RATIONAL UNADR (Germany) Market Value

RAA1 Stock  EUR 40.40  0.60  1.51%   
RATIONAL UNADR's market value is the price at which a share of RATIONAL UNADR trades on a public exchange. It measures the collective expectations of RATIONAL UNADR 1 investors about its performance. RATIONAL UNADR is trading at 40.40 as of the 24th of December 2024. This is a 1.51% up since the beginning of the trading day. The stock's lowest day price was 40.4.
With this module, you can estimate the performance of a buy and hold strategy of RATIONAL UNADR 1 and determine expected loss or profit from investing in RATIONAL UNADR over a given investment horizon. Check out RATIONAL UNADR Correlation, RATIONAL UNADR Volatility and RATIONAL UNADR Alpha and Beta module to complement your research on RATIONAL UNADR.
Symbol

Please note, there is a significant difference between RATIONAL UNADR's value and its price as these two are different measures arrived at by different means. Investors typically determine if RATIONAL UNADR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, RATIONAL UNADR'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.

RATIONAL UNADR '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 RATIONAL UNADR'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 RATIONAL UNADR.
0.00
11/24/2024
No Change 0.00  0.0 
In 31 days
12/24/2024
0.00
If you would invest  0.00  in RATIONAL UNADR on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding RATIONAL UNADR 1 or generate 0.0% return on investment in RATIONAL UNADR over 30 days. RATIONAL UNADR is related to or competes with WW Grainger, Fastenal, Watsco, WATSCO INC, WESCO International, and Indutrade. RATIONAL Aktiengesellschaft develops, produces, and sells professional cooking appliances for industrial kitchens worldw... More

RATIONAL UNADR 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 RATIONAL UNADR'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 RATIONAL UNADR 1 upside and downside potential and time the market with a certain degree of confidence.

RATIONAL UNADR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for RATIONAL UNADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RATIONAL UNADR's standard deviation. In reality, there are many statistical measures that can use RATIONAL UNADR historical prices to predict the future RATIONAL UNADR's volatility.
Hype
Prediction
LowEstimatedHigh
38.8640.4041.94
Details
Intrinsic
Valuation
LowRealHigh
39.6141.1542.69
Details

RATIONAL UNADR 1 Backtested Returns

RATIONAL UNADR 1 maintains Sharpe Ratio (i.e., Efficiency) of -0.0318, which implies the company had a -0.0318% return per unit of standard deviation over the last 3 months. RATIONAL UNADR 1 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RATIONAL UNADR's Market Risk Adjusted Performance of (1.13), mean deviation of 1.11, and Variance of 2.58 to confirm the risk estimate we provide. The firm holds a Beta of 0.0866, which implies not very significant fluctuations relative to the market. As returns on the market increase, RATIONAL UNADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding RATIONAL UNADR is expected to be smaller as well. At this point, RATIONAL UNADR 1 has a negative expected return of -0.049%. Please make sure to check RATIONAL UNADR's potential upside, kurtosis, rate of daily change, as well as the relationship between the skewness and daily balance of power , to decide if RATIONAL UNADR 1 performance from the past will be repeated at future time.

Auto-correlation

    
  -0.16  

Insignificant reverse predictability

RATIONAL UNADR 1 has insignificant reverse predictability. Overlapping area represents the amount of predictability between RATIONAL UNADR time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th 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 RATIONAL UNADR 1 price movement. The serial correlation of -0.16 indicates that over 16.0% of current RATIONAL UNADR price fluctuation can be explain by its past prices.
Correlation Coefficient-0.16
Spearman Rank Test0.13
Residual Average0.0
Price Variance1.35

RATIONAL UNADR 1 lagged returns against current returns

Autocorrelation, which is RATIONAL UNADR 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 RATIONAL UNADR's stock expected returns. We can calculate the autocorrelation of RATIONAL UNADR returns to help us make a trade decision. For example, suppose you find that RATIONAL UNADR 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  

RATIONAL UNADR 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 RATIONAL UNADR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RATIONAL UNADR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RATIONAL UNADR stock over time.
   Current vs Lagged Prices   
       Timeline  

RATIONAL UNADR Lagged Returns

When evaluating RATIONAL UNADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RATIONAL UNADR stock have on its future price. RATIONAL UNADR 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, RATIONAL UNADR autocorrelation shows the relationship between RATIONAL UNADR stock current value and its past values and can show if there is a momentum factor associated with investing in RATIONAL UNADR 1.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in RATIONAL Stock

RATIONAL UNADR financial ratios help investors to determine whether RATIONAL 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 RATIONAL with respect to the benefits of owning RATIONAL UNADR security.