall portfolio volatility.