RUECKER IMMOBILIEN (Germany) Market Value
| RUC Stock | EUR 5.00 0.25 4.76% |
| Symbol | RUECKER |
RUECKER IMMOBILIEN '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 RUECKER IMMOBILIEN'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 RUECKER IMMOBILIEN.
| 03/15/2023 |
| 03/04/2025 |
If you would invest 0.00 in RUECKER IMMOBILIEN on March 15, 2023 and sell it all today you would earn a total of 0.00 from holding RUECKER IMMOBILIEN or generate 0.0% return on investment in RUECKER IMMOBILIEN over 720 days. RUECKER IMMOBILIEN is related to or competes with Gladstone Investment, ARDAGH METAL, FIREWEED METALS, Stag Industrial, and GOLDQUEST MINING. More
RUECKER IMMOBILIEN 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 RUECKER IMMOBILIEN'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 RUECKER IMMOBILIEN upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1355 | |||
| Maximum Drawdown | 35.91 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 2.78 |
RUECKER IMMOBILIEN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RUECKER IMMOBILIEN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RUECKER IMMOBILIEN's standard deviation. In reality, there are many statistical measures that can use RUECKER IMMOBILIEN historical prices to predict the future RUECKER IMMOBILIEN's volatility.| Risk Adjusted Performance | 0.1008 | |||
| Jensen Alpha | 0.4881 | |||
| Total Risk Alpha | 0.8793 | |||
| Treynor Ratio | (0.80) |
RUECKER IMMOBILIEN Backtested Returns
RUECKER IMMOBILIEN appears to be relatively risky, given 3 months investment horizon. RUECKER IMMOBILIEN maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of volatility over the last 3 months. By inspecting RUECKER IMMOBILIEN's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please evaluate RUECKER IMMOBILIEN's risk adjusted performance of 0.1008, and Coefficient Of Variation of 807.27 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RUECKER IMMOBILIEN holds a performance score of 10. The company holds a Beta of -0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning RUECKER IMMOBILIEN are expected to decrease at a much lower rate. During the bear market, RUECKER IMMOBILIEN is likely to outperform the market. Please check RUECKER IMMOBILIEN's variance, treynor ratio, daily balance of power, as well as the relationship between the jensen alpha and skewness , to make a quick decision on whether RUECKER IMMOBILIEN's historical price patterns will revert.
Auto-correlation | 0.77 |
Good predictability
RUECKER IMMOBILIEN has good predictability. Overlapping area represents the amount of predictability between RUECKER IMMOBILIEN time series from 15th of March 2023 to 9th of March 2024 and 9th of March 2024 to 4th of March 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 RUECKER IMMOBILIEN price movement. The serial correlation of 0.77 indicates that around 77.0% of current RUECKER IMMOBILIEN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 16.83 |
RUECKER IMMOBILIEN lagged returns against current returns
Autocorrelation, which is RUECKER IMMOBILIEN 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 RUECKER IMMOBILIEN's stock expected returns. We can calculate the autocorrelation of RUECKER IMMOBILIEN returns to help us make a trade decision. For example, suppose you find that RUECKER IMMOBILIEN 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 |
RUECKER IMMOBILIEN 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 RUECKER IMMOBILIEN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RUECKER IMMOBILIEN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RUECKER IMMOBILIEN stock over time.
Current vs Lagged Prices |
| Timeline |
RUECKER IMMOBILIEN Lagged Returns
When evaluating RUECKER IMMOBILIEN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RUECKER IMMOBILIEN stock have on its future price. RUECKER IMMOBILIEN 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, RUECKER IMMOBILIEN autocorrelation shows the relationship between RUECKER IMMOBILIEN stock current value and its past values and can show if there is a momentum factor associated with investing in RUECKER IMMOBILIEN.
Regressed Prices |
| Timeline |
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RUECKER IMMOBILIEN financial ratios help investors to determine whether RUECKER 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 RUECKER with respect to the benefits of owning RUECKER IMMOBILIEN security.