Rumbu Holdings Stock Market Value
| RMB Stock | 0.89 0.05 5.32% |
| 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.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Rumbu Holdings on December 21, 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 30 days. Rumbu Holdings is related to or competes with Ironman International, Champion Iron, Advent Wireless, Profound Medical, BluMetric Environmental, Brookfield Office, and InPlay Oil. 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.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 39.11 | |||
| Value At Risk | (10.20) | |||
| Potential Upside | 13.75 |
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) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (1.17) | |||
| Treynor Ratio | (0.52) |
Rumbu Holdings Backtested Returns
Rumbu Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.0159, which implies the firm had a -0.0159 % return per unit of risk over the last 3 months. Rumbu Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rumbu Holdings' Coefficient Of Variation of (6,289), variance of 63.09, and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The company holds a Beta of 0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rumbu Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Rumbu Holdings is expected to be smaller as well. At this point, Rumbu Holdings has a negative expected return of -0.13%. Please make sure to check Rumbu Holdings' potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Rumbu Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.06 |
Virtually no predictability
Rumbu Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Rumbu Holdings time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 0.06 indicates that barely 6.0% of current Rumbu Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rumbu Holdings lagged returns against current returns
Autocorrelation, which is Rumbu Holdings 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 Rumbu Holdings' stock expected returns. We can calculate the autocorrelation of Rumbu Holdings returns to help us make a trade decision. For example, suppose you find that Rumbu Holdings 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 |
Rumbu Holdings 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 Rumbu Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rumbu Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rumbu Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Rumbu Holdings Lagged Returns
When evaluating Rumbu Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rumbu Holdings stock have on its future price. Rumbu Holdings 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, Rumbu Holdings autocorrelation shows the relationship between Rumbu Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Rumbu Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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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.