RTL Group (Germany) Market Value

RRTL Stock   26.40  0.10  0.38%   
RTL Group's market value is the price at which a share of RTL Group trades on a public exchange. It measures the collective expectations of RTL Group SA investors about its performance. RTL Group is trading at 26.40 as of the 22nd of December 2024, a 0.38% down since the beginning of the trading day. The stock's lowest day price was 25.8.
With this module, you can estimate the performance of a buy and hold strategy of RTL Group SA and determine expected loss or profit from investing in RTL Group over a given investment horizon. Check out RTL Group Correlation, RTL Group Volatility and RTL Group Alpha and Beta module to complement your research on RTL Group.
Symbol

Please note, there is a significant difference between RTL Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if RTL Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, RTL Group'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.

RTL Group '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 RTL Group'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 RTL Group.
0.00
11/22/2024
No Change 0.00  0.0 
In 31 days
12/22/2024
0.00
If you would invest  0.00  in RTL Group on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding RTL Group SA or generate 0.0% return on investment in RTL Group over 30 days. RTL Group is related to or competes with KUAISHOU TECHNOLOGY, FOX P, News, RTL GROUP, Prosiebensat. More

RTL Group 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 RTL Group'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 RTL Group SA upside and downside potential and time the market with a certain degree of confidence.

RTL Group Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for RTL Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RTL Group's standard deviation. In reality, there are many statistical measures that can use RTL Group historical prices to predict the future RTL Group's volatility.
Hype
Prediction
LowEstimatedHigh
24.3126.4028.49
Details
Intrinsic
Valuation
LowRealHigh
24.7026.7928.88
Details
Naive
Forecast
LowNextHigh
23.0225.1127.20
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
25.4026.4627.52
Details

RTL Group SA Backtested Returns

RTL Group SA maintains Sharpe Ratio (i.e., Efficiency) of -0.085, which implies the firm had a -0.085% return per unit of volatility over the last 3 months. RTL Group SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RTL Group's coefficient of variation of (1,312), and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The company holds a Beta of 0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, RTL Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding RTL Group is expected to be smaller as well. At this point, RTL Group SA has a negative expected return of -0.18%. Please make sure to check RTL Group's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if RTL Group SA performance from the past will be repeated at some future point.

Auto-correlation

    
  -0.27  

Weak reverse predictability

RTL Group SA has weak reverse predictability. Overlapping area represents the amount of predictability between RTL Group time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 RTL Group SA price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current RTL Group price fluctuation can be explain by its past prices.
Correlation Coefficient-0.27
Spearman Rank Test-0.03
Residual Average0.0
Price Variance0.15

RTL Group SA lagged returns against current returns

Autocorrelation, which is RTL Group 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 RTL Group's stock expected returns. We can calculate the autocorrelation of RTL Group returns to help us make a trade decision. For example, suppose you find that RTL Group 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  

RTL Group 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 RTL Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RTL Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RTL Group stock over time.
   Current vs Lagged Prices   
       Timeline  

RTL Group Lagged Returns

When evaluating RTL Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RTL Group stock have on its future price. RTL Group 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, RTL Group autocorrelation shows the relationship between RTL Group stock current value and its past values and can show if there is a momentum factor associated with investing in RTL Group SA.
   Regressed Prices   
       Timeline  

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Other Information on Investing in RTL Stock

RTL Group financial ratios help investors to determine whether RTL 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 RTL with respect to the benefits of owning RTL Group security.