Roche Bobois (France) Price on November 29, 2024
If you're considering investing in Roche Stock, it is important to understand the factors that can impact its price. Roche Bobois 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. Roche Bobois exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Roche Bobois' Coefficient Of Variation of (765.73), risk adjusted performance of (0.1), and Variance of 2.42 to confirm the risk estimate we provide.
Roche Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Roche |
Sharpe Ratio = -0.1306
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| Negative Returns | RBO |
Estimated Market Risk
| 1.56 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Roche Bobois is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Roche Bobois by adding Roche Bobois to a well-diversified portfolio.
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.
Price Boundaries
Roche Bobois Period Price Range
Low | December 19, 2024
| High |
0.00 | 0.00 |
Roche Bobois cannot be verified against its exchange. Please verify the symbol is currently traded on Euronext Paris. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Roche Bobois December 19, 2024 Market Strength
Market strength indicators help investors to evaluate how Roche Bobois stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roche Bobois shares will generate the highest return on investment. By undertsting and applying Roche Bobois stock market strength indicators, traders can identify Roche Bobois entry and exit signals to maximize returns
Roche Bobois Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Roche Bobois' price direction in advance. Along with the technical and fundamental analysis of Roche Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Roche to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 1.96 |
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| Volume Indicators |
Complementary Tools for Roche Stock analysis
When running Roche Bobois' price analysis, check to measure Roche Bobois' 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 Roche Bobois is operating at the current time. Most of Roche Bobois' value examination focuses on studying past and present price action to predict the probability of Roche Bobois' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roche Bobois' price. Additionally, you may evaluate how the addition of Roche Bobois to your portfolios can decrease your overall portfolio volatility.
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