Ress Life (Denmark) Market Value
| RLAINV Stock | 1,970 21.40 1.07% |
| Symbol | Ress |
Ress Life '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 Ress Life'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 Ress Life.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Ress Life on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Ress Life Investments or generate 0.0% return on investment in Ress Life over 30 days.
Ress Life 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 Ress Life'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 Ress Life Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 5.3 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.06 |
Ress Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ress Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ress Life's standard deviation. In reality, there are many statistical measures that can use Ress Life historical prices to predict the future Ress Life's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (4.56) |
Ress Life Investments Backtested Returns
Ress Life Investments maintains Sharpe Ratio (i.e., Efficiency) of -0.0737, which implies the firm had a -0.0737 % return per unit of risk over the last 3 months. Ress Life Investments exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ress Life's Coefficient Of Variation of (1,448), variance of 0.6807, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The company holds a Beta of 0.0147, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ress Life's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ress Life is expected to be smaller as well. At this point, Ress Life Investments has a negative expected return of -0.0635%. Please make sure to check Ress Life's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Ress Life Investments performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.89 |
Very good predictability
Ress Life Investments has very good predictability. Overlapping area represents the amount of predictability between Ress Life time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ress Life Investments price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Ress Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 216.44 |
Ress Life Investments lagged returns against current returns
Autocorrelation, which is Ress Life 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 Ress Life's stock expected returns. We can calculate the autocorrelation of Ress Life returns to help us make a trade decision. For example, suppose you find that Ress Life 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 |
Ress Life 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 Ress Life stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ress Life stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ress Life stock over time.
Current vs Lagged Prices |
| Timeline |
Ress Life Lagged Returns
When evaluating Ress Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ress Life stock have on its future price. Ress Life 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, Ress Life autocorrelation shows the relationship between Ress Life stock current value and its past values and can show if there is a momentum factor associated with investing in Ress Life Investments.
Regressed Prices |
| Timeline |
Pair Trading with Ress Life
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 Ress Life 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 Ress Life will appreciate offsetting losses from the drop in the long position's value.Moving against Ress Stock
| 0.73 | MAERSK-B | AP Mller | PairCorr |
| 0.73 | MAERSK-A | AP Mller | PairCorr |
| 0.56 | CARL-B | Carlsberg AS | PairCorr |
| 0.51 | DSV | DSV Panalpina AS | PairCorr |
| 0.48 | NDA-DK | Nordea Bank Abp | PairCorr |
The ability to find closely correlated positions to Ress Life could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ress Life 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 Ress Life - 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 Ress Life Investments to buy it.
The correlation of Ress Life 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 Ress Life moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ress Life Investments 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 Ress Life 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.