Rexel Sa Stock Market Value
| RXLSF Stock | USD 37.70 1.53 3.90% |
| Symbol | Rexel |
Rexel SA '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 Rexel SA's 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 Rexel SA.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Rexel SA on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Rexel SA or generate 0.0% return on investment in Rexel SA over 30 days. Rexel SA is related to or competes with Sunny Optical, Capcom Co, BYD Electronic, Capcom Co, NICE, Indra Sistemas, and OracleJapan. Rexel S.A., together with its subsidiaries, distributes electrical products and services for the residential, commercial... More
Rexel SA 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 Rexel SA's 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 Rexel SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1215 | |||
| Maximum Drawdown | 8.08 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 3.19 |
Rexel SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rexel SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rexel SA's standard deviation. In reality, there are many statistical measures that can use Rexel SA historical prices to predict the future Rexel SA's volatility.| Risk Adjusted Performance | 0.1378 | |||
| Jensen Alpha | 0.2112 | |||
| Total Risk Alpha | 0.0957 | |||
| Treynor Ratio | 11.18 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rexel SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Rexel SA Backtested Returns
Rexel SA appears to be very steady, given 3 months investment horizon. Rexel SA maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Rexel SA, which you can use to evaluate the volatility of the company. Please evaluate Rexel SA's Coefficient Of Variation of 526.03, risk adjusted performance of 0.1378, and Variance of 1.37 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rexel SA holds a performance score of 15. The company holds a Beta of 0.019, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rexel SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rexel SA is expected to be smaller as well. Please check Rexel SA's variance, as well as the relationship between the potential upside and day median price , to make a quick decision on whether Rexel SA's historical price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Rexel SA has below average predictability. Overlapping area represents the amount of predictability between Rexel SA time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Rexel SA price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Rexel SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
Rexel SA lagged returns against current returns
Autocorrelation, which is Rexel SA 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 Rexel SA's pink sheet expected returns. We can calculate the autocorrelation of Rexel SA returns to help us make a trade decision. For example, suppose you find that Rexel SA 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 |
Rexel SA 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 Rexel SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rexel SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rexel SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Rexel SA Lagged Returns
When evaluating Rexel SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rexel SA pink sheet have on its future price. Rexel SA 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, Rexel SA autocorrelation shows the relationship between Rexel SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Rexel SA.
Regressed Prices |
| Timeline |
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Other Information on Investing in Rexel Pink Sheet
Rexel SA financial ratios help investors to determine whether Rexel 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 Rexel with respect to the benefits of owning Rexel SA security.