Razor Labs (Israel) Market Value
| RZR Stock | ILA 539.20 58.10 12.08% |
| Symbol | Razor |
Razor Labs '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 Razor Labs' 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 Razor Labs.
| 01/04/2023 |
| 12/24/2024 |
If you would invest 0.00 in Razor Labs on January 4, 2023 and sell it all today you would earn a total of 0.00 from holding Razor Labs or generate 0.0% return on investment in Razor Labs over 720 days. Razor Labs is related to or competes with Quicklizard, Elco, Kardan Real, Paz Oil, Tower Semiconductor, and Golan Plastic. Razor Labs operates in the artificial intelligence industry in Israel More
Razor Labs 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 Razor Labs' 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 Razor Labs upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.17 | |||
| Information Ratio | 0.0546 | |||
| Maximum Drawdown | 34.41 | |||
| Value At Risk | (7.27) | |||
| Potential Upside | 14.32 |
Razor Labs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Razor Labs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Razor Labs' standard deviation. In reality, there are many statistical measures that can use Razor Labs historical prices to predict the future Razor Labs' volatility.| Risk Adjusted Performance | 0.0562 | |||
| Jensen Alpha | 0.3161 | |||
| Total Risk Alpha | 0.1832 | |||
| Sortino Ratio | 0.0825 | |||
| Treynor Ratio | 0.166 |
Razor Labs Backtested Returns
Razor Labs appears to be very steady, given 3 months investment horizon. Razor Labs maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. By analyzing Razor Labs' technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please evaluate Razor Labs' Semi Deviation of 3.96, risk adjusted performance of 0.0562, and Coefficient Of Variation of 1669.18 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Razor Labs holds a performance score of 8. The company holds a Beta of 2.21, 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, Razor Labs will likely underperform. Please check Razor Labs' semi variance, as well as the relationship between the accumulation distribution and day typical price , to make a quick decision on whether Razor Labs' historical price patterns will revert.
Auto-correlation | 0.02 |
Virtually no predictability
Razor Labs has virtually no predictability. Overlapping area represents the amount of predictability between Razor Labs time series from 4th of January 2023 to 30th of December 2023 and 30th of December 2023 to 24th 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 Razor Labs price movement. The serial correlation of 0.02 indicates that only 2.0% of current Razor Labs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 17 K |
Razor Labs lagged returns against current returns
Autocorrelation, which is Razor Labs 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 Razor Labs' stock expected returns. We can calculate the autocorrelation of Razor Labs returns to help us make a trade decision. For example, suppose you find that Razor Labs 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 |
Razor Labs 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 Razor Labs stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Razor Labs stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Razor Labs stock over time.
Current vs Lagged Prices |
| Timeline |
Razor Labs Lagged Returns
When evaluating Razor Labs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Razor Labs stock have on its future price. Razor Labs 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, Razor Labs autocorrelation shows the relationship between Razor Labs stock current value and its past values and can show if there is a momentum factor associated with investing in Razor Labs.
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.Other Information on Investing in Razor Stock
Razor Labs financial ratios help investors to determine whether Razor 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 Razor with respect to the benefits of owning Razor Labs security.