REVLTNRY CNCPT (Germany) Market Value
| 9RV Stock | EUR 0.01 0.0005 10.00% |
| Symbol | REVLTNRY |
Please note, there is a significant difference between REVLTNRY CNCPT's value and its price as these two are different measures arrived at by different means. Investors typically determine if REVLTNRY CNCPT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, REVLTNRY CNCPT's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
REVLTNRY CNCPT '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 REVLTNRY CNCPT'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 REVLTNRY CNCPT.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in REVLTNRY CNCPT on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding REVLTNRY CNCPT or generate 0.0% return on investment in REVLTNRY CNCPT over 30 days. REVLTNRY CNCPT is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
REVLTNRY CNCPT 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 REVLTNRY CNCPT'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 REVLTNRY CNCPT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1924 | |||
| Maximum Drawdown | 1190.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 20.0 |
REVLTNRY CNCPT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REVLTNRY CNCPT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REVLTNRY CNCPT's standard deviation. In reality, there are many statistical measures that can use REVLTNRY CNCPT historical prices to predict the future REVLTNRY CNCPT's volatility.| Risk Adjusted Performance | 0.1625 | |||
| Jensen Alpha | 39.3 | |||
| Total Risk Alpha | 33.86 | |||
| Treynor Ratio | 2.73 |
REVLTNRY CNCPT Backtested Returns
REVLTNRY CNCPT is out of control given 3 months investment horizon. REVLTNRY CNCPT maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the firm had a 0.19% return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 38.11% are justified by taking the suggested risk. Use REVLTNRY CNCPT Market Risk Adjusted Performance of 2.74, risk adjusted performance of 0.1625, and Coefficient Of Variation of 519.23 to evaluate company specific risk that cannot be diversified away. REVLTNRY CNCPT holds a performance score of 15 on a scale of zero to a hundred. The company holds a Beta of 14.53, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, REVLTNRY CNCPT will likely underperform. Use REVLTNRY CNCPT treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to analyze future returns on REVLTNRY CNCPT.
Auto-correlation | 0.00 |
No correlation between past and present
REVLTNRY CNCPT has no correlation between past and present. Overlapping area represents the amount of predictability between REVLTNRY CNCPT time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 REVLTNRY CNCPT price movement. The serial correlation of 0.0 indicates that just 0.0% of current REVLTNRY CNCPT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
REVLTNRY CNCPT lagged returns against current returns
Autocorrelation, which is REVLTNRY CNCPT 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 REVLTNRY CNCPT's stock expected returns. We can calculate the autocorrelation of REVLTNRY CNCPT returns to help us make a trade decision. For example, suppose you find that REVLTNRY CNCPT 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 |
REVLTNRY CNCPT 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 REVLTNRY CNCPT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REVLTNRY CNCPT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REVLTNRY CNCPT stock over time.
Current vs Lagged Prices |
| Timeline |
REVLTNRY CNCPT Lagged Returns
When evaluating REVLTNRY CNCPT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REVLTNRY CNCPT stock have on its future price. REVLTNRY CNCPT 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, REVLTNRY CNCPT autocorrelation shows the relationship between REVLTNRY CNCPT stock current value and its past values and can show if there is a momentum factor associated with investing in REVLTNRY CNCPT.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in REVLTNRY Stock
REVLTNRY CNCPT financial ratios help investors to determine whether REVLTNRY 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 REVLTNRY with respect to the benefits of owning REVLTNRY CNCPT security.