Realord Group (Germany) Market Value
| CUV Stock | EUR 0.81 0.01 1.22% |
| Symbol | Realord |
Realord 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 Realord 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 Realord Group.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Realord Group on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Realord Group Holdings or generate 0.0% return on investment in Realord Group over 90 days. Realord Group is related to or competes with Check Point, UNIVMUSIC GRPADR/050, BORR DRILLING, Iridium Communications, GMO Internet, Charter Communications, and Microchip Technology. Realord Group Holdings Limited, an investment holding company, engages in the commercial printing, hangtag, motor vehicl... More
Realord 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 Realord 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 Realord Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0239 | |||
| Maximum Drawdown | 12.41 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.38 |
Realord Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Realord Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Realord Group's standard deviation. In reality, there are many statistical measures that can use Realord Group historical prices to predict the future Realord Group's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 0.1654 | |||
| Treynor Ratio | 2.07 |
Realord Group Holdings Backtested Returns
Realord Group Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.0454, which implies the firm had a -0.0454 % return per unit of risk over the last 3 months. Realord Group Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Realord Group's Variance of 2.75, risk adjusted performance of (0.03), and Coefficient Of Variation of (2,149) to confirm the risk estimate we provide. The company holds a Beta of -0.042, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Realord Group are expected to decrease at a much lower rate. During the bear market, Realord Group is likely to outperform the market. At this point, Realord Group Holdings has a negative expected return of -0.0545%. Please make sure to check Realord Group's mean deviation, information ratio, potential upside, as well as the relationship between the standard deviation and total risk alpha , to decide if Realord Group Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.41 |
Average predictability
Realord Group Holdings has average predictability. Overlapping area represents the amount of predictability between Realord Group time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 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 Realord Group Holdings price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Realord Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Realord Group Holdings lagged returns against current returns
Autocorrelation, which is Realord 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 Realord Group's stock expected returns. We can calculate the autocorrelation of Realord Group returns to help us make a trade decision. For example, suppose you find that Realord 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 |
Realord 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 Realord Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Realord Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Realord Group stock over time.
Current vs Lagged Prices |
| Timeline |
Realord Group Lagged Returns
When evaluating Realord Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Realord Group stock have on its future price. Realord 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, Realord Group autocorrelation shows the relationship between Realord Group stock current value and its past values and can show if there is a momentum factor associated with investing in Realord Group Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Realord Stock
Realord Group financial ratios help investors to determine whether Realord 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 Realord with respect to the benefits of owning Realord Group security.