Rio2 Stock Market Value
| RIO Stock | 3.24 0.14 4.52% |
| Symbol | Rio2 |
Rio2 Price To Book Ratio
Rio2 '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 Rio2'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 Rio2.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Rio2 on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Rio2 or generate 0.0% return on investment in Rio2 over 180 days. Rio2 is related to or competes with Res Robex, I 80, G2 Goldfields, Asante Gold, Orezone Gold, Galiano Gold, and Major Drilling. Rio Alto Mining Limited, together with its subsidiaries, is engaged in the acquisition, exploration, development, and mining of mineral properties in Latin America. More
Rio2 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 Rio2'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 Rio2 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.95 | |||
| Information Ratio | 0.2156 | |||
| Maximum Drawdown | 21.29 | |||
| Value At Risk | (5.24) | |||
| Potential Upside | 6.75 |
Rio2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rio2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rio2's standard deviation. In reality, there are many statistical measures that can use Rio2 historical prices to predict the future Rio2's volatility.| Risk Adjusted Performance | 0.1717 | |||
| Jensen Alpha | 0.8789 | |||
| Total Risk Alpha | 0.5756 | |||
| Sortino Ratio | 0.2133 | |||
| Treynor Ratio | 2.48 |
Rio2 Backtested Returns
Rio2 appears to be risky, given 3 months investment horizon. Rio2 maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the firm had a 0.22 % return per unit of risk over the last 3 months. By analyzing Rio2's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please evaluate Rio2's Semi Deviation of 3.08, risk adjusted performance of 0.1717, and Coefficient Of Variation of 428.91 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rio2 holds a performance score of 17. The company holds a Beta of 0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rio2's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rio2 is expected to be smaller as well. Please check Rio2's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Rio2's historical price patterns will revert.
Auto-correlation | 0.70 |
Good predictability
Rio2 has good predictability. Overlapping area represents the amount of predictability between Rio2 time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rio2 price movement. The serial correlation of 0.7 indicates that around 70.0% of current Rio2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Rio2 lagged returns against current returns
Autocorrelation, which is Rio2 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 Rio2's stock expected returns. We can calculate the autocorrelation of Rio2 returns to help us make a trade decision. For example, suppose you find that Rio2 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 |
Rio2 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 Rio2 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rio2 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rio2 stock over time.
Current vs Lagged Prices |
| Timeline |
Rio2 Lagged Returns
When evaluating Rio2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rio2 stock have on its future price. Rio2 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, Rio2 autocorrelation shows the relationship between Rio2 stock current value and its past values and can show if there is a momentum factor associated with investing in Rio2.
Regressed Prices |
| Timeline |
Pair Trading with Rio2
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Rio2 position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Rio2 will appreciate offsetting losses from the drop in the long position's value.Moving together with Rio2 Stock
Moving against Rio2 Stock
The ability to find closely correlated positions to Rio2 could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Rio2 when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Rio2 - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Rio2 to buy it.
The correlation of Rio2 is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Rio2 moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Rio2 moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Rio2 can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Rio2 Stock
Rio2 financial ratios help investors to determine whether Rio2 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 Rio2 with respect to the benefits of owning Rio2 security.