Russel Metals Stock Market Value
| RUSMF Stock | USD 34.56 0.56 1.65% |
| Symbol | Russel |
Russel Metals '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 Russel Metals' 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 Russel Metals.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Russel Metals on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Russel Metals or generate 0.0% return on investment in Russel Metals over 30 days. Russel Metals is related to or competes with Befesa SA, Pacific Basin, GEK TERNA, Electrolux Professional, Citizen Watch, Stolt Nielsen, and HEgh Autoliners. Russel Metals Inc. operates as a metal distribution company in North America More
Russel Metals 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 Russel Metals' 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 Russel Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.56 | |||
| Information Ratio | 0.1279 | |||
| Maximum Drawdown | 8.21 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 2.43 |
Russel Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Russel Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Russel Metals' standard deviation. In reality, there are many statistical measures that can use Russel Metals historical prices to predict the future Russel Metals' volatility.| Risk Adjusted Performance | 0.143 | |||
| Jensen Alpha | 0.2326 | |||
| Total Risk Alpha | 0.0869 | |||
| Sortino Ratio | 0.0704 | |||
| Treynor Ratio | 0.6407 |
Russel Metals Backtested Returns
Russel Metals appears to be very steady, given 3 months investment horizon. Russel Metals maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the firm had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Russel Metals, which you can use to evaluate the volatility of the company. Please evaluate Russel Metals' Risk Adjusted Performance of 0.143, semi deviation of 1.18, and Coefficient Of Variation of 502.51 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Russel Metals holds a performance score of 15. The company holds a Beta of 0.42, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Russel Metals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Russel Metals is expected to be smaller as well. Please check Russel Metals' potential upside, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether Russel Metals' historical price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Russel Metals has good predictability. Overlapping area represents the amount of predictability between Russel Metals time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Russel Metals price movement. The serial correlation of 0.76 indicates that around 76.0% of current Russel Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Russel Metals lagged returns against current returns
Autocorrelation, which is Russel Metals 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 Russel Metals' pink sheet expected returns. We can calculate the autocorrelation of Russel Metals returns to help us make a trade decision. For example, suppose you find that Russel Metals 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 |
Russel Metals 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 Russel Metals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Russel Metals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Russel Metals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Russel Metals Lagged Returns
When evaluating Russel Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Russel Metals pink sheet have on its future price. Russel Metals 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, Russel Metals autocorrelation shows the relationship between Russel Metals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Russel Metals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Russel Pink Sheet
Russel Metals financial ratios help investors to determine whether Russel 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 Russel with respect to the benefits of owning Russel Metals security.