Rheinmetall's market value is the price at which a share of Rheinmetall trades on a public exchange. It measures the collective expectations of Rheinmetall AG investors about its performance. Rheinmetall is selling for under 613.60 as of the 5th of January 2025; that is 1.96 percent increase since the beginning of the trading day. The stock's lowest day price was 613.6. With this module, you can estimate the performance of a buy and hold strategy of Rheinmetall AG and determine expected loss or profit from investing in Rheinmetall over a given investment horizon. Check out Rheinmetall Correlation, Rheinmetall Volatility and Rheinmetall Alpha and Beta module to complement your research on Rheinmetall.
Please note, there is a significant difference between Rheinmetall's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rheinmetall is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rheinmetall'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.
Rheinmetall '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 Rheinmetall'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 Rheinmetall.
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11/06/2024
No Change 0.00
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In 2 months and 1 day
01/05/2025
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If you would invest 0.00 in Rheinmetall on November 6, 2024 and sell it all today you would earn a total of 0.00 from holding Rheinmetall AG or generate 0.0% return on investment in Rheinmetall over 60 days. Rheinmetall is related to or competes with Chocoladefabriken, National Atomic, OTP Bank, Samsung Electronics, Samsung Electronics, Toyota, and Komercni Banka. Rheinmetall is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Rheinmetall 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 Rheinmetall'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 Rheinmetall AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rheinmetall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rheinmetall's standard deviation. In reality, there are many statistical measures that can use Rheinmetall historical prices to predict the future Rheinmetall's volatility.
Rheinmetall appears to be very steady, given 3 months investment horizon. Rheinmetall AG maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for Rheinmetall AG, which you can use to evaluate the volatility of the company. Please evaluate Rheinmetall's Semi Deviation of 1.66, risk adjusted performance of 0.1207, and Coefficient Of Variation of 708.44 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rheinmetall holds a performance score of 12. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rheinmetall are expected to decrease at a much lower rate. During the bear market, Rheinmetall is likely to outperform the market. Please check Rheinmetall's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Rheinmetall's historical price patterns will revert.
Auto-correlation
-0.61
Very good reverse predictability
Rheinmetall AG has very good reverse predictability. Overlapping area represents the amount of predictability between Rheinmetall time series from 6th of November 2024 to 6th of December 2024 and 6th of December 2024 to 5th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rheinmetall AG price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Rheinmetall price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.61
Spearman Rank Test
-0.36
Residual Average
0.0
Price Variance
113.83
Rheinmetall AG lagged returns against current returns
Autocorrelation, which is Rheinmetall 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 Rheinmetall's stock expected returns. We can calculate the autocorrelation of Rheinmetall returns to help us make a trade decision. For example, suppose you find that Rheinmetall 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
Rheinmetall 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 Rheinmetall stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rheinmetall stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rheinmetall stock over time.
Current vs Lagged Prices
Timeline
Rheinmetall Lagged Returns
When evaluating Rheinmetall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rheinmetall stock have on its future price. Rheinmetall 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, Rheinmetall autocorrelation shows the relationship between Rheinmetall stock current value and its past values and can show if there is a momentum factor associated with investing in Rheinmetall AG.
Regressed Prices
Timeline
Also Currently Popular
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.
When running Rheinmetall's price analysis, check to measure Rheinmetall'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 Rheinmetall is operating at the current time. Most of Rheinmetall's value examination focuses on studying past and present price action to predict the probability of Rheinmetall's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rheinmetall's price. Additionally, you may evaluate how the addition of Rheinmetall to your portfolios can decrease your overall portfolio volatility.