Rural Funds (Australia) Market Value
| RFF Stock | 1.77 0.02 1.14% |
| Symbol | Rural |
Rural Funds '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 Rural Funds' 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 Rural Funds.
| 11/25/2024 |
| 12/25/2024 |
If you would invest 0.00 in Rural Funds on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Rural Funds Group or generate 0.0% return on investment in Rural Funds over 30 days. Rural Funds is related to or competes with Scentre, Vicinity Centres, Charter Hall, Carindale Property, and Australian Unity. Rural Funds is entity of Australia. It is traded as Stock on AU exchange. More
Rural Funds 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 Rural Funds' 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 Rural Funds Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 3.42 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.08 |
Rural Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rural Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rural Funds' standard deviation. In reality, there are many statistical measures that can use Rural Funds historical prices to predict the future Rural Funds' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (2.92) |
Rural Funds Group Backtested Returns
Rural Funds Group maintains Sharpe Ratio (i.e., Efficiency) of -0.21, which implies the firm had a -0.21% return per unit of risk over the last 3 months. Rural Funds Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rural Funds' Variance of 0.8292, risk adjusted performance of (0.14), and Coefficient Of Variation of (576.42) to confirm the risk estimate we provide. The company holds a Beta of 0.0575, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rural Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Rural Funds is expected to be smaller as well. At this point, Rural Funds Group has a negative expected return of -0.19%. Please make sure to check Rural Funds' maximum drawdown, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Rural Funds Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.22 |
Weak reverse predictability
Rural Funds Group has weak reverse predictability. Overlapping area represents the amount of predictability between Rural Funds time series from 25th of November 2024 to 10th of December 2024 and 10th of December 2024 to 25th 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 Rural Funds Group price movement. The serial correlation of -0.22 indicates that over 22.0% of current Rural Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rural Funds Group lagged returns against current returns
Autocorrelation, which is Rural Funds 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 Rural Funds' stock expected returns. We can calculate the autocorrelation of Rural Funds returns to help us make a trade decision. For example, suppose you find that Rural Funds 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 |
Rural Funds 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 Rural Funds stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rural Funds stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rural Funds stock over time.
Current vs Lagged Prices |
| Timeline |
Rural Funds Lagged Returns
When evaluating Rural Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rural Funds stock have on its future price. Rural Funds 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, Rural Funds autocorrelation shows the relationship between Rural Funds stock current value and its past values and can show if there is a momentum factor associated with investing in Rural Funds Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Rural Stock Analysis
When running Rural Funds' price analysis, check to measure Rural Funds' 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 Rural Funds is operating at the current time. Most of Rural Funds' value examination focuses on studying past and present price action to predict the probability of Rural Funds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rural Funds' price. Additionally, you may evaluate how the addition of Rural Funds to your portfolios can decrease your overall portfolio volatility.