Rockwood Realisation (UK) Market Value
| RKW Stock | 263.50 0.50 0.19% |
| Symbol | Rockwood |
Rockwood Realisation '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 Rockwood Realisation'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 Rockwood Realisation.
| 11/19/2024 |
| 12/19/2024 |
If you would invest 0.00 in Rockwood Realisation on November 19, 2024 and sell it all today you would earn a total of 0.00 from holding Rockwood Realisation PLC or generate 0.0% return on investment in Rockwood Realisation over 30 days. Rockwood Realisation is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, State Bank, SoftBank Group, and Reliance Industries. Rockwood Realisation is entity of United Kingdom More
Rockwood Realisation 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 Rockwood Realisation'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 Rockwood Realisation PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8229 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.98 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 0.7937 |
Rockwood Realisation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rockwood Realisation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rockwood Realisation's standard deviation. In reality, there are many statistical measures that can use Rockwood Realisation historical prices to predict the future Rockwood Realisation's volatility.| Risk Adjusted Performance | 0.011 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0068 |
Rockwood Realisation PLC Backtested Returns
At this point, Rockwood Realisation is very steady. Rockwood Realisation PLC maintains Sharpe Ratio (i.e., Efficiency) of 0.0165, which implies the firm had a 0.0165% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Rockwood Realisation PLC, which you can use to evaluate the volatility of the company. Please check Rockwood Realisation's Coefficient Of Variation of 6124.27, semi deviation of 0.6346, and Risk Adjusted Performance of 0.011 to confirm if the risk estimate we provide is consistent with the expected return of 0.011%. Rockwood Realisation has a performance score of 1 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, Rockwood Realisation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rockwood Realisation is expected to be smaller as well. Rockwood Realisation PLC right now holds a risk of 0.66%. Please check Rockwood Realisation PLC maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Rockwood Realisation PLC will be following its historical price patterns.
Auto-correlation | 0.54 |
Modest predictability
Rockwood Realisation PLC has modest predictability. Overlapping area represents the amount of predictability between Rockwood Realisation time series from 19th of November 2024 to 4th of December 2024 and 4th of December 2024 to 19th 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 Rockwood Realisation PLC price movement. The serial correlation of 0.54 indicates that about 54.0% of current Rockwood Realisation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 9.21 |
Rockwood Realisation PLC lagged returns against current returns
Autocorrelation, which is Rockwood Realisation 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 Rockwood Realisation's stock expected returns. We can calculate the autocorrelation of Rockwood Realisation returns to help us make a trade decision. For example, suppose you find that Rockwood Realisation 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 |
Rockwood Realisation 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 Rockwood Realisation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rockwood Realisation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rockwood Realisation stock over time.
Current vs Lagged Prices |
| Timeline |
Rockwood Realisation Lagged Returns
When evaluating Rockwood Realisation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rockwood Realisation stock have on its future price. Rockwood Realisation 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, Rockwood Realisation autocorrelation shows the relationship between Rockwood Realisation stock current value and its past values and can show if there is a momentum factor associated with investing in Rockwood Realisation PLC.
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 Rockwood Stock
Rockwood Realisation financial ratios help investors to determine whether Rockwood 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 Rockwood with respect to the benefits of owning Rockwood Realisation security.