Ranpak Holdings Corp Stock Market Value
| PACK Stock | USD 5.99 0.28 4.90% |
| Symbol | Ranpak |
Ranpak Holdings Corp Price To Book Ratio
Is Paper & Plastic Packaging Products & Materials 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 Ranpak Holdings. If investors know Ranpak 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 Ranpak Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.23) | Revenue Per Share | Quarterly Revenue Growth 0.161 | Return On Assets | Return On Equity |
The market value of Ranpak Holdings Corp is measured differently than its book value, which is the value of Ranpak that is recorded on the company's balance sheet. Investors also form their own opinion of Ranpak Holdings' value that differs from its market value or its book value, called intrinsic value, which is Ranpak Holdings' 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 Ranpak Holdings' market value can be influenced by many factors that don't directly affect Ranpak Holdings' 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 Ranpak Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Ranpak Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ranpak Holdings' 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.
Ranpak Holdings '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 Ranpak Holdings' 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 Ranpak Holdings.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Ranpak Holdings on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Ranpak Holdings Corp or generate 0.0% return on investment in Ranpak Holdings over 90 days. Ranpak Holdings is related to or competes with Greif Bros, Karat Packaging, Reynolds Consumer, Silgan Holdings, O I, Sonoco Products, and Myers Industries. Ranpak Holdings Corp., together with its subsidiaries, provide product protection solutions for e-commerce and industria... More
Ranpak Holdings 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 Ranpak Holdings' 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 Ranpak Holdings Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 56.47 | |||
| Value At Risk | (6.09) | |||
| Potential Upside | 3.72 |
Ranpak Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ranpak Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ranpak Holdings' standard deviation. In reality, there are many statistical measures that can use Ranpak Holdings historical prices to predict the future Ranpak Holdings' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 0.5819 | |||
| Treynor Ratio | (0.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ranpak Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ranpak Holdings Corp Backtested Returns
Ranpak Holdings Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.0389, which implies the firm had a -0.0389 % return per unit of risk over the last 3 months. Ranpak Holdings Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ranpak Holdings' Coefficient Of Variation of (2,859), variance of 43.0, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The company holds a Beta of 0.7, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ranpak Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ranpak Holdings is expected to be smaller as well. At this point, Ranpak Holdings Corp has a negative expected return of -0.26%. Please make sure to check Ranpak Holdings' potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Ranpak Holdings Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.51 |
Modest predictability
Ranpak Holdings Corp has modest predictability. Overlapping area represents the amount of predictability between Ranpak Holdings 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 Ranpak Holdings Corp price movement. The serial correlation of 0.51 indicates that about 51.0% of current Ranpak Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
Ranpak Holdings Corp lagged returns against current returns
Autocorrelation, which is Ranpak Holdings 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 Ranpak Holdings' stock expected returns. We can calculate the autocorrelation of Ranpak Holdings returns to help us make a trade decision. For example, suppose you find that Ranpak Holdings 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 |
Ranpak Holdings 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 Ranpak Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ranpak Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ranpak Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Ranpak Holdings Lagged Returns
When evaluating Ranpak Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ranpak Holdings stock have on its future price. Ranpak Holdings 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, Ranpak Holdings autocorrelation shows the relationship between Ranpak Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Ranpak Holdings Corp.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Ranpak Holdings Correlation, Ranpak Holdings Volatility and Ranpak Holdings Alpha and Beta module to complement your research on Ranpak Holdings. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Ranpak Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.