Rivalry Corp Stock Market Value
| RVLY Stock | 0.16 0.02 14.29% |
| Symbol | Rivalry |
Rivalry Corp Price To Book Ratio
Rivalry Corp '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 Rivalry Corp'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 Rivalry Corp.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Rivalry Corp on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Rivalry Corp or generate 0.0% return on investment in Rivalry Corp over 30 days. Rivalry Corp is related to or competes with Overactive Media, and East Side. Rivalry Corp is entity of Canada. It is traded as Stock on V exchange. More
Rivalry Corp 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 Rivalry Corp'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 Rivalry Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 47.62 | |||
| Value At Risk | (16.13) | |||
| Potential Upside | 16.67 |
Rivalry Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rivalry Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rivalry Corp's standard deviation. In reality, there are many statistical measures that can use Rivalry Corp historical prices to predict the future Rivalry Corp's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (1.73) | |||
| Treynor Ratio | 0.1659 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rivalry Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Rivalry Corp Backtested Returns
Rivalry Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.0376, which implies the firm had a -0.0376% return per unit of risk over the last 3 months. Rivalry Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rivalry Corp's Variance of 116.43, coefficient of variation of (2,844), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The company holds a Beta of -2.35, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Rivalry Corp are expected to decrease by larger amounts. On the other hand, during market turmoil, Rivalry Corp is expected to outperform it. At this point, Rivalry Corp has a negative expected return of -0.4%. Please make sure to check Rivalry Corp's kurtosis, day median price, period momentum indicator, as well as the relationship between the daily balance of power and market facilitation index , to decide if Rivalry Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.56 |
Good reverse predictability
Rivalry Corp has good reverse predictability. Overlapping area represents the amount of predictability between Rivalry Corp 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 Rivalry Corp price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Rivalry Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rivalry Corp lagged returns against current returns
Autocorrelation, which is Rivalry Corp 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 Rivalry Corp's stock expected returns. We can calculate the autocorrelation of Rivalry Corp returns to help us make a trade decision. For example, suppose you find that Rivalry Corp 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 |
Rivalry Corp 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 Rivalry Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rivalry Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rivalry Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Rivalry Corp Lagged Returns
When evaluating Rivalry Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rivalry Corp stock have on its future price. Rivalry Corp 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, Rivalry Corp autocorrelation shows the relationship between Rivalry Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Rivalry Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Rivalry Stock Analysis
When running Rivalry Corp's price analysis, check to measure Rivalry Corp'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 Rivalry Corp is operating at the current time. Most of Rivalry Corp's value examination focuses on studying past and present price action to predict the probability of Rivalry Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rivalry Corp's price. Additionally, you may evaluate how the addition of Rivalry Corp to your portfolios can decrease your overall portfolio volatility.