Rpm International Stock Market Value
| RPM Stock | USD 138.78 0.07 0.05% |
| Symbol | RPM |
RPM International Price To Book Ratio
Is Specialty Chemicals space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of RPM International. If investors know RPM will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about RPM International listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.132 | Dividend Share 1.84 | Earnings Share 4.78 | Revenue Per Share 57.068 | Quarterly Revenue Growth (0.02) |
The market value of RPM International is measured differently than its book value, which is the value of RPM that is recorded on the company's balance sheet. Investors also form their own opinion of RPM International's value that differs from its market value or its book value, called intrinsic value, which is RPM International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because RPM International's market value can be influenced by many factors that don't directly affect RPM International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between RPM International's value and its price as these two are different measures arrived at by different means. Investors typically determine if RPM International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, RPM International'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.
RPM International '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 RPM International'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 RPM International.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in RPM International on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding RPM International or generate 0.0% return on investment in RPM International over 90 days. RPM International is related to or competes with Innospec, Minerals Technologies, Oil Dri, Quaker Chemical, Sensient Technologies, Ashland Global, and H B. RPM International Inc. manufactures, markets, and sells specialty chemicals for the industrial, specialty, and consumer ... More
RPM International 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 RPM International'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 RPM International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8463 | |||
| Information Ratio | 0.1337 | |||
| Maximum Drawdown | 7.62 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.9 |
RPM International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RPM International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RPM International's standard deviation. In reality, there are many statistical measures that can use RPM International historical prices to predict the future RPM International's volatility.| Risk Adjusted Performance | 0.1853 | |||
| Jensen Alpha | 0.1786 | |||
| Total Risk Alpha | 0.0832 | |||
| Sortino Ratio | 0.2108 | |||
| Treynor Ratio | 0.3064 |
RPM International Backtested Returns
RPM International appears to be very steady, given 3 months investment horizon. RPM International maintains Sharpe Ratio (i.e., Efficiency) of 0.23, which implies the firm had a 0.23% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for RPM International, which you can use to evaluate the volatility of the company. Please evaluate RPM International's semi deviation of 0.5759, and Risk Adjusted Performance of 0.1853 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, RPM International holds a performance score of 17. The company holds a Beta of 1.0, which implies possible diversification benefits within a given portfolio. RPM International returns are very sensitive to returns on the market. As the market goes up or down, RPM International is expected to follow. Please check RPM International's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether RPM International's historical price patterns will revert.
Auto-correlation | 0.59 |
Modest predictability
RPM International has modest predictability. Overlapping area represents the amount of predictability between RPM International time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th of November 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 RPM International price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current RPM International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 15.13 |
RPM International lagged returns against current returns
Autocorrelation, which is RPM International 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 RPM International's stock expected returns. We can calculate the autocorrelation of RPM International returns to help us make a trade decision. For example, suppose you find that RPM International 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 |
RPM International 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 RPM International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RPM International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RPM International stock over time.
Current vs Lagged Prices |
| Timeline |
RPM International Lagged Returns
When evaluating RPM International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RPM International stock have on its future price. RPM International 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, RPM International autocorrelation shows the relationship between RPM International stock current value and its past values and can show if there is a momentum factor associated with investing in RPM International.
Regressed Prices |
| Timeline |
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RPM International 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.