Rayonier (Germany) Market Value
| RA6 Stock | EUR 24.20 0.60 2.42% |
| Symbol | Rayonier |
Rayonier '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 Rayonier'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 Rayonier.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Rayonier on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Rayonier or generate 0.0% return on investment in Rayonier over 30 days. Rayonier is related to or competes with Perdoceo Education, Titan Machinery, Granite Construction, Tokyu Construction, Corporate Travel, Nufarm, and Coor Service. Rayonier is a leading timberland real estate investment trust with assets located in some of the most productive softwoo... More
Rayonier 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 Rayonier'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 Rayonier upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 5.2 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.04 |
Rayonier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rayonier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rayonier's standard deviation. In reality, there are many statistical measures that can use Rayonier historical prices to predict the future Rayonier's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (4.28) |
Rayonier Backtested Returns
Rayonier maintains Sharpe Ratio (i.e., Efficiency) of -0.14, which implies the firm had a -0.14% return per unit of risk over the last 3 months. Rayonier exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rayonier's Risk Adjusted Performance of (0.11), coefficient of variation of (722.78), and Variance of 1.53 to confirm the risk estimate we provide. The company holds a Beta of 0.0423, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rayonier's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rayonier is expected to be smaller as well. At this point, Rayonier has a negative expected return of -0.17%. Please make sure to check Rayonier's daily balance of power, day median price, and the relationship between the accumulation distribution and rate of daily change , to decide if Rayonier performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.38 |
Below average predictability
Rayonier has below average predictability. Overlapping area represents the amount of predictability between Rayonier time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th 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 Rayonier price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Rayonier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Rayonier lagged returns against current returns
Autocorrelation, which is Rayonier 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 Rayonier's stock expected returns. We can calculate the autocorrelation of Rayonier returns to help us make a trade decision. For example, suppose you find that Rayonier 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 |
Rayonier 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 Rayonier stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rayonier stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rayonier stock over time.
Current vs Lagged Prices |
| Timeline |
Rayonier Lagged Returns
When evaluating Rayonier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rayonier stock have on its future price. Rayonier 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, Rayonier autocorrelation shows the relationship between Rayonier stock current value and its past values and can show if there is a momentum factor associated with investing in Rayonier.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin | |
| ADA | Cardano | |
| XRP | XRP |
Additional Information and Resources on Investing in Rayonier Stock
When determining whether Rayonier offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Rayonier's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Rayonier Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Rayonier Stock:Check out Rayonier Correlation, Rayonier Volatility and Rayonier Alpha and Beta module to complement your research on Rayonier. For more detail on how to invest in Rayonier Stock please use our How to Invest in Rayonier guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Rayonier 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.