Rupert Resources Stock Market Value
| RUP Stock | 6.57 0.06 0.90% |
| Symbol | Rupert |
Rupert Resources Price To Book Ratio
Rupert Resources '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 Rupert Resources' 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 Rupert Resources.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Rupert Resources on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Rupert Resources or generate 0.0% return on investment in Rupert Resources over 30 days. Rupert Resources is related to or competes with Collective Mining, Mineros SA, Asante Gold, I 80, Res Robex, McEwen Mining, and Alphamin Res. Rupert Resources is entity of Canada. It is traded as Stock on TO exchange. More
Rupert Resources 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 Rupert Resources' 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 Rupert Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.03 | |||
| Information Ratio | 0.0348 | |||
| Maximum Drawdown | 15.06 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 5.37 |
Rupert Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rupert Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rupert Resources' standard deviation. In reality, there are many statistical measures that can use Rupert Resources historical prices to predict the future Rupert Resources' volatility.| Risk Adjusted Performance | 0.0511 | |||
| Jensen Alpha | 0.1213 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0342 | |||
| Treynor Ratio | 0.2324 |
Rupert Resources Backtested Returns
Rupert Resources appears to be slightly risky, given 3 months investment horizon. Rupert Resources maintains Sharpe Ratio (i.e., Efficiency) of 0.0769, which implies the firm had a 0.0769 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Rupert Resources, which you can use to evaluate the volatility of the company. Please evaluate Rupert Resources' Semi Deviation of 2.85, risk adjusted performance of 0.0511, and Coefficient Of Variation of 1619.58 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rupert Resources holds a performance score of 6. The company holds a Beta of 0.75, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rupert Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Rupert Resources is expected to be smaller as well. Please check Rupert Resources' semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Rupert Resources' historical price patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
Rupert Resources has poor predictability. Overlapping area represents the amount of predictability between Rupert Resources 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 Rupert Resources price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Rupert Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Rupert Resources lagged returns against current returns
Autocorrelation, which is Rupert Resources 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 Rupert Resources' stock expected returns. We can calculate the autocorrelation of Rupert Resources returns to help us make a trade decision. For example, suppose you find that Rupert Resources 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 |
Rupert Resources 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 Rupert Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rupert Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rupert Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Rupert Resources Lagged Returns
When evaluating Rupert Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rupert Resources stock have on its future price. Rupert Resources 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, Rupert Resources autocorrelation shows the relationship between Rupert Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Rupert Resources.
Regressed Prices |
| Timeline |
Pair Trading with Rupert Resources
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Rupert Resources position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Rupert Resources will appreciate offsetting losses from the drop in the long position's value.Moving together with Rupert Stock
| 0.85 | AG | First Majestic Silver | PairCorr |
| 0.92 | ORE | Orezone Gold Corp | PairCorr |
| 0.63 | FDR | Flinders Resources Earnings Call This Week | PairCorr |
Moving against Rupert Stock
The ability to find closely correlated positions to Rupert Resources could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Rupert Resources when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Rupert Resources - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Rupert Resources to buy it.
The correlation of Rupert Resources is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Rupert Resources moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Rupert Resources moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Rupert Resources can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Rupert Stock
Rupert Resources financial ratios help investors to determine whether Rupert 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 Rupert with respect to the benefits of owning Rupert Resources security.