REGAL HOTEL (Germany) Market Value
| RH6B Stock | 0.29 0.00 0.00% |
| Symbol | REGAL |
REGAL HOTEL '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 REGAL HOTEL'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 REGAL HOTEL.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in REGAL HOTEL on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding REGAL HOTEL INTL or generate 0.0% return on investment in REGAL HOTEL over 180 days. REGAL HOTEL is related to or competes with TOTAL GABON, and Walgreens Boots. More
REGAL HOTEL 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 REGAL HOTEL'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 REGAL HOTEL INTL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.58 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 16.82 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 3.57 |
REGAL HOTEL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REGAL HOTEL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REGAL HOTEL's standard deviation. In reality, there are many statistical measures that can use REGAL HOTEL historical prices to predict the future REGAL HOTEL's volatility.| Risk Adjusted Performance | 0.0163 | |||
| Jensen Alpha | 0.0359 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.17) |
REGAL HOTEL INTL Backtested Returns
Currently, REGAL HOTEL INTL is out of control. REGAL HOTEL INTL maintains Sharpe Ratio (i.e., Efficiency) of 0.0342, which implies the firm had a 0.0342% return per unit of volatility over the last 3 months. We have found twenty-four technical indicators for REGAL HOTEL INTL, which you can use to evaluate the volatility of the company. Please check REGAL HOTEL's semi deviation of 1.98, and Risk Adjusted Performance of 0.0163 to confirm if the risk estimate we provide is consistent with the expected return of 0.0838%. REGAL HOTEL has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning REGAL HOTEL are expected to decrease at a much lower rate. During the bear market, REGAL HOTEL is likely to outperform the market. REGAL HOTEL INTL now holds a risk of 2.45%. Please check REGAL HOTEL INTL variance, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if REGAL HOTEL INTL will be following its historical price patterns.
Auto-correlation | 0.02 |
Virtually no predictability
REGAL HOTEL INTL has virtually no predictability. Overlapping area represents the amount of predictability between REGAL HOTEL time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd 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 REGAL HOTEL INTL price movement. The serial correlation of 0.02 indicates that only 2.0% of current REGAL HOTEL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
REGAL HOTEL INTL lagged returns against current returns
Autocorrelation, which is REGAL HOTEL 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 REGAL HOTEL's stock expected returns. We can calculate the autocorrelation of REGAL HOTEL returns to help us make a trade decision. For example, suppose you find that REGAL HOTEL 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 |
REGAL HOTEL 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 REGAL HOTEL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REGAL HOTEL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REGAL HOTEL stock over time.
Current vs Lagged Prices |
| Timeline |
REGAL HOTEL Lagged Returns
When evaluating REGAL HOTEL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REGAL HOTEL stock have on its future price. REGAL HOTEL 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, REGAL HOTEL autocorrelation shows the relationship between REGAL HOTEL stock current value and its past values and can show if there is a momentum factor associated with investing in REGAL HOTEL INTL.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for REGAL Stock Analysis
When running REGAL HOTEL's price analysis, check to measure REGAL HOTEL'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 REGAL HOTEL is operating at the current time. Most of REGAL HOTEL's value examination focuses on studying past and present price action to predict the probability of REGAL HOTEL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move REGAL HOTEL's price. Additionally, you may evaluate how the addition of REGAL HOTEL to your portfolios can decrease your overall portfolio volatility.