Robogroup (Israel) Market Value
| ROBO Stock | 63.90 4.20 6.17% |
| Symbol | Robogroup |
Robogroup '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 Robogroup'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 Robogroup.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Robogroup on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Robogroup or generate 0.0% return on investment in Robogroup over 360 days. Robogroup is related to or competes with Idomoo, Nrgene Technologies, Photomyne, and Tedea Technological. Ltd. engages in the robotics, motion control, and technology education business in Israel More
Robogroup 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 Robogroup'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 Robogroup upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 20.34 | |||
| Value At Risk | (5.78) | |||
| Potential Upside | 4.43 |
Robogroup Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Robogroup's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robogroup's standard deviation. In reality, there are many statistical measures that can use Robogroup historical prices to predict the future Robogroup's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.78) | |||
| Total Risk Alpha | (1.17) | |||
| Treynor Ratio | 7.57 |
Robogroup Backtested Returns
Robogroup maintains Sharpe Ratio (i.e., Efficiency) of -0.22, which implies the firm had a -0.22 % return per unit of risk over the last 3 months. Robogroup exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Robogroup's Risk Adjusted Performance of (0.14), coefficient of variation of (459.02), and Variance of 12.79 to confirm the risk estimate we provide. The company holds a Beta of -0.1, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Robogroup are expected to decrease at a much lower rate. During the bear market, Robogroup is likely to outperform the market. At this point, Robogroup has a negative expected return of -0.78%. Please make sure to check Robogroup's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Robogroup performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.86 |
Very good predictability
Robogroup has very good predictability. Overlapping area represents the amount of predictability between Robogroup time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th of December 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 Robogroup price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Robogroup price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 257.69 |
Robogroup lagged returns against current returns
Autocorrelation, which is Robogroup 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 Robogroup's stock expected returns. We can calculate the autocorrelation of Robogroup returns to help us make a trade decision. For example, suppose you find that Robogroup 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 |
Robogroup 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 Robogroup stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robogroup stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robogroup stock over time.
Current vs Lagged Prices |
| Timeline |
Robogroup Lagged Returns
When evaluating Robogroup's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robogroup stock have on its future price. Robogroup 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, Robogroup autocorrelation shows the relationship between Robogroup stock current value and its past values and can show if there is a momentum factor associated with investing in Robogroup.
Regressed Prices |
| Timeline |
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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 Robogroup Stock
Robogroup financial ratios help investors to determine whether Robogroup 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 Robogroup with respect to the benefits of owning Robogroup security.