Reply Spa Stock Market Value
| RPYTF Stock | USD 144.00 13.00 9.92% |
| Symbol | Reply |
Reply SpA '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 Reply SpA'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 Reply SpA.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Reply SpA on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Reply SpA or generate 0.0% return on investment in Reply SpA over 360 days. Reply SpA is related to or competes with TravelSky Technology, TravelSky Technology, Indra Sistemas, Sopra Steria, Atos Origin, Hirose Electric, and Bechtle AG. Reply S.p.A. provides consulting, system integration, application management, and business process outsourcing services ... More
Reply SpA 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 Reply SpA'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 Reply SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (33.16) | |||
| Maximum Drawdown | 0.0208 |
Reply SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reply SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reply SpA's standard deviation. In reality, there are many statistical measures that can use Reply SpA historical prices to predict the future Reply SpA's volatility.| Risk Adjusted Performance | (2.80) | |||
| Total Risk Alpha | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Reply SpA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Reply SpA Backtested Returns
Reply SpA maintains Sharpe Ratio (i.e., Efficiency) of -0.12, which implies the firm had a -0.12 % return per unit of risk over the last 3 months. Reply SpA exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Reply SpA's Information Ratio of (33.16), risk adjusted performance of (2.80), and Standard Deviation of 0.0026 to confirm the risk estimate we provide. The company holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. the returns on MARKET and Reply SpA are completely uncorrelated. At this point, Reply SpA has a negative expected return of -3.0E-4%. Please make sure to check Reply SpA's maximum drawdown and day typical price , to decide if Reply SpA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Reply SpA has very weak reverse predictability. Overlapping area represents the amount of predictability between Reply SpA 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 Reply SpA price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Reply SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 34.15 |
Reply SpA lagged returns against current returns
Autocorrelation, which is Reply SpA 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 Reply SpA's pink sheet expected returns. We can calculate the autocorrelation of Reply SpA returns to help us make a trade decision. For example, suppose you find that Reply SpA 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 |
Reply SpA 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 Reply SpA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reply SpA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reply SpA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Reply SpA Lagged Returns
When evaluating Reply SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reply SpA pink sheet have on its future price. Reply SpA 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, Reply SpA autocorrelation shows the relationship between Reply SpA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Reply SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Reply Pink Sheet
Reply SpA financial ratios help investors to determine whether Reply 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 Reply with respect to the benefits of owning Reply SpA security.