REVO INSURANCE (Germany) Market Value
| H0O Stock | 11.95 0.10 0.83% |
| Symbol | REVO |
REVO INSURANCE '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 REVO INSURANCE'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 REVO INSURANCE.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in REVO INSURANCE on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding REVO INSURANCE SPA or generate 0.0% return on investment in REVO INSURANCE over 90 days. REVO INSURANCE is related to or competes with UNIQA INSURANCE, Chiba Bank, Direct Line, MagnaChip Semiconductor, BANK OF CHINA -H-, Lattice Semiconductor, and Nordic Semiconductor. More
REVO INSURANCE 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 REVO INSURANCE'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 REVO INSURANCE SPA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.31 | |||
| Information Ratio | 0.0623 | |||
| Maximum Drawdown | 21.97 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.62 |
REVO INSURANCE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REVO INSURANCE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REVO INSURANCE's standard deviation. In reality, there are many statistical measures that can use REVO INSURANCE historical prices to predict the future REVO INSURANCE's volatility.| Risk Adjusted Performance | 0.032 | |||
| Jensen Alpha | 0.0814 | |||
| Total Risk Alpha | 0.4436 | |||
| Sortino Ratio | 0.0554 | |||
| Treynor Ratio | 1.19 |
REVO INSURANCE SPA Backtested Returns
At this point, REVO INSURANCE is somewhat reliable. REVO INSURANCE SPA maintains Sharpe Ratio (i.e., Efficiency) of 0.0287, which implies the firm had a 0.0287 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for REVO INSURANCE SPA, which you can use to evaluate the volatility of the company. Please check REVO INSURANCE's Market Risk Adjusted Performance of 1.2, semi deviation of 2.55, and Risk Adjusted Performance of 0.032 to confirm if the risk estimate we provide is consistent with the expected return of 0.0845%. REVO INSURANCE has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.0627, which implies not very significant fluctuations relative to the market. As returns on the market increase, REVO INSURANCE's returns are expected to increase less than the market. However, during the bear market, the loss of holding REVO INSURANCE is expected to be smaller as well. REVO INSURANCE SPA currently holds a risk of 2.95%. Please check REVO INSURANCE SPA maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if REVO INSURANCE SPA will be following its historical price patterns.
Auto-correlation | -0.26 |
Weak reverse predictability
REVO INSURANCE SPA has weak reverse predictability. Overlapping area represents the amount of predictability between REVO INSURANCE time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 REVO INSURANCE SPA price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current REVO INSURANCE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
REVO INSURANCE SPA lagged returns against current returns
Autocorrelation, which is REVO INSURANCE 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 REVO INSURANCE's stock expected returns. We can calculate the autocorrelation of REVO INSURANCE returns to help us make a trade decision. For example, suppose you find that REVO INSURANCE 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 |
REVO INSURANCE 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 REVO INSURANCE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REVO INSURANCE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REVO INSURANCE stock over time.
Current vs Lagged Prices |
| Timeline |
REVO INSURANCE Lagged Returns
When evaluating REVO INSURANCE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REVO INSURANCE stock have on its future price. REVO INSURANCE 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, REVO INSURANCE autocorrelation shows the relationship between REVO INSURANCE stock current value and its past values and can show if there is a momentum factor associated with investing in REVO INSURANCE SPA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in REVO Stock
REVO INSURANCE financial ratios help investors to determine whether REVO 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 REVO with respect to the benefits of owning REVO INSURANCE security.