Roche Bobois (France) Market Value
| RBO Stock | 40.60 0.10 0.25% |
| Symbol | Roche |
Roche Bobois '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 Roche Bobois' 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 Roche Bobois.
| 01/04/2025 |
| 03/05/2025 |
If you would invest 0.00 in Roche Bobois on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Roche Bobois or generate 0.0% return on investment in Roche Bobois over 60 days. Roche Bobois is related to or competes with SA Catana, Verallia, Thermador Groupe, Maisons Du, and Vetoquinol. More
Roche Bobois 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 Roche Bobois' 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 Roche Bobois upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.1286 | |||
| Maximum Drawdown | 8.7 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.36 |
Roche Bobois Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roche Bobois' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roche Bobois' standard deviation. In reality, there are many statistical measures that can use Roche Bobois historical prices to predict the future Roche Bobois' volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | 0.1329 | |||
| Total Risk Alpha | 0.2867 | |||
| Sortino Ratio | 0.134 | |||
| Treynor Ratio | 0.4223 |
Roche Bobois Backtested Returns
At this point, Roche Bobois is very steady. Roche Bobois maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Roche Bobois, which you can use to evaluate the volatility of the company. Please check Roche Bobois' Risk Adjusted Performance of 0.0649, coefficient of variation of 1284.0, and Semi Deviation of 1.22 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Roche Bobois has a performance score of 8 on a scale of 0 to 100. The company holds a Beta of 0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, Roche Bobois' returns are expected to increase less than the market. However, during the bear market, the loss of holding Roche Bobois is expected to be smaller as well. Roche Bobois right now holds a risk of 1.57%. Please check Roche Bobois maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Roche Bobois will be following its historical price patterns.
Auto-correlation | -0.63 |
Very good reverse predictability
Roche Bobois has very good reverse predictability. Overlapping area represents the amount of predictability between Roche Bobois time series from 4th of January 2025 to 3rd of February 2025 and 3rd of February 2025 to 5th 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 Roche Bobois price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Roche Bobois price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.96 |
Roche Bobois lagged returns against current returns
Autocorrelation, which is Roche Bobois 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 Roche Bobois' stock expected returns. We can calculate the autocorrelation of Roche Bobois returns to help us make a trade decision. For example, suppose you find that Roche Bobois 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 |
Roche Bobois 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 Roche Bobois stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roche Bobois stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roche Bobois stock over time.
Current vs Lagged Prices |
| Timeline |
Roche Bobois Lagged Returns
When evaluating Roche Bobois' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roche Bobois stock have on its future price. Roche Bobois 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, Roche Bobois autocorrelation shows the relationship between Roche Bobois stock current value and its past values and can show if there is a momentum factor associated with investing in Roche Bobois.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Roche Stock
Roche Bobois financial ratios help investors to determine whether Roche 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 Roche with respect to the benefits of owning Roche Bobois security.