Roots Stock Market Value
| RROTF Stock | USD 2.26 0.06 2.73% |
| Symbol | Roots |
Roots '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 Roots' 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 Roots.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Roots on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Roots or generate 0.0% return on investment in Roots over 30 days. Roots Corporation, together with its subsidiaries, designs, markets, and sells apparel, leather goods, footwear, and acc... More
Roots 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 Roots' 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 Roots upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 12.97 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 2.49 |
Roots Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roots' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roots' standard deviation. In reality, there are many statistical measures that can use Roots historical prices to predict the future Roots' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 1.17 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Roots' 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.
Roots Backtested Returns
Roots maintains Sharpe Ratio (i.e., Efficiency) of -0.0478, which implies the firm had a -0.0478 % return per unit of risk over the last 3 months. Roots exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Roots' Coefficient Of Variation of (7,852), variance of 3.26, and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The company holds a Beta of -0.0283, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Roots are expected to decrease at a much lower rate. During the bear market, Roots is likely to outperform the market. At this point, Roots has a negative expected return of -0.0843%. Please make sure to check Roots' jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Roots performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Roots has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Roots time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Roots price movement. The serial correlation of -0.78 indicates that around 78.0% of current Roots price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Roots lagged returns against current returns
Autocorrelation, which is Roots 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 Roots' pink sheet expected returns. We can calculate the autocorrelation of Roots returns to help us make a trade decision. For example, suppose you find that Roots 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 |
Roots 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 Roots pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roots pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roots pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Roots Lagged Returns
When evaluating Roots' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roots pink sheet have on its future price. Roots 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, Roots autocorrelation shows the relationship between Roots pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Roots.
Regressed Prices |
| Timeline |
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Other Information on Investing in Roots Pink Sheet
Roots financial ratios help investors to determine whether Roots 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 Roots with respect to the benefits of owning Roots security.