Rosslyn Data (UK) Market Value
| RDT Stock | 3.65 0.20 5.19% |
| Symbol | Rosslyn |
Rosslyn Data '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 Rosslyn Data'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 Rosslyn Data.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Rosslyn Data on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Rosslyn Data Technologies or generate 0.0% return on investment in Rosslyn Data over 90 days. Rosslyn Data is related to or competes with Dairy Farm, Infrastrutture Wireless, Trainline Plc, Broadcom, EVS Broadcast, and MTI Wireless. Rosslyn Data is entity of United Kingdom More
Rosslyn Data 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 Rosslyn Data'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 Rosslyn Data Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 18.21 | |||
| Value At Risk | (4.48) | |||
| Potential Upside | 1.97 |
Rosslyn Data Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rosslyn Data's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rosslyn Data's standard deviation. In reality, there are many statistical measures that can use Rosslyn Data historical prices to predict the future Rosslyn Data's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.74) |
Rosslyn Data Technologies Backtested Returns
Rosslyn Data Technologies maintains Sharpe Ratio (i.e., Efficiency) of -0.23, which implies the firm had a -0.23 % return per unit of risk over the last 3 months. Rosslyn Data Technologies exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rosslyn Data's Coefficient Of Variation of (410.45), variance of 4.89, and Risk Adjusted Performance of (0.20) to confirm the risk estimate we provide. The company holds a Beta of 0.74, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rosslyn Data's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rosslyn Data is expected to be smaller as well. At this point, Rosslyn Data Technologies has a negative expected return of -0.53%. Please make sure to check Rosslyn Data's daily balance of power, and the relationship between the skewness and day typical price , to decide if Rosslyn Data Technologies performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.23 |
Weak reverse predictability
Rosslyn Data Technologies has weak reverse predictability. Overlapping area represents the amount of predictability between Rosslyn Data time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Rosslyn Data Technologies price movement. The serial correlation of -0.23 indicates that over 23.0% of current Rosslyn Data price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Rosslyn Data Technologies lagged returns against current returns
Autocorrelation, which is Rosslyn Data 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 Rosslyn Data's stock expected returns. We can calculate the autocorrelation of Rosslyn Data returns to help us make a trade decision. For example, suppose you find that Rosslyn Data 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 |
Rosslyn Data 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 Rosslyn Data stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rosslyn Data stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rosslyn Data stock over time.
Current vs Lagged Prices |
| Timeline |
Rosslyn Data Lagged Returns
When evaluating Rosslyn Data's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rosslyn Data stock have on its future price. Rosslyn Data 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, Rosslyn Data autocorrelation shows the relationship between Rosslyn Data stock current value and its past values and can show if there is a momentum factor associated with investing in Rosslyn Data Technologies.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Rosslyn Stock
Rosslyn Data financial ratios help investors to determine whether Rosslyn 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 Rosslyn with respect to the benefits of owning Rosslyn Data security.