Regal Funds (Australia) Market Value
| RPL Stock | 4.02 0.06 1.47% |
| Symbol | Regal |
Regal Funds '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 Regal Funds' 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 Regal Funds.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Regal Funds on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Regal Funds Management or generate 0.0% return on investment in Regal Funds over 60 days. Regal Funds is related to or competes with Champion Iron, Ridley, Peel Mining, Perpetual Credit, Telix Pharmaceuticals, Talisman Mining, and Tombador Iron. Regal Funds is entity of Australia. It is traded as Stock on AU exchange. More
Regal Funds 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 Regal Funds' 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 Regal Funds Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.1079 | |||
| Maximum Drawdown | 8.04 | |||
| Value At Risk | (3.18) | |||
| Potential Upside | 4.08 |
Regal Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regal Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regal Funds' standard deviation. In reality, there are many statistical measures that can use Regal Funds historical prices to predict the future Regal Funds' volatility.| Risk Adjusted Performance | 0.1371 | |||
| Jensen Alpha | 0.2932 | |||
| Total Risk Alpha | 0.018 | |||
| Sortino Ratio | 0.11 | |||
| Treynor Ratio | 0.8292 |
Regal Funds Management Backtested Returns
Regal Funds appears to be slightly risky, given 3 months investment horizon. Regal Funds Management maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Regal Funds Management, which you can use to evaluate the volatility of the company. Please evaluate Regal Funds' Semi Deviation of 1.63, risk adjusted performance of 0.1371, and Coefficient Of Variation of 584.59 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Regal Funds holds a performance score of 11. The company holds a Beta of 0.41, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Regal Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Regal Funds is expected to be smaller as well. Please check Regal Funds' coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Regal Funds' historical price patterns will revert.
Auto-correlation | 0.32 |
Below average predictability
Regal Funds Management has below average predictability. Overlapping area represents the amount of predictability between Regal Funds time series from 28th of September 2024 to 28th of October 2024 and 28th of October 2024 to 27th of November 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 Regal Funds Management price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Regal Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Regal Funds Management lagged returns against current returns
Autocorrelation, which is Regal Funds 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 Regal Funds' stock expected returns. We can calculate the autocorrelation of Regal Funds returns to help us make a trade decision. For example, suppose you find that Regal Funds 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 |
Regal Funds 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 Regal Funds stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regal Funds stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regal Funds stock over time.
Current vs Lagged Prices |
| Timeline |
Regal Funds Lagged Returns
When evaluating Regal Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regal Funds stock have on its future price. Regal Funds 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, Regal Funds autocorrelation shows the relationship between Regal Funds stock current value and its past values and can show if there is a momentum factor associated with investing in Regal Funds Management.
Regressed Prices |
| Timeline |
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Additional Tools for Regal Stock Analysis
When running Regal Funds' price analysis, check to measure Regal Funds' 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 Regal Funds is operating at the current time. Most of Regal Funds' value examination focuses on studying past and present price action to predict the probability of Regal Funds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regal Funds' price. Additionally, you may evaluate how the addition of Regal Funds to your portfolios can decrease your overall portfolio volatility.