Rimac Seguros (Peru) Market Value

RIMSEGC1   0.95  0.00  0.00%   
Rimac Seguros' market value is the price at which a share of Rimac Seguros trades on a public exchange. It measures the collective expectations of Rimac Seguros y investors about its performance. Rimac Seguros is trading at 0.95 as of the 28th of November 2024, a No Change since the beginning of the trading day. The stock's open price was 0.95.
With this module, you can estimate the performance of a buy and hold strategy of Rimac Seguros y and determine expected loss or profit from investing in Rimac Seguros over a given investment horizon. Check out Rimac Seguros Correlation, Rimac Seguros Volatility and Rimac Seguros Alpha and Beta module to complement your research on Rimac Seguros.
Symbol

Please note, there is a significant difference between Rimac Seguros' value and its price as these two are different measures arrived at by different means. Investors typically determine if Rimac Seguros is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rimac Seguros' 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.

Rimac Seguros '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 Rimac Seguros' 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 Rimac Seguros.
0.00
09/29/2024
No Change 0.00  0.0 
In 2 months and 2 days
11/28/2024
0.00
If you would invest  0.00  in Rimac Seguros on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Rimac Seguros y or generate 0.0% return on investment in Rimac Seguros over 60 days. More

Rimac Seguros 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 Rimac Seguros' 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 Rimac Seguros y upside and downside potential and time the market with a certain degree of confidence.

Rimac Seguros Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Rimac Seguros' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rimac Seguros' standard deviation. In reality, there are many statistical measures that can use Rimac Seguros historical prices to predict the future Rimac Seguros' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rimac Seguros' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
0.050.953.01
Details
Intrinsic
Valuation
LowRealHigh
0.040.802.86
Details
Naive
Forecast
LowNextHigh
0.020.993.05
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.910.950.99
Details

Rimac Seguros y Backtested Returns

At this point, Rimac Seguros is dangerous. Rimac Seguros y maintains Sharpe Ratio (i.e., Efficiency) of 0.0098, which implies the firm had a 0.0098% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Rimac Seguros y, which you can use to evaluate the volatility of the company. Please check Rimac Seguros' Coefficient Of Variation of 673.68, risk adjusted performance of 0.1212, and Semi Deviation of 1.78 to confirm if the risk estimate we provide is consistent with the expected return of 0.0202%. The company holds a Beta of 0.16, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rimac Seguros' returns are expected to increase less than the market. However, during the bear market, the loss of holding Rimac Seguros is expected to be smaller as well. Rimac Seguros y right now holds a risk of 2.06%. Please check Rimac Seguros y treynor ratio, as well as the relationship between the downside variance and kurtosis , to decide if Rimac Seguros y will be following its historical price patterns.

Auto-correlation

    
  -1  

Near perfect reversele predictability

Rimac Seguros y has near perfect reversele predictability. Overlapping area represents the amount of predictability between Rimac Seguros time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th 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 Rimac Seguros y price movement. The serial correlation of -1.0 indicates that 100.0% of current Rimac Seguros price fluctuation can be explain by its past prices.
Correlation Coefficient-1.0
Spearman Rank Test0.0
Residual Average0.0
Price Variance0.0

Rimac Seguros y lagged returns against current returns

Autocorrelation, which is Rimac Seguros 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 Rimac Seguros' stock expected returns. We can calculate the autocorrelation of Rimac Seguros returns to help us make a trade decision. For example, suppose you find that Rimac Seguros 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  

Rimac Seguros 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 Rimac Seguros stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rimac Seguros stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rimac Seguros stock over time.
   Current vs Lagged Prices   
       Timeline  

Rimac Seguros Lagged Returns

When evaluating Rimac Seguros' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rimac Seguros stock have on its future price. Rimac Seguros 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, Rimac Seguros autocorrelation shows the relationship between Rimac Seguros stock current value and its past values and can show if there is a momentum factor associated with investing in Rimac Seguros y.
   Regressed Prices   
       Timeline  

Building efficient market-beating portfolios requires time, education, and a lot of computing power!

The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.

Try AI Portfolio Architect

Other Information on Investing in Rimac Stock

Rimac Seguros financial ratios help investors to determine whether Rimac 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 Rimac with respect to the benefits of owning Rimac Seguros security.