Rheinmetall's market value is the price at which a share of Rheinmetall trades on a public exchange. It measures the collective expectations of Rheinmetall AG investors about its performance. Rheinmetall is trading at 783.83 as of the 1st of February 2025. This is a 0.15 percent decrease since the beginning of the trading day. The stock's lowest day price was 783.83. With this module, you can estimate the performance of a buy and hold strategy of Rheinmetall AG and determine expected loss or profit from investing in Rheinmetall over a given investment horizon. Check out Rheinmetall Correlation, Rheinmetall Volatility and Rheinmetall Alpha and Beta module to complement your research on Rheinmetall.
Please note, there is a significant difference between Rheinmetall's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rheinmetall is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rheinmetall'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.
Rheinmetall '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 Rheinmetall's pink sheet 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 Rheinmetall.
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08/05/2024
No Change 0.00
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In 5 months and 30 days
02/01/2025
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If you would invest 0.00 in Rheinmetall on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding Rheinmetall AG or generate 0.0% return on investment in Rheinmetall over 180 days. Rheinmetall is related to or competes with Lockheed Martin, BAE Systems, Qinetiq Group, Leonardo SpA, Airbus Group, HEICO, and Transdigm Group. Rheinmetall AG provides technologies to the mobility and security sectors worldwide More
Rheinmetall 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 Rheinmetall's pink sheet 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 Rheinmetall AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rheinmetall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rheinmetall's standard deviation. In reality, there are many statistical measures that can use Rheinmetall historical prices to predict the future Rheinmetall's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Rheinmetall. Your research has to be compared to or analyzed against Rheinmetall's peers to derive any actionable benefits. When done correctly, Rheinmetall's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Rheinmetall AG.
Rheinmetall AG Backtested Returns
Rheinmetall appears to be very steady, given 3 months investment horizon. Rheinmetall AG maintains Sharpe Ratio (i.e., Efficiency) of 0.27, which implies the firm had a 0.27 % return per unit of risk over the last 3 months. By analyzing Rheinmetall's technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please evaluate Rheinmetall's Coefficient Of Variation of 484.96, risk adjusted performance of 0.1793, and Semi Deviation of 2.0 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rheinmetall holds a performance score of 21. The company holds a Beta of 0.56, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rheinmetall's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rheinmetall is expected to be smaller as well. Please check Rheinmetall's standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Rheinmetall's historical price patterns will revert.
Auto-correlation
-0.39
Poor reverse predictability
Rheinmetall AG has poor reverse predictability. Overlapping area represents the amount of predictability between Rheinmetall time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 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 Rheinmetall AG price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Rheinmetall price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.39
Spearman Rank Test
-0.51
Residual Average
0.0
Price Variance
3643.38
Rheinmetall AG lagged returns against current returns
Autocorrelation, which is Rheinmetall pink sheet'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 Rheinmetall's pink sheet expected returns. We can calculate the autocorrelation of Rheinmetall returns to help us make a trade decision. For example, suppose you find that Rheinmetall has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Rheinmetall 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 Rheinmetall pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rheinmetall pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rheinmetall pink sheet over time.
Current vs Lagged Prices
Timeline
Rheinmetall Lagged Returns
When evaluating Rheinmetall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rheinmetall pink sheet have on its future price. Rheinmetall 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, Rheinmetall autocorrelation shows the relationship between Rheinmetall pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Rheinmetall AG.
Other Information on Investing in Rheinmetall Pink Sheet
Rheinmetall financial ratios help investors to determine whether Rheinmetall Pink Sheet 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 Rheinmetall with respect to the benefits of owning Rheinmetall security.