Ramada Investimentos (Portugal) Market Value
| RAM Stock | EUR 6.66 0.02 0.30% |
| Symbol | Ramada |
Ramada Investimentos '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 Ramada Investimentos' 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 Ramada Investimentos.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Ramada Investimentos on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Ramada Investimentos e or generate 0.0% return on investment in Ramada Investimentos over 30 days. Ramada Investimentos is related to or competes with Altri SGPS, Navigator, Semapa, NOS SGPS, and REN Redes. Ramada Investimentos e Industria, S.A. primarily engages in the manufacture and commercialization of steel products in P... More
Ramada Investimentos 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 Ramada Investimentos' 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 Ramada Investimentos e upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.83 | |||
| Information Ratio | 0.0307 | |||
| Maximum Drawdown | 21.62 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 2.31 |
Ramada Investimentos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ramada Investimentos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ramada Investimentos' standard deviation. In reality, there are many statistical measures that can use Ramada Investimentos historical prices to predict the future Ramada Investimentos' volatility.| Risk Adjusted Performance | 0.0556 | |||
| Jensen Alpha | 0.1319 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0305 | |||
| Treynor Ratio | 0.3579 |
Ramada Investimentos Backtested Returns
Currently, Ramada Investimentos e is somewhat reliable. Ramada Investimentos maintains Sharpe Ratio (i.e., Efficiency) of 0.0674, which implies the firm had a 0.0674% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ramada Investimentos, which you can use to evaluate the volatility of the company. Please check Ramada Investimentos' Coefficient Of Variation of 1504.53, semi deviation of 2.46, and Risk Adjusted Performance of 0.0556 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Ramada Investimentos has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.49, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ramada Investimentos' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ramada Investimentos is expected to be smaller as well. Ramada Investimentos right now holds a risk of 2.8%. Please check Ramada Investimentos value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Ramada Investimentos will be following its historical price patterns.
Auto-correlation | 0.24 |
Weak predictability
Ramada Investimentos e has weak predictability. Overlapping area represents the amount of predictability between Ramada Investimentos time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ramada Investimentos price movement. The serial correlation of 0.24 indicates that over 24.0% of current Ramada Investimentos price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ramada Investimentos lagged returns against current returns
Autocorrelation, which is Ramada Investimentos 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 Ramada Investimentos' stock expected returns. We can calculate the autocorrelation of Ramada Investimentos returns to help us make a trade decision. For example, suppose you find that Ramada Investimentos 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 |
Ramada Investimentos 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 Ramada Investimentos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ramada Investimentos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ramada Investimentos stock over time.
Current vs Lagged Prices |
| Timeline |
Ramada Investimentos Lagged Returns
When evaluating Ramada Investimentos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ramada Investimentos stock have on its future price. Ramada Investimentos 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, Ramada Investimentos autocorrelation shows the relationship between Ramada Investimentos stock current value and its past values and can show if there is a momentum factor associated with investing in Ramada Investimentos e.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ramada Stock Analysis
When running Ramada Investimentos' price analysis, check to measure Ramada Investimentos' 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 Ramada Investimentos is operating at the current time. Most of Ramada Investimentos' value examination focuses on studying past and present price action to predict the probability of Ramada Investimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ramada Investimentos' price. Additionally, you may evaluate how the addition of Ramada Investimentos to your portfolios can decrease your overall portfolio volatility.