Robinsons Retail (Philippines) Market Value
| RRHI Stock | 35.05 0.35 0.99% |
| Symbol | Robinsons |
Robinsons Retail '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 Robinsons Retail'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 Robinsons Retail.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Robinsons Retail on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Robinsons Retail Holdings or generate 0.0% return on investment in Robinsons Retail over 30 days. Robinsons Retail is related to or competes with Dizon Copper, First Abacus, GT Capital, Allhome Corp, Jollibee Foods, Monde Nissin, and AgriNurture. More
Robinsons Retail 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 Robinsons Retail'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 Robinsons Retail Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 4.98 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.1 |
Robinsons Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Robinsons Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Robinsons Retail's standard deviation. In reality, there are many statistical measures that can use Robinsons Retail historical prices to predict the future Robinsons Retail's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 0.5186 |
Robinsons Retail Holdings Backtested Returns
Robinsons Retail Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies the firm had a -0.13% return per unit of risk over the last 3 months. Robinsons Retail Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Robinsons Retail's Variance of 1.46, risk adjusted performance of (0.09), and Coefficient Of Variation of (763.17) to confirm the risk estimate we provide. The company holds a Beta of -0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Robinsons Retail are expected to decrease at a much lower rate. During the bear market, Robinsons Retail is likely to outperform the market. At this point, Robinsons Retail Holdings has a negative expected return of -0.15%. Please make sure to check Robinsons Retail's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Robinsons Retail Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.80 |
Very good predictability
Robinsons Retail Holdings has very good predictability. Overlapping area represents the amount of predictability between Robinsons Retail time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Robinsons Retail Holdings price movement. The serial correlation of 0.8 indicates that around 80.0% of current Robinsons Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Robinsons Retail Holdings lagged returns against current returns
Autocorrelation, which is Robinsons Retail 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 Robinsons Retail's stock expected returns. We can calculate the autocorrelation of Robinsons Retail returns to help us make a trade decision. For example, suppose you find that Robinsons Retail 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 |
Robinsons Retail 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 Robinsons Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Robinsons Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Robinsons Retail stock over time.
Current vs Lagged Prices |
| Timeline |
Robinsons Retail Lagged Returns
When evaluating Robinsons Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Robinsons Retail stock have on its future price. Robinsons Retail 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, Robinsons Retail autocorrelation shows the relationship between Robinsons Retail stock current value and its past values and can show if there is a momentum factor associated with investing in Robinsons Retail Holdings.
Regressed Prices |
| Timeline |
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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.Additional Tools for Robinsons Stock Analysis
When running Robinsons Retail's price analysis, check to measure Robinsons Retail'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 Robinsons Retail is operating at the current time. Most of Robinsons Retail's value examination focuses on studying past and present price action to predict the probability of Robinsons Retail's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Robinsons Retail's price. Additionally, you may evaluate how the addition of Robinsons Retail to your portfolios can decrease your overall portfolio volatility.