RB Food (Thailand) Market Value
| RBF Stock | THB 6.80 0.20 3.03% |
| Symbol | RBF |
RB Food '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 RB Food'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 RB Food.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in RB Food on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding RB Food Supply or generate 0.0% return on investment in RB Food over 90 days. RB Food is related to or competes with Kingsmen CMTI, Hydrotek Public, Karmarts Public, and KC Metalsheet. RB Food Supply Public Company Limited manufactures and trades bread products, colors, fragrances, and chemicals that are... More
RB Food 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 RB Food'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 RB Food Supply upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.08 | |||
| Information Ratio | 0.0141 | |||
| Maximum Drawdown | 11.4 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 4.81 |
RB Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RB Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RB Food's standard deviation. In reality, there are many statistical measures that can use RB Food historical prices to predict the future RB Food's volatility.| Risk Adjusted Performance | 0.0561 | |||
| Jensen Alpha | 0.1701 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | 0.0127 | |||
| Treynor Ratio | (6.15) |
RB Food Supply Backtested Returns
RB Food is out of control given 3 months investment horizon. RB Food Supply retains Efficiency (Sharpe Ratio) of 0.13, which implies the company had a 0.13% return per unit of price deviation over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 16.07% are justified by taking the suggested risk. Use RB Food Supply standard deviation of 2.77, and Market Risk Adjusted Performance of (6.14) to evaluate company specific risk that cannot be diversified away. RB Food holds a performance score of 10 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of -0.0271, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning RB Food are expected to decrease at a much lower rate. During the bear market, RB Food is likely to outperform the market. Use RB Food Supply semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to analyze future returns on RB Food Supply.
Auto-correlation | -0.18 |
Insignificant reverse predictability
RB Food Supply has insignificant reverse predictability. Overlapping area represents the amount of predictability between RB Food time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 RB Food Supply price movement. The serial correlation of -0.18 indicates that over 18.0% of current RB Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
RB Food Supply lagged returns against current returns
Autocorrelation, which is RB Food 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 RB Food's stock expected returns. We can calculate the autocorrelation of RB Food returns to help us make a trade decision. For example, suppose you find that RB Food 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 |
RB Food 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 RB Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RB Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RB Food stock over time.
Current vs Lagged Prices |
| Timeline |
RB Food Lagged Returns
When evaluating RB Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RB Food stock have on its future price. RB Food 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, RB Food autocorrelation shows the relationship between RB Food stock current value and its past values and can show if there is a momentum factor associated with investing in RB Food Supply.
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 ArchitectOther Information on Investing in RBF Stock
RB Food financial ratios help investors to determine whether RBF 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 RBF with respect to the benefits of owning RB Food security.