Instituto Rosenbusch (Argentina) Market Value
| ROSE Stock | ARS 116.00 10.00 9.43% |
| Symbol | Instituto |
Instituto Rosenbusch '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 Instituto Rosenbusch'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 Instituto Rosenbusch.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Instituto Rosenbusch on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Instituto Rosenbusch SA or generate 0.0% return on investment in Instituto Rosenbusch over 30 days. Instituto Rosenbusch is related to or competes with Compania, Transportadora, United States, and Agrometal SAI. Instituto Rosenbusch S.A. researches, develops, manufactures, and sells veterinary products in Argentina More
Instituto Rosenbusch 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 Instituto Rosenbusch'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 Instituto Rosenbusch SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.15 | |||
| Information Ratio | 0.0751 | |||
| Maximum Drawdown | 30.02 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 10.45 |
Instituto Rosenbusch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Instituto Rosenbusch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Instituto Rosenbusch's standard deviation. In reality, there are many statistical measures that can use Instituto Rosenbusch historical prices to predict the future Instituto Rosenbusch's volatility.| Risk Adjusted Performance | 0.0883 | |||
| Jensen Alpha | 0.5544 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0846 | |||
| Treynor Ratio | (0.81) |
Instituto Rosenbusch Backtested Returns
Instituto Rosenbusch appears to be very steady, given 3 months investment horizon. Instituto Rosenbusch holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. By evaluating Instituto Rosenbusch's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please utilize Instituto Rosenbusch's Risk Adjusted Performance of 0.0883, market risk adjusted performance of (0.80), and Downside Deviation of 4.15 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Instituto Rosenbusch holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Instituto Rosenbusch are expected to decrease at a much lower rate. During the bear market, Instituto Rosenbusch is likely to outperform the market. Please check Instituto Rosenbusch's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Instituto Rosenbusch's current trending patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
Instituto Rosenbusch SA has below average predictability. Overlapping area represents the amount of predictability between Instituto Rosenbusch time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Instituto Rosenbusch price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Instituto Rosenbusch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 32.25 |
Instituto Rosenbusch lagged returns against current returns
Autocorrelation, which is Instituto Rosenbusch 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 Instituto Rosenbusch's stock expected returns. We can calculate the autocorrelation of Instituto Rosenbusch returns to help us make a trade decision. For example, suppose you find that Instituto Rosenbusch 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 |
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Instituto Rosenbusch 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 Instituto Rosenbusch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Instituto Rosenbusch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Instituto Rosenbusch stock over time.
Current vs Lagged Prices |
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Instituto Rosenbusch Lagged Returns
When evaluating Instituto Rosenbusch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Instituto Rosenbusch stock have on its future price. Instituto Rosenbusch 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, Instituto Rosenbusch autocorrelation shows the relationship between Instituto Rosenbusch stock current value and its past values and can show if there is a momentum factor associated with investing in Instituto Rosenbusch SA.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Instituto Stock
Instituto Rosenbusch financial ratios help investors to determine whether Instituto 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 Instituto with respect to the benefits of owning Instituto Rosenbusch security.