Ralph Lauren Corp Stock Market Value
| RL Stock | USD 256.81 0.64 0.25% |
| Symbol | Ralph |
Ralph Lauren Corp Price To Book Ratio
Is Apparel, Accessories & Luxury Goods space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ralph Lauren. If investors know Ralph will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ralph Lauren listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.055 | Dividend Share 3.15 | Earnings Share 10.48 | Revenue Per Share | Quarterly Revenue Growth 0.057 |
The market value of Ralph Lauren Corp is measured differently than its book value, which is the value of Ralph that is recorded on the company's balance sheet. Investors also form their own opinion of Ralph Lauren's value that differs from its market value or its book value, called intrinsic value, which is Ralph Lauren's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ralph Lauren's market value can be influenced by many factors that don't directly affect Ralph Lauren's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ralph Lauren's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ralph Lauren is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ralph Lauren's 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.
Ralph Lauren '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 Ralph Lauren'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 Ralph Lauren.
| 10/02/2024 |
| 01/30/2025 |
If you would invest 0.00 in Ralph Lauren on October 2, 2024 and sell it all today you would earn a total of 0.00 from holding Ralph Lauren Corp or generate 0.0% return on investment in Ralph Lauren over 120 days. Ralph Lauren is related to or competes with Columbia Sportswear, Kontoor Brands, Levi Strauss, G III, Hanesbrands, Under Armour, and PVH Corp. Ralph Lauren Corporation designs, markets, and distributes lifestyle products in North America, Europe, Asia, and intern... More
Ralph Lauren 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 Ralph Lauren'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 Ralph Lauren Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.1858 | |||
| Maximum Drawdown | 10.48 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 3.7 |
Ralph Lauren Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ralph Lauren's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ralph Lauren's standard deviation. In reality, there are many statistical measures that can use Ralph Lauren historical prices to predict the future Ralph Lauren's volatility.| Risk Adjusted Performance | 0.1999 | |||
| Jensen Alpha | 0.3751 | |||
| Total Risk Alpha | 0.2534 | |||
| Sortino Ratio | 0.2265 | |||
| Treynor Ratio | 0.7231 |
Ralph Lauren Corp Backtested Returns
Ralph Lauren appears to be very steady, given 3 months investment horizon. Ralph Lauren Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.25, which implies the firm had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ralph Lauren Corp, which you can use to evaluate the volatility of the company. Please evaluate Ralph Lauren's Risk Adjusted Performance of 0.1999, coefficient of variation of 431.46, and Semi Deviation of 1.14 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ralph Lauren holds a performance score of 19. The company holds a Beta of 0.58, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ralph Lauren's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ralph Lauren is expected to be smaller as well. Please check Ralph Lauren's maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to make a quick decision on whether Ralph Lauren's historical price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Ralph Lauren Corp has average predictability. Overlapping area represents the amount of predictability between Ralph Lauren time series from 2nd of October 2024 to 1st of December 2024 and 1st of December 2024 to 30th of January 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 Ralph Lauren Corp price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Ralph Lauren price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 95.06 |
Ralph Lauren Corp lagged returns against current returns
Autocorrelation, which is Ralph Lauren 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 Ralph Lauren's stock expected returns. We can calculate the autocorrelation of Ralph Lauren returns to help us make a trade decision. For example, suppose you find that Ralph Lauren 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 |
Ralph Lauren 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 Ralph Lauren stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ralph Lauren stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ralph Lauren stock over time.
Current vs Lagged Prices |
| Timeline |
Ralph Lauren Lagged Returns
When evaluating Ralph Lauren's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ralph Lauren stock have on its future price. Ralph Lauren 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, Ralph Lauren autocorrelation shows the relationship between Ralph Lauren stock current value and its past values and can show if there is a momentum factor associated with investing in Ralph Lauren Corp.
Regressed Prices |
| Timeline |
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Ralph Lauren technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.