Rockwell Automation (Germany) Market Value
| RWL Stock | EUR 346.40 2.70 0.77% |
| Symbol | Rockwell |
Rockwell Automation '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 Rockwell Automation'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 Rockwell Automation.
| 01/23/2024 |
| 01/12/2026 |
If you would invest 0.00 in Rockwell Automation on January 23, 2024 and sell it all today you would earn a total of 0.00 from holding Rockwell Automation or generate 0.0% return on investment in Rockwell Automation over 720 days. Rockwell Automation is related to or competes with Motorcar Parts, China Yongda, COMMERCIAL VEHICLE, and LINMON MEDIA. Rockwell Automation, Inc. provides industrial automation and information solutions worldwide More
Rockwell Automation 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 Rockwell Automation'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 Rockwell Automation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.0841 | |||
| Maximum Drawdown | 10.22 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 3.5 |
Rockwell Automation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rockwell Automation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rockwell Automation's standard deviation. In reality, there are many statistical measures that can use Rockwell Automation historical prices to predict the future Rockwell Automation's volatility.| Risk Adjusted Performance | 0.1039 | |||
| Jensen Alpha | 0.2165 | |||
| Total Risk Alpha | 0.0259 | |||
| Sortino Ratio | 0.0889 | |||
| Treynor Ratio | 0.5876 |
Rockwell Automation Backtested Returns
Rockwell Automation appears to be very steady, given 3 months investment horizon. Rockwell Automation maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Rockwell Automation, which you can use to evaluate the volatility of the company. Please evaluate Rockwell Automation's Semi Deviation of 1.63, risk adjusted performance of 0.1039, and Coefficient Of Variation of 762.1 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rockwell Automation holds a performance score of 11. The company holds a Beta of 0.43, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rockwell Automation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rockwell Automation is expected to be smaller as well. Please check Rockwell Automation's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether Rockwell Automation's historical price patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
Rockwell Automation has poor predictability. Overlapping area represents the amount of predictability between Rockwell Automation time series from 23rd of January 2024 to 17th of January 2025 and 17th of January 2025 to 12th 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 Rockwell Automation price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Rockwell Automation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1281.97 |
Rockwell Automation lagged returns against current returns
Autocorrelation, which is Rockwell Automation 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 Rockwell Automation's stock expected returns. We can calculate the autocorrelation of Rockwell Automation returns to help us make a trade decision. For example, suppose you find that Rockwell Automation 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 |
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Rockwell Automation 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 Rockwell Automation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rockwell Automation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rockwell Automation stock over time.
Current vs Lagged Prices |
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Rockwell Automation Lagged Returns
When evaluating Rockwell Automation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rockwell Automation stock have on its future price. Rockwell Automation 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, Rockwell Automation autocorrelation shows the relationship between Rockwell Automation stock current value and its past values and can show if there is a momentum factor associated with investing in Rockwell Automation.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Rockwell Stock
When determining whether Rockwell Automation is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Rockwell Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Rockwell Automation Stock. Highlighted below are key reports to facilitate an investment decision about Rockwell Automation Stock:Check out Rockwell Automation Correlation, Rockwell Automation Volatility and Rockwell Automation Alpha and Beta module to complement your research on Rockwell Automation. For more detail on how to invest in Rockwell Stock please use our How to Invest in Rockwell Automation guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Rockwell Automation technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.