Rupert Resources Stock Market Value
| RUPRF Stock | USD 2.85 0.02 0.71% |
| Symbol | Rupert |
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' otc 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.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Rupert Resources on May 6, 2024 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 210 days. Rupert Resources is related to or competes with Harmony Gold, SPACE, T Rowe, Ampleforth, Ionet, SEI Investments, and Embecta Corp. Rupert Resources Ltd. engages in the acquisition and exploration of mineral properties in Finland 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' otc 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.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 11.46 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 3.77 |
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 | (0.01) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.31) |
Rupert Resources Backtested Returns
Rupert Resources maintains Sharpe Ratio (i.e., Efficiency) of -0.0244, which implies the firm had a -0.0244% return per unit of risk over the last 3 months. Rupert Resources exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rupert Resources' Variance of 5.02, coefficient of variation of (3,555), and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The company holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. 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. At this point, Rupert Resources has a negative expected return of -0.0551%. Please make sure to check Rupert Resources' jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Rupert Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Rupert Resources has insignificant reverse predictability. Overlapping area represents the amount of predictability between Rupert Resources time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd of December 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 Rupert Resources price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Rupert Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Rupert Resources lagged returns against current returns
Autocorrelation, which is Rupert Resources otc 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' otc 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 otc 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rupert Resources otc 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 otc 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 otc 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 otc 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Rupert OTC Stock
Rupert Resources financial ratios help investors to determine whether Rupert OTC 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.