Rambus (Germany) Market Value
| RMB Stock | EUR 55.02 0.18 0.33% |
| Symbol | Rambus |
Rambus '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 Rambus' 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 Rambus.
| 12/23/2022 |
| 12/12/2024 |
If you would invest 0.00 in Rambus on December 23, 2022 and sell it all today you would earn a total of 0.00 from holding Rambus Inc or generate 0.0% return on investment in Rambus over 720 days. Rambus is related to or competes with Micron Technology, Silicon Motion, WEEBIT NANO, and Everspin Technologies. Rambus Inc. provides semiconductor products in the United States, Japan, Europe, Taiwan, China, South Korea, Canada, Sin... More
Rambus 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 Rambus' 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 Rambus Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | 0.1662 | |||
| Maximum Drawdown | 21.53 | |||
| Value At Risk | (4.89) | |||
| Potential Upside | 7.42 |
Rambus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rambus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rambus' standard deviation. In reality, there are many statistical measures that can use Rambus historical prices to predict the future Rambus' volatility.| Risk Adjusted Performance | 0.1525 | |||
| Jensen Alpha | 0.5833 | |||
| Total Risk Alpha | 0.1426 | |||
| Sortino Ratio | 0.2285 | |||
| Treynor Ratio | 0.5881 |
Rambus Inc Backtested Returns
Rambus appears to be very steady, given 3 months investment horizon. Rambus Inc 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. By analyzing Rambus' technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please evaluate Rambus' Semi Deviation of 2.1, risk adjusted performance of 0.1525, and Coefficient Of Variation of 499.83 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rambus holds a performance score of 16. The company holds a Beta of 1.23, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Rambus will likely underperform. Please check Rambus' sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Rambus' historical price patterns will revert.
Auto-correlation | -0.38 |
Poor reverse predictability
Rambus Inc has poor reverse predictability. Overlapping area represents the amount of predictability between Rambus time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th 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 Rambus Inc price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Rambus price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 71.79 |
Rambus Inc lagged returns against current returns
Autocorrelation, which is Rambus 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 Rambus' stock expected returns. We can calculate the autocorrelation of Rambus returns to help us make a trade decision. For example, suppose you find that Rambus 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 |
Rambus 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 Rambus stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rambus stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rambus stock over time.
Current vs Lagged Prices |
| Timeline |
Rambus Lagged Returns
When evaluating Rambus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rambus stock have on its future price. Rambus 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, Rambus autocorrelation shows the relationship between Rambus stock current value and its past values and can show if there is a momentum factor associated with investing in Rambus Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Rambus Stock
When determining whether Rambus Inc is a strong investment it is important to analyze Rambus' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Rambus' future performance. For an informed investment choice regarding Rambus Stock, refer to the following important reports:Check out Rambus Correlation, Rambus Volatility and Rambus Alpha and Beta module to complement your research on Rambus. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Rambus technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.