Rumbu Holdings Stock Market Value
| RMB Stock | 1.10 0.15 15.79% |
| Symbol | Rumbu |
Rumbu Holdings '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 Rumbu Holdings' 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 Rumbu Holdings.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Rumbu Holdings on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Rumbu Holdings or generate 0.0% return on investment in Rumbu Holdings over 90 days. Rumbu Holdings is related to or competes with Westshore Terminals, Canadian General, Magna Mining, Western Investment, Cogeco Communications, and Western Copper. Rumbu Holdings is entity of Canada. It is traded as Stock on V exchange. More
Rumbu Holdings 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 Rumbu Holdings' 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 Rumbu Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.12 | |||
| Information Ratio | 0.0184 | |||
| Maximum Drawdown | 39.11 | |||
| Value At Risk | (10.20) | |||
| Potential Upside | 15.79 |
Rumbu Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rumbu Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rumbu Holdings' standard deviation. In reality, there are many statistical measures that can use Rumbu Holdings historical prices to predict the future Rumbu Holdings' volatility.| Risk Adjusted Performance | 0.0299 | |||
| Jensen Alpha | 0.042 | |||
| Total Risk Alpha | (0.54) | |||
| Sortino Ratio | 0.0183 | |||
| Treynor Ratio | 0.0857 |
Rumbu Holdings January 28, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0299 | |||
| Market Risk Adjusted Performance | 0.0957 | |||
| Mean Deviation | 5.36 | |||
| Semi Deviation | 5.98 | |||
| Downside Deviation | 8.12 | |||
| Coefficient Of Variation | 3534.83 | |||
| Standard Deviation | 8.05 | |||
| Variance | 64.79 | |||
| Information Ratio | 0.0184 | |||
| Jensen Alpha | 0.042 | |||
| Total Risk Alpha | (0.54) | |||
| Sortino Ratio | 0.0183 | |||
| Treynor Ratio | 0.0857 | |||
| Maximum Drawdown | 39.11 | |||
| Value At Risk | (10.20) | |||
| Potential Upside | 15.79 | |||
| Downside Variance | 65.98 | |||
| Semi Variance | 35.76 | |||
| Expected Short fall | (8.66) | |||
| Skewness | 0.8336 | |||
| Kurtosis | 1.65 |
Rumbu Holdings Backtested Returns
Rumbu Holdings appears to be abnormally volatile, given 3 months investment horizon. Rumbu Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.0428, which implies the firm had a 0.0428 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Rumbu Holdings, which you can use to evaluate the volatility of the company. Please evaluate Rumbu Holdings' Semi Deviation of 5.98, risk adjusted performance of 0.0299, and Coefficient Of Variation of 3534.83 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rumbu Holdings holds a performance score of 3. The company holds a Beta of 2.54, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Rumbu Holdings will likely underperform. Please check Rumbu Holdings' treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Rumbu Holdings' historical price patterns will revert.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Rumbu Holdings has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Rumbu Holdings time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Rumbu Holdings price movement. The serial correlation of -0.78 indicates that around 78.0% of current Rumbu Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Additional Tools for Rumbu Stock Analysis
When running Rumbu Holdings' price analysis, check to measure Rumbu Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Rumbu Holdings is operating at the current time. Most of Rumbu Holdings' value examination focuses on studying past and present price action to predict the probability of Rumbu Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rumbu Holdings' price. Additionally, you may evaluate how the addition of Rumbu Holdings to your portfolios can decrease your overall portfolio volatility.