RTW Venture (UK) Market Value
| RTW Stock | 1.47 0.01 0.68% |
| Symbol | RTW |
RTW Venture '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 RTW Venture'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 RTW Venture.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in RTW Venture on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding RTW Venture Fund or generate 0.0% return on investment in RTW Venture over 180 days. RTW Venture is related to or competes with Universal Music, Zegona Communications, Verizon Communications, Roebuck Food, Vitec Software, Zoom Video, and T Mobile. RTW Venture is entity of United Kingdom. It is traded as Stock on LSE exchange. More
RTW Venture 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 RTW Venture'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 RTW Venture Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 5.16 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.31 |
RTW Venture Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RTW Venture's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RTW Venture's standard deviation. In reality, there are many statistical measures that can use RTW Venture historical prices to predict the future RTW Venture's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 1.98 |
RTW Venture Fund Backtested Returns
RTW Venture Fund maintains Sharpe Ratio (i.e., Efficiency) of -0.084, which implies the firm had a -0.084% return per unit of standard deviation over the last 3 months. RTW Venture Fund exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RTW Venture's Risk Adjusted Performance of (0.07), market risk adjusted performance of 1.99, and Coefficient Of Variation of (1,070) to confirm the risk estimate we provide. The company holds a Beta of -0.0437, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RTW Venture are expected to decrease at a much lower rate. During the bear market, RTW Venture is likely to outperform the market. At this point, RTW Venture Fund has a negative expected return of -0.0683%. Please make sure to check RTW Venture's accumulation distribution, as well as the relationship between the day median price and period momentum indicator , to decide if RTW Venture Fund performance from the past will be repeated at some future point.
Auto-correlation | 0.00 |
No correlation between past and present
RTW Venture Fund has no correlation between past and present. Overlapping area represents the amount of predictability between RTW Venture time series from 31st of May 2024 to 29th of August 2024 and 29th of August 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 RTW Venture Fund price movement. The serial correlation of 0.0 indicates that just 0.0% of current RTW Venture price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RTW Venture Fund lagged returns against current returns
Autocorrelation, which is RTW Venture 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 RTW Venture's stock expected returns. We can calculate the autocorrelation of RTW Venture returns to help us make a trade decision. For example, suppose you find that RTW Venture 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 |
RTW Venture 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 RTW Venture stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RTW Venture stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RTW Venture stock over time.
Current vs Lagged Prices |
| Timeline |
RTW Venture Lagged Returns
When evaluating RTW Venture's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RTW Venture stock have on its future price. RTW Venture 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, RTW Venture autocorrelation shows the relationship between RTW Venture stock current value and its past values and can show if there is a momentum factor associated with investing in RTW Venture Fund.
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 RTW Stock
RTW Venture financial ratios help investors to determine whether RTW 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 RTW with respect to the benefits of owning RTW Venture security.