Riber SA (France) Market Value
| ALRIB Stock | EUR 2.66 0.13 5.14% |
| Symbol | Riber |
Riber 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 Riber SA'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 Riber SA.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Riber SA on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Riber SA or generate 0.0% return on investment in Riber SA over 30 days. Riber SA is related to or competes with Kalray SA, Lacroix Group, Ekinops SA, Plastiques, and Memscap Regpt. Riber S.A. provides molecular beam epitaxy equipment and material evaporation sources for the semiconductor industry More
Riber 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 Riber SA'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 Riber SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.51 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.46 |
Riber SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Riber SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Riber SA's standard deviation. In reality, there are many statistical measures that can use Riber SA historical prices to predict the future Riber SA's volatility.| Risk Adjusted Performance | 0.0509 | |||
| Jensen Alpha | 0.1071 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (2.16) |
Riber SA Backtested Returns
Currently, Riber SA is relatively risky. Riber SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0594, which implies the firm had a 0.0594% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Riber SA, which you can use to evaluate the volatility of the company. Please check Riber SA's Semi Deviation of 1.62, coefficient of variation of 1699.8, and Risk Adjusted Performance of 0.0509 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Riber SA has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of -0.047, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Riber SA are expected to decrease at a much lower rate. During the bear market, Riber SA is likely to outperform the market. Riber SA right now holds a risk of 1.91%. Please check Riber SA sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if Riber SA will be following its historical price patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Riber SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Riber SA time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 Riber SA price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Riber SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Riber SA lagged returns against current returns
Autocorrelation, which is Riber SA 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 Riber SA's stock expected returns. We can calculate the autocorrelation of Riber SA returns to help us make a trade decision. For example, suppose you find that Riber SA 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 |
Riber 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 Riber SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Riber SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Riber SA stock over time.
Current vs Lagged Prices |
| Timeline |
Riber SA Lagged Returns
When evaluating Riber SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Riber SA stock have on its future price. Riber 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, Riber SA autocorrelation shows the relationship between Riber SA stock current value and its past values and can show if there is a momentum factor associated with investing in Riber SA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Riber Stock Analysis
When running Riber SA's price analysis, check to measure Riber SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Riber SA is operating at the current time. Most of Riber SA's value examination focuses on studying past and present price action to predict the probability of Riber SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Riber SA's price. Additionally, you may evaluate how the addition of Riber SA to your portfolios can decrease your overall portfolio volatility.