Rogaland Sparebank (Norway) Market Value
| ROGS Stock | 141.00 0.50 0.36% |
| Symbol | Rogaland |
Rogaland Sparebank '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 Rogaland Sparebank'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 Rogaland Sparebank.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Rogaland Sparebank on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Rogaland Sparebank or generate 0.0% return on investment in Rogaland Sparebank over 30 days.
Rogaland Sparebank 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 Rogaland Sparebank'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 Rogaland Sparebank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.56 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.59 |
Rogaland Sparebank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rogaland Sparebank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rogaland Sparebank's standard deviation. In reality, there are many statistical measures that can use Rogaland Sparebank historical prices to predict the future Rogaland Sparebank's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.19) |
Rogaland Sparebank Backtested Returns
Rogaland Sparebank maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Rogaland Sparebank exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rogaland Sparebank's Coefficient Of Variation of (4,425), risk adjusted performance of (0.01), and Variance of 1.25 to confirm the risk estimate we provide. The company holds a Beta of 0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rogaland Sparebank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rogaland Sparebank is expected to be smaller as well. At this point, Rogaland Sparebank has a negative expected return of -0.005%. Please make sure to check Rogaland Sparebank's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Rogaland Sparebank performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.88 |
Excellent reverse predictability
Rogaland Sparebank has excellent reverse predictability. Overlapping area represents the amount of predictability between Rogaland Sparebank time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Rogaland Sparebank price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Rogaland Sparebank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 1.87 |
Rogaland Sparebank lagged returns against current returns
Autocorrelation, which is Rogaland Sparebank 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 Rogaland Sparebank's stock expected returns. We can calculate the autocorrelation of Rogaland Sparebank returns to help us make a trade decision. For example, suppose you find that Rogaland Sparebank 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 |
Rogaland Sparebank 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 Rogaland Sparebank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rogaland Sparebank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rogaland Sparebank stock over time.
Current vs Lagged Prices |
| Timeline |
Rogaland Sparebank Lagged Returns
When evaluating Rogaland Sparebank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rogaland Sparebank stock have on its future price. Rogaland Sparebank 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, Rogaland Sparebank autocorrelation shows the relationship between Rogaland Sparebank stock current value and its past values and can show if there is a momentum factor associated with investing in Rogaland Sparebank.
Regressed Prices |
| Timeline |
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