Robinsons Land (Philippines) Market Value
| RLC Stock | 13.60 0.26 1.88% |
| Symbol | Robinsons |
Robinsons Land '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 Robinsons Land'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 Robinsons Land.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Robinsons Land on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Robinsons Land Corp or generate 0.0% return on investment in Robinsons Land over 720 days. Robinsons Land is related to or competes with Metro Retail, Robinsons Retail, Jollibee Foods, Converge Information, COL Financial, and Philippine Business. More
Robinsons Land 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 Robinsons Land'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 Robinsons Land Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 9.77 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 3.08 |
Robinsons Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Robinsons Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robinsons Land's standard deviation. In reality, there are many statistical measures that can use Robinsons Land historical prices to predict the future Robinsons Land's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | 0.3246 |
Robinsons Land Corp Backtested Returns
Robinsons Land Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.0766, which implies the firm had a -0.0766% return per unit of risk over the last 3 months. Robinsons Land Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Robinsons Land's Variance of 2.55, risk adjusted performance of (0.04), and Coefficient Of Variation of (1,647) to confirm the risk estimate we provide. The company holds a Beta of -0.33, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Robinsons Land are expected to decrease at a much lower rate. During the bear market, Robinsons Land is likely to outperform the market. At this point, Robinsons Land Corp has a negative expected return of -0.12%. Please make sure to check Robinsons Land's skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Robinsons Land Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Robinsons Land Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Robinsons Land time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 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 Robinsons Land Corp price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Robinsons Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Robinsons Land Corp lagged returns against current returns
Autocorrelation, which is Robinsons Land 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 Robinsons Land's stock expected returns. We can calculate the autocorrelation of Robinsons Land returns to help us make a trade decision. For example, suppose you find that Robinsons Land 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 |
Robinsons Land 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 Robinsons Land stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robinsons Land stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robinsons Land stock over time.
Current vs Lagged Prices |
| Timeline |
Robinsons Land Lagged Returns
When evaluating Robinsons Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robinsons Land stock have on its future price. Robinsons Land 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, Robinsons Land autocorrelation shows the relationship between Robinsons Land stock current value and its past values and can show if there is a momentum factor associated with investing in Robinsons Land Corp.
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.Other Information on Investing in Robinsons Stock
Robinsons Land financial ratios help investors to determine whether Robinsons 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 Robinsons with respect to the benefits of owning Robinsons Land security.