Revelyst, Stock Market Value
| GEAR Stock | USD 20.08 0.86 4.47% |
| Symbol | Revelyst, |
Is Recreation space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Revelyst,. If investors know Revelyst, will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Revelyst, listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Revelyst, is measured differently than its book value, which is the value of Revelyst, that is recorded on the company's balance sheet. Investors also form their own opinion of Revelyst,'s value that differs from its market value or its book value, called intrinsic value, which is Revelyst,'s true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Revelyst,'s market value can be influenced by many factors that don't directly affect Revelyst,'s underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Revelyst,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Revelyst, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Revelyst,'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.
Revelyst, '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 Revelyst,'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 Revelyst,.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Revelyst, on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding Revelyst, or generate 0.0% return on investment in Revelyst, over 30 days. Revelyst, is related to or competes with Lindblad Expeditions, 51Talk Online, Ihuman, Alvotech, Teleflex Incorporated, United Airlines, and Old Dominion. Gear International Inc. offer investment banking services. More
Revelyst, 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 Revelyst,'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 Revelyst, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 67.89 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 1.1 |
Revelyst, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Revelyst,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Revelyst,'s standard deviation. In reality, there are many statistical measures that can use Revelyst, historical prices to predict the future Revelyst,'s volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.57) | |||
| Total Risk Alpha | (0.69) | |||
| Treynor Ratio | 1.81 |
Revelyst, Backtested Returns
Revelyst, 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. Revelyst, exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Revelyst,'s Coefficient Of Variation of (1,279), risk adjusted performance of (0.05), and Variance of 52.51 to confirm the risk estimate we provide. The company holds a Beta of -0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Revelyst, are expected to decrease at a much lower rate. During the bear market, Revelyst, is likely to outperform the market. At this point, Revelyst, has a negative expected return of -0.81%. Please make sure to check Revelyst,'s kurtosis, as well as the relationship between the day median price and relative strength index , to decide if Revelyst, performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.76 |
Good predictability
Revelyst, has good predictability. Overlapping area represents the amount of predictability between Revelyst, time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th 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 Revelyst, price movement. The serial correlation of 0.76 indicates that around 76.0% of current Revelyst, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Revelyst, lagged returns against current returns
Autocorrelation, which is Revelyst, 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 Revelyst,'s stock expected returns. We can calculate the autocorrelation of Revelyst, returns to help us make a trade decision. For example, suppose you find that Revelyst, 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 |
Revelyst, 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 Revelyst, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Revelyst, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Revelyst, stock over time.
Current vs Lagged Prices |
| Timeline |
Revelyst, Lagged Returns
When evaluating Revelyst,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Revelyst, stock have on its future price. Revelyst, 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, Revelyst, autocorrelation shows the relationship between Revelyst, stock current value and its past values and can show if there is a momentum factor associated with investing in Revelyst,.
Regressed Prices |
| Timeline |
Pair Trading with Revelyst,
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Revelyst, position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Revelyst, will appreciate offsetting losses from the drop in the long position's value.Moving together with Revelyst, Stock
Moving against Revelyst, Stock
| 0.67 | FLUT | Flutter Entertainment plc | PairCorr |
| 0.58 | DRVN | Driven Brands Holdings | PairCorr |
| 0.57 | SW | Smurfit WestRock plc | PairCorr |
| 0.44 | AIN | Albany International | PairCorr |
| 0.42 | WBUY | WEBUY GLOBAL LTD | PairCorr |
The ability to find closely correlated positions to Revelyst, could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Revelyst, when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Revelyst, - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Revelyst, to buy it.
The correlation of Revelyst, is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Revelyst, moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Revelyst, moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Revelyst, can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Revelyst, Stock Analysis
When running Revelyst,'s price analysis, check to measure Revelyst,'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 Revelyst, is operating at the current time. Most of Revelyst,'s value examination focuses on studying past and present price action to predict the probability of Revelyst,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Revelyst,'s price. Additionally, you may evaluate how the addition of Revelyst, to your portfolios can decrease your overall portfolio volatility.